//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Applied economics letters"
~isPartOf:"Journal of risk"
~type_genre:"Aufsatz in Zeitschrift"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"ARCH model"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
117
ARCH-Modell
117
Volatility
69
Volatilität
69
Estimation
48
Schätzung
48
Börsenkurs
31
Capital income
31
Forecasting model
31
Kapitaleinkommen
31
Prognoseverfahren
31
Share price
31
Risikomaß
29
Risk measure
29
Theorie
27
Theory
27
Aktienmarkt
23
Stock market
23
Estimation theory
19
Schätztheorie
19
Time series analysis
18
Zeitreihenanalyse
18
Risiko
13
Risk
13
Aktienindex
11
Correlation
11
Exchange rate
11
GARCH
11
Korrelation
11
Portfolio selection
11
Portfolio-Management
11
Stock index
11
Wechselkurs
11
Multivariate Verteilung
10
Multivariate distribution
10
China
9
Financial market
9
Finanzmarkt
9
Risikomanagement
9
Risk management
9
more ...
less ...
Online availability
All
Undetermined
70
Type of publication
All
Article
117
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
117
Language
All
English
117
Author
All
Wu, Xinyu
5
Ardia, David
2
Berument, Hakan
2
Diao, Xundi
2
Ma, Feng
2
Shen, Chung-hua
2
Shin, Dong-wan
2
Varlik, Serdar
2
Abad, Pilar
1
Alemany, Ramon
1
Amendola, Alessandra
1
Apergis, Emmanuel
1
Apergēs, Nikolaos
1
Babbs, Simon H.
1
Baek, Changryong
1
Balli, Faruk
1
Bautista, Carlos C.
1
Benito Muela, Sonia
1
Berens, Tobias
1
Berger, Theo
1
Bisaglia, Luisa
1
Blazsek, Szabolcs
1
Bolancé, Catalina
1
Bonilla, Claudio A.
1
Bordignon, Silvano
1
Bouri, Elie
1
Braun, Valentin
1
Brownlees, Christian
1
Brummelhuis, Raymond
1
Brännäs, Kurt
1
Busch, Thomas
1
Butler, Andrew
1
Cameron, James
1
Candila, Vincenzo
1
Ceylan, Özcan
1
Chang, Kuang-Liang
1
Chang, Shu Chen
1
Chang, Tsangyao
1
Charles, Amélie
1
Chen, Ho-chyuan
1
more ...
less ...
Published in...
All
Applied economics letters
Journal of risk
Energy economics
254
Finance research letters
176
Applied economics
160
Economic modelling
155
Journal of econometrics
146
International review of financial analysis
136
Journal of empirical finance
132
Research in international business and finance
125
The North American journal of economics and finance : a journal of financial economics studies
123
International review of economics & finance : IREF
113
Journal of banking & finance
113
Economics letters
109
Journal of international financial markets, institutions & money
107
Applied financial economics
101
International journal of forecasting
93
Journal of risk and financial management : JRFM
88
Journal of forecasting
86
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
76
Econometric theory
73
The European journal of finance
70
The journal of futures markets
70
Journal of financial econometrics : official journal of the Society for Financial Econometrics
65
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
63
International Journal of Energy Economics and Policy : IJEEP
62
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
56
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
54
International journal of economics and financial issues : IJEFI
49
Econometric reviews
46
International journal of finance & economics : IJFE
46
Journal of international money and finance
46
International journal of economics and finance
45
Review of quantitative finance and accounting
44
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
42
The econometrics journal
40
Cogent economics & finance
37
Journal of applied econometrics
37
Pacific-Basin finance journal
37
Computational economics
36
more ...
less ...
Source
All
ECONIS (ZBW)
117
Showing
1
-
10
of
117
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Impacts of economic policy uncertainty on the time-varying risk-return relationship : evidence from G7 countries
He, Zhifang
;
Zheng, Jie
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 270-274
Persistent link: https://www.econbiz.de/10014468759
Saved in:
2
Time-varying higher moments, economic policy uncertainty and renminbi exchange rate volatility
Wu, Xinyu
;
Mei, Xueting
;
Yin, Xuebao
- In:
Journal of risk
25
(
2023
)
5
,
pp. 71-99
Persistent link: https://www.econbiz.de/10014370725
Saved in:
3
Economic policy uncertainty in US and Europe : time-varying Granger causality
Mladenovic, Zorica
- In:
Applied economics letters
30
(
2023
)
20
,
pp. 2913-2920
Persistent link: https://www.econbiz.de/10014414040
Saved in:
4
Volatility spillovers across financial markets : the role of oil price uncertainty
Lee, Seojin
;
Kim, Young Min
- In:
Applied economics letters
30
(
2023
)
17
,
pp. 2342-2347
Persistent link: https://www.econbiz.de/10014365776
Saved in:
5
Value-at-risk models : a systematic review of the literature
Shayya, Reem
;
Sorrosal Forradellas, Maria Teresa
; …
- In:
Journal of risk
25
(
2023
)
4
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014314618
Saved in:
6
Asymmetric risk spillovers between oil and the Chinese stock market : a Beta-skew-t-EGARCH-EVT-copula approach
Chen, Jiusheng
- In:
Journal of risk
25
(
2023
)
3
,
pp. 77-127
Persistent link: https://www.econbiz.de/10014283909
Saved in:
7
Newspaper-based equity uncertainty or implied volatility index : new evidence from oil market volatility predictability
Lu, Xinjie
;
Ma, Feng
;
Li, Pan
;
Li, Tao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 960-964
Persistent link: https://www.econbiz.de/10014303607
Saved in:
8
Forecasting exchange rate markets' volatility of G7 countries : will stock market volatility help?
Zhang, Feipeng
;
Zhang, Zhao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 991-999
Persistent link: https://www.econbiz.de/10014303619
Saved in:
9
Is idiosyncratic tail risk priced in the cross-section of bond returns? : evidence from Chinese bond markets
Huang, Wei-Qiang
;
Zhang, Jing
;
Liu, Peipei
- In:
Applied economics letters
30
(
2023
)
10
,
pp. 1318-1326
Persistent link: https://www.econbiz.de/10014304235
Saved in:
10
Forecasting oil futures price volatility with economic policy uncertainty : a CARR-MIDAS model
Wu, Xinyu
;
Cui, Hao
;
Wang, Lu
- In:
Applied economics letters
30
(
2023
)
2
,
pp. 120-125
Persistent link: https://www.econbiz.de/10013553019
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->