//--> //--> //--> //-->
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:"Econometric reviews"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of risk"
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_exact:"ARCH model"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
373
ARCH-Modell
373
Volatility
241
Volatilität
241
Estimation
124
Schätzung
124
Theorie
112
Theory
112
Capital income
98
Kapitaleinkommen
98
Time series analysis
93
Zeitreihenanalyse
93
Börsenkurs
80
Share price
80
Forecasting model
76
Prognoseverfahren
76
Risikomaß
71
Risk measure
71
Aktienmarkt
61
Stock market
61
Estimation theory
48
Schätztheorie
48
Correlation
47
Korrelation
47
USA
42
United States
42
Portfolio selection
38
Portfolio-Management
38
Welt
37
World
37
Oil price
36
Spillover effect
36
Spillover-Effekt
36
Ölpreis
36
Statistical distribution
33
Statistische Verteilung
33
Exchange rate
30
Wechselkurs
30
Financial crisis
27
Finanzkrise
26
more ...
less ...
Online availability
All
Undetermined
180
Free
2
Type of publication
All
Article
372
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
373
Aufsatz in Zeitschrift
373
Conference paper
2
Konferenzbeitrag
2
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Sammelwerk
1
more ...
less ...
Language
All
English
373
Author
All
Iglesias, Emma M.
5
Caporin, Massimiliano
4
Huang, Zhuo
4
Jawadi, Fredj
4
Karanasos, Menelaos
4
Ma, Feng
4
Teräsvirta, Timo
4
Wang, Tianyi
4
Wang, Yudong
4
Wu, Xinyu
4
Zhang, Yaojie
4
Arouri, Mohamed
3
Bauwens, Luc
3
Gupta, Rangan
3
Kumar, Dilip
3
Lahiani, Amine
3
McAleer, Michael
3
Phillips, Garry D. A.
3
Shi, Yanlin
3
Todorova, Neda
3
Wu, Chongfeng
3
Ahmed, Abdullahi Dahir
2
Amado, Cristina
2
Amendola, Alessandra
2
Belkhouja, Mustapha
2
BenSaïda, Ahmed
2
Berens, Tobias
2
Bouri, Elie
2
Brownlees, Christian
2
Bu, Ruijun
2
Candila, Vincenzo
2
Chan, Felix
2
Chang, Kuang-liang
2
Charfeddine, Lanouar
2
Cheffou, Abdoulkarim Idi
2
Chen Zhou
2
Christensen, Bent Jesper
2
Conrad, Christian
2
Dark, Jonathan
2
Fałdziński, Marcin
2
more ...
less ...
Institution
All
HFDF <2, 1998, Zürich>
1
Published in...
All
Econometric reviews
Economic modelling
Journal of empirical finance
Journal of risk
Energy economics
253
Finance research letters
176
Applied economics
160
Journal of econometrics
147
International review of financial analysis
136
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
Discussion paper / Tinbergen Institute
98
International journal of forecasting
93
Journal of risk and financial management : JRFM
88
Journal of forecasting
86
Applied economics letters
77
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
Econometric Institute research papers
69
Working paper
68
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
64
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
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
CREATES research paper
43
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
42
The econometrics journal
40
more ...
less ...
Source
All
ECONIS (ZBW)
373
Showing
1
-
10
of
373
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
Saved in:
2
Random autoregressive models : a structured overview
Regis, Marta
;
Serra, Paulo
;
Heuvel, Edwin R. van den
- In:
Econometric reviews
41
(
2022
)
2
,
pp. 207-230
Persistent link: https://www.econbiz.de/10013167604
Saved in:
3
Dynamic dependence of futures basis between the Chinese and international grains markets
Wang, Hao
;
Dong, Yizhe
;
Sun, Mingli
;
Shi, Baofeng
;
Ji, Hao
- In:
Economic modelling
130
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014451147
Saved in:
4
The impact of joint events on oil price volatility : evidence from a dynamic graphical news analysis model
Zhao, Lu-Tao
;
Wang, Dai-Song
;
Ren, Zhong-Yuan
- In:
Economic modelling
130
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014451154
Saved in:
5
Using, taming or avoiding the factor zoo? : a double-shrinkage estimator for covariance matrices
De Nard, Gianluca
;
Zhao, Zhao
- In:
Journal of empirical finance
72
(
2023
),
pp. 23-35
Persistent link: https://www.econbiz.de/10014476795
Saved in:
6
Empirical performance of component GARCH models in pricing VIX term structure and VIX futures
Cheng, Hung-Wen
;
Chang, Li-Han
;
Lo, Chien-Ling
;
Tsai, …
- In:
Journal of empirical finance
72
(
2023
),
pp. 122-142
Persistent link: https://www.econbiz.de/10014476812
Saved in:
7
The effects of economic uncertainty on financial volatility : a comprehensive investigation
Tong, Chen
;
Huang, Zhuo
;
Wang, Tianyi
;
Zhang, Cong
- In:
Journal of empirical finance
73
(
2023
),
pp. 369-389
Persistent link: https://www.econbiz.de/10014477040
Saved in:
8
The asymmetric dynamics of stock-bond liquidity correlation in China : the role of macro-financial determinants
Pan, Beier
- In:
Economic modelling
124
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463273
Saved in:
9
Conditional out-of-sample predictability of aggregate equity returns and aggregate equity return volatility using economic variables
Nonejad, Nima
- In:
Journal of empirical finance
70
(
2023
),
pp. 91-122
Persistent link: https://www.econbiz.de/10014423619
Saved in:
10
The contribution of jump signs and activity to forecasting stock price volatility
Bu, Ruijun
;
Hizmeri, Rodrigo
;
Izzeldin, Marwan
;
Murphy, …
- In:
Journal of empirical finance
70
(
2023
),
pp. 144-164
Persistent link: https://www.econbiz.de/10014423623
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...
//-->