//--> //--> //-->
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"
~person:"Christensen, Bent Jesper"
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
2
ARCH-Modell
2
Capital income
2
Kapitaleinkommen
2
Volatility
2
Volatilität
2
Aktienindex
1
Aktienmarkt
1
Capital structure
1
FIEGARCH-M
1
Financial crises
1
Financial crisis
1
Financial leverage
1
Financial market
1
Finanzkrise
1
Finanzmarkt
1
International markets
1
Kapitalstruktur
1
Long memory
1
Risiko
1
Risk
1
Risk-return tradeoff
1
Stock index
1
Stock market
1
Stock returns
1
Time series analysis
1
Volatility feedback
1
Zeitreihenanalyse
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Christensen, Bent Jesper
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
Zhang, Yaojie
4
Arouri, Mohamed
3
Bauwens, Luc
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
Belkhouja, Mustapha
2
BenSaïda, Ahmed
2
Bu, Ruijun
2
Chan, Felix
2
Chang, Kuang-liang
2
Charfeddine, Lanouar
2
Cheffou, Abdoulkarim Idi
2
Chen Zhou
2
Conrad, Christian
2
Dark, Jonathan
2
Fałdziński, Marcin
2
Fiszeder, Piotr
2
Fountas, Stilianos
2
Gallo, Giampiero M.
2
Gospodinov, Nikolaj
2
Gupta, Rangan
2
Hafner, Christian M.
2
Ho, Kin-Yip
2
more ...
less ...
Published in...
All
Econometric reviews
Economic modelling
Journal of empirical finance
Queen's Economics Department working paper
3
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
3
Journal of econometrics
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The impact of financial crises on the risk-return tradeoff and the leverage effect
Christensen, Bent Jesper
;
Nielsen, Morten Ørregaard
; …
- In:
Economic modelling
49
(
2015
),
pp. 407-418
Persistent link: https://www.econbiz.de/10011439598
Saved in:
2
Long memory in stock market volatility and the volatility-in-mean effect : the FIEGARCH-M model
Christensen, Bent Jesper
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of empirical finance
17
(
2010
)
3
,
pp. 460-470
Persistent link: https://www.econbiz.de/10009267288
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->