//--> //--> //--> //-->
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:"International journal of economics and financial issues : IJEFI"
~subject:"Theory"
~subject:"Zeitreihenanalyse"
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:"conditional heteroscedasticity"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Theory
Zeitreihenanalyse
ARCH model
95
ARCH-Modell
95
Volatility
55
Volatilität
55
Estimation
34
Schätzung
34
Theorie
34
Time series analysis
28
Estimation theory
25
Schätztheorie
25
Capital income
21
Kapitaleinkommen
21
Börsenkurs
20
Share price
20
Aktienmarkt
16
Stock market
16
Exchange rate
15
Wechselkurs
15
Forecasting model
10
Prognoseverfahren
10
Aktienindex
9
Correlation
9
Korrelation
9
Risikomaß
9
Risk measure
9
Stochastic process
9
Stochastischer Prozess
9
Stock index
9
USA
9
United States
9
Portfolio selection
8
Portfolio-Management
8
Statistical test
8
Statistischer Test
8
GARCH
7
Multivariate Analyse
7
Multivariate analysis
7
Risiko
7
more ...
less ...
Online availability
All
Free
17
Undetermined
17
Type of publication
All
Article
52
Type of publication (narrower categories)
All
Article in journal
52
Aufsatz in Zeitschrift
52
Language
All
English
52
Author
All
Caporin, Massimiliano
3
McAleer, Michael
3
Teräsvirta, Timo
3
Balibey, Mesut
2
Hamzaoui, Nessrine
2
Iglesias, Emma M.
2
Jawadi, Fredj
2
Phillips, Garry D. A.
2
Regaieg, Boutheina
2
Turkyilmaz, Serpil
2
Ahmad, Mumtaz
1
Al Saggaf, Majid Ibrahim
1
Alghalith, Moawia
1
Ali, Abdullahi Osman
1
Amado, Cristina
1
Amiri, Ashkan
1
Anyfantaki, Sofia
1
Asai, Manabu
1
Azar, Samih Antoine
1
Bauwens, Luc
1
Ben Halima, Amel
1
Bermudez, P. de Zea
1
Bordignon, Silvano
1
Bu, Ruijun
1
Catani, Paul
1
Cavaliere, Giuseppe
1
Chan, Felix
1
Chan, Nigel
1
Christodoulakis, George A.
1
Corsi, Fulvio
1
Daryanto, Arief
1
Deng, Adire Simon
1
Dritsakis, Nikolaos
1
Dēmos, Antōnēs A.
1
Erkekoglu, Hatice
1
Fauzel, Sheereen
1
Fermanian, Jean-David
1
Ftiti, Zied
1
Galbraith, John W.
1
Gandali Alikhani, Nadiya
1
more ...
less ...
Published in...
All
Econometric reviews
International journal of economics and financial issues : IJEFI
Journal of econometrics
82
Journal of empirical finance
70
Discussion paper / Tinbergen Institute
59
Applied economics
56
International journal of forecasting
56
Finance research letters
49
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
49
Economics letters
47
Journal of forecasting
47
Economic modelling
45
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
44
Energy economics
43
Econometric theory
41
International review of financial analysis
40
Journal of banking & finance
40
The North American journal of economics and finance : a journal of financial economics studies
38
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
International review of economics & finance : IREF
33
The European journal of finance
32
Working paper
31
Journal of risk and financial management : JRFM
30
The econometrics journal
28
CREATES research paper
26
Journal of international financial markets, institutions & money
26
Research in international business and finance
26
Journal of applied econometrics
25
Journal of financial econometrics
24
Computational economics
23
Econometric Institute research papers
23
Applied economics letters
22
Applied financial economics
22
Quantitative finance
22
Journal of economic dynamics & control
20
Journal of risk
20
International Journal of Energy Economics and Policy : IJEEP
18
CORE discussion paper : DP
17
International journal of finance & economics : IJFE
17
Journal of time series econometrics
17
more ...
less ...
Source
All
ECONIS (ZBW)
52
Showing
1
-
10
of
52
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Climate change and milk price volatility in Indonesia
Daryanto, Arief
;
Sofia, Diani Aliya
;
Sahara, Sahara
; …
- In:
International journal of economics and financial issues …
10
(
2020
)
2
,
pp. 282-288
Persistent link: https://www.econbiz.de/10012215193
Saved in:
2
Modelling exchange rate volatility of Somali Shilling against US Dollar by utilizing GARCH models
Ali, Abdullahi Osman
- In:
International journal of economics and financial issues …
11
(
2021
)
2
,
pp. 35-39
Persistent link: https://www.econbiz.de/10012509707
Saved in:
3
Volatility forecasting using hybrid GARCH Neural Network models : the case of the Italian stock market
Kartsonakis Mademlis, Dimitrios
;
Dritsakis, Nikolaos
- In:
International journal of economics and financial issues …
11
(
2021
)
1
,
pp. 49-60
Persistent link: https://www.econbiz.de/10012436893
Saved in:
4
Modeling and forecasting USD/UGX volatility through GARCH family models : evidence from Gaussian, T and GED distributions
Erkekoglu, Hatice
;
Garang, Aweng Peter Majok
;
Deng, …
- In:
International journal of economics and financial issues …
10
(
2020
)
2
,
pp. 268-281
Persistent link: https://www.econbiz.de/10012215184
Saved in:
5
Exchange rate volatility and trade deficit in Pakistan : a time series analysis
Soharwardi, Mariam Abbas
;
Ahmad, Mumtaz
;
Shafique, …
- In:
International journal of economics and financial issues …
10
(
2020
)
4
,
pp. 215-219
Persistent link: https://www.econbiz.de/10012304131
Saved in:
6
Macroeconomic fundamental and stock price index in Southeast Asia countries a comparative study
Wahyudi, Sugeng
;
Hersugondo
;
Laksana, Rio Dhani
;
Rudy, R.
- In:
International journal of economics and financial issues …
7
(
2017
)
2
,
pp. 182-187
Persistent link: https://www.econbiz.de/10011786565
Saved in:
7
Reconciling negative return skewness with positive time-varying risk premia
Kyriakopoulou, Dimitra
;
Hafner, Christian M.
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 877-894
Persistent link: https://www.econbiz.de/10013364913
Saved in:
8
Volatility spillovers among the cryptocurrency time series
Mighri, Zouheir Ahmed
;
Al Saggaf, Majid Ibrahim
- In:
International journal of economics and financial issues …
9
(
2019
)
3
,
pp. 81-90
Persistent link: https://www.econbiz.de/10012149515
Saved in:
9
Conditional extreme values theory and tail-related risk measures : evidence from Latin American stock markets
Gutiérrez, Raúl de Jesús
;
Santillán Salgado, …
- In:
International journal of economics and financial issues …
9
(
2019
)
3
,
pp. 127-141
Persistent link: https://www.econbiz.de/10012149540
Saved in:
10
Global contagion of investor sentiment during the US subprime crisis : the case of the USA and the region of Latin America
Talbi, Mariem
;
Ben Halima, Amel
- In:
International journal of economics and financial issues …
9
(
2019
)
3
,
pp. 163-174
Persistent link: https://www.econbiz.de/10012149555
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->