//--> //--> //--> //-->
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:"Economic modelling"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"International review of financial analysis"
~subject:"ARCH-Modell"
~subject:"Korrelation"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Korrelation
ARCH model
347
Volatility
244
Volatilität
244
Estimation
119
Schätzung
119
Aktienmarkt
95
Stock market
95
Capital income
94
Kapitaleinkommen
94
Börsenkurs
86
Share price
86
Forecasting model
72
Prognoseverfahren
72
Spillover effect
65
Spillover-Effekt
65
Theorie
65
Theory
65
Time series analysis
58
Zeitreihenanalyse
58
Oil price
49
Ölpreis
49
Welt
45
World
45
Correlation
42
Risikomaß
40
Risk measure
40
USA
40
United States
40
Financial crisis
37
Finanzkrise
37
Exchange rate
29
Portfolio selection
29
Portfolio-Management
29
Wechselkurs
29
Commodity derivative
28
Rohstoffderivat
28
Financial market
26
Finanzmarkt
26
more ...
less ...
Online availability
All
Undetermined
187
Free
1
Type of publication
All
Article
346
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
347
Aufsatz in Zeitschrift
347
Conference paper
2
Konferenzbeitrag
2
Collection of articles of several authors
1
Konferenzschrift
1
Sammelwerk
1
more ...
less ...
Language
All
English
347
Author
All
Ma, Feng
10
Guesmi, Khaled
5
Choudhry, Taufiq
4
Degiannakis, Stavros
4
Kumar, Dilip
4
Li, Yan
4
Wei, Yu
4
Arouri, Mohamed
3
Bouri, Elie
3
Brooks, Robert
3
Do, Hung Xuan
3
Floros, Christos
3
Gupta, Rangan
3
Huang, Zhuo
3
Iglesias, Emma M.
3
Karanasos, Menelaos
3
Kyrtsou, Catherine
3
Lahiani, Amine
3
Liu, Jing
3
Maheswaran, S.
3
Nguyen, Duc Khuong
3
Shi, Yanlin
3
Terraza, Michel
3
Todorova, Neda
3
Wang, Tianyi
3
Wang, Yudong
3
Ye, Wuyi
3
Zhang, Yaojie
3
Ahmad, Wasim
2
Ahmed, Abdullahi Dahir
2
Amendola, Alessandra
2
Belkhouja, Mustapha
2
Boubaker, Adel
2
Candila, Vincenzo
2
Chang, Kuang-liang
2
Charfeddine, Lanouar
2
Charles, Amélie
2
Cheffou, Abdoulkarim Idi
2
Chen, Wang
2
Chevallier, Julien
2
more ...
less ...
Published in...
All
Economic modelling
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
International review of financial analysis
Energy economics
253
Finance research letters
176
Applied economics
160
Journal of econometrics
147
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
Discussion paper / Tinbergen Institute
98
International journal of forecasting
93
Journal of risk and financial management : JRFM
88
Journal of forecasting
85
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
61
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
CREATES research paper
43
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
42
Journal of risk
40
The econometrics journal
40
more ...
less ...
Source
All
ECONIS (ZBW)
347
Showing
1
-
10
of
347
Sort
Relevance
Date (newest first)
Date (oldest first)
1
The asymmetric volatility spillover across Shanghai, Hong Kong and the U.S. stock markets : a regime weighted measure and its forecast inference
Sheng, Lin Wen
;
Uddin, Mohammed Gazi Salah
;
Sen, Ding
; …
- In:
International review of financial analysis
91
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014446963
Saved in:
2
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:
3
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:
4
Volatility prediction for the energy sector with economic determinants : evidence from a hybrid model
Wang, Yuejing
;
Ye, Wuyi
;
Jiang, Ying
;
Liu, Xiaoquan
- In:
International review of financial analysis
92
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014492381
Saved in:
5
Volatility forecasting of Chinese energy market : which uncertainty have better performance?
Zhang, Jiaming
;
Xiang, Yitian
;
Zou, Yang
;
Guo, Songlin
- In:
International review of financial analysis
91
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014446929
Saved in:
6
GARCH-M model with an asymmetric risk premium : distinguishing between "good" and "bad" volatility periods
Trifonov, Juri
;
Potanin, Bogdan
- In:
International review of financial analysis
91
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014446930
Saved in:
7
Crude oil prices in times of crisis : the role of Covid-19 and historical events
Bouazizi, Tarek
;
Guesmi, Khaled
;
Galariotis, Emilios
; …
- In:
International review of financial analysis
91
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014446934
Saved in:
8
Return-volatility relationships in cryptocurrency markets : evidence from asymmetric quantiles and non-linear ARDL approach
Karim, Muhammad Mahmudul
;
Ali, Md Hakim
;
Yarovaya, Larisa
; …
- In:
International review of financial analysis
90
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014470582
Saved in:
9
The effects of economic and financial shocks on private investment : a wavelet study of return and volatility spillovers
GVS Chiranjivi
;
Sensarma, Rudra
- In:
International review of financial analysis
90
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014470876
Saved in:
10
Spillovers of joint volatility-skewness-kurtosis of major cryptocurrencies and their determinants
Bouri, Elie
;
Jalkh, Naji
- In:
International review of financial analysis
90
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014470883
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...
//-->