//--> //--> //--> //-->
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:"Finance research letters"
~isPartOf:"Quantitative finance"
~subject:"ARCH model"
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:"Volatility"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Volatility
1,038
Volatilität
1,033
Börsenkurs
313
Share price
313
Estimation
268
Schätzung
267
ARCH-Modell
259
Capital income
235
Kapitaleinkommen
235
Stock market
231
Aktienmarkt
230
Theorie
200
Theory
200
Forecasting model
178
Prognoseverfahren
178
Welt
164
World
164
Option pricing theory
159
Optionspreistheorie
159
Stochastic process
138
Stochastischer Prozess
138
Risk
122
Risiko
120
Time series analysis
120
Zeitreihenanalyse
120
Spillover effect
100
Spillover-Effekt
100
China
98
Oil price
98
Ölpreis
98
Exchange rate
81
Wechselkurs
81
Financial crisis
80
Finanzkrise
80
Portfolio selection
70
Portfolio-Management
70
Commodity derivative
68
Rohstoffderivat
68
Financial market
63
more ...
less ...
Online availability
All
Undetermined
211
Free
4
Type of publication
All
Article
259
Type of publication (narrower categories)
All
Article in journal
259
Aufsatz in Zeitschrift
259
Conference paper
2
Konferenzbeitrag
2
Language
All
English
259
Author
All
Ma, Feng
6
Wu, Xinyu
5
Huang, Zhuo
4
Lucey, Brian M.
4
Shi, Yanlin
4
Tiwari, Aviral Kumar
4
Xie, Haibin
4
Zhang, Yaojie
4
Bouri, Elie
3
Corbet, Shaen
3
Gozgor, Giray
3
Kumar, Dilip
3
Lau, Chi Keung
3
Liang, Fang
3
Liu, Jing
3
Luo, Xingguo
3
Lyócsa, Štefan
3
Todorova, Neda
3
Wang, Tianyi
3
Zeng, Qing
3
Ahmed, Abdullahi Dahir
2
Batten, Jonathan A.
2
Brzeszczyński, Janusz
2
Caporale, Guglielmo Maria
2
Charfeddine, Lanouar
2
Chevallier, Julien
2
Chi, Xie
2
Gallo, Giampiero M.
2
Gerlach, Richard
2
Gil-Alaña, Luis A.
2
Guesmi, Khaled
2
Gupta, Rangan
2
Hasim, Haslifah Mohamad
2
Ho, Kin-Yip
2
Huang, Dengshi
2
Huo, Rui
2
Jayawardena, Nirodha I.
2
Jiang, Yong
2
Joëts, Marc
2
Kambouroudis, Dimos
2
more ...
less ...
Published in...
All
Economic modelling
Finance research letters
Quantitative finance
Energy economics
212
Applied economics
104
International review of financial analysis
104
The North American journal of economics and finance : a journal of financial economics studies
101
Journal of empirical finance
91
Research in international business and finance
91
International review of economics & finance : IREF
87
Journal of international financial markets, institutions & money
73
Journal of risk and financial management : JRFM
69
Journal of econometrics
66
International journal of forecasting
61
Applied financial economics
60
Journal of forecasting
57
Journal of banking & finance
55
Discussion paper / Tinbergen Institute
52
Economics letters
52
Applied economics letters
49
International Journal of Energy Economics and Policy : IJEEP
48
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
45
Econometric Institute research papers
40
Journal of financial econometrics : official journal of the Society for Financial Econometrics
40
Working paper
39
The journal of futures markets
38
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
38
International journal of finance & economics : IJFE
37
The European journal of finance
37
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
32
International journal of economics and financial issues : IJEFI
32
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
30
International journal of economics and finance
30
Cogent economics & finance
29
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
29
Review of quantitative finance and accounting
28
The empirical economics letters : a monthly international journal of economics
28
Journal of international money and finance
27
Pacific-Basin finance journal
27
Journal of financial econometrics
25
more ...
less ...
Source
All
ECONIS (ZBW)
259
Showing
1
-
10
of
259
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Assessing the accuracy of exponentially weighted moving average models for value-at-risk and expected shortfall of crypto portfolios
Alexander, Carol
;
Dakos, Michael
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 393-427
Persistent link: https://www.econbiz.de/10014232660
Saved in:
2
Improving the asymmetric stochastic volatility model with ex-post volatility : the identification of the asymmetry
Zhang, Zehua
;
Zhao, Ran
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 35-51
Persistent link: https://www.econbiz.de/10013490951
Saved in:
3
GARCH-UGH : a bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series
Kaibuchi, Hibiki
;
Kawasaki, Yoshinori
;
Stupfler, G.
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1277-1294
Persistent link: https://www.econbiz.de/10013367899
Saved in:
4
Empirical analysis of rough and classical stochastic volatility models to the SPX and VIX markets
Rømer, Sigurd Emil
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1805-1838
Persistent link: https://www.econbiz.de/10013367949
Saved in:
5
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:
6
Forecasting US stock market volatility : evidence from ESG and CPU indices
Ghani, Usman
;
Zhu, Bo
;
Qin, Quande
;
Ghani, Maria
- In:
Finance research letters
59
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014445411
Saved in:
7
Climate uncertainty and green index volatility : empirical insights from Chinese financial markets
Zhao, Huirong
;
Luo, Na
- In:
Finance research letters
60
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014490216
Saved in:
8
Transportation sector and Chinese stock volatility forecasting : evidence from freight and passenger traffic
Zhang, Lili
;
Zhong, Juandan
- In:
Finance research letters
60
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014490424
Saved in:
9
How useful are energy-related uncertainty for oil price volatility forecasting?
Zhang, Xiaoyun
;
Guo, Qiang
- In:
Finance research letters
60
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014490433
Saved in:
10
Uncertainties and oil price volatility : can lasso help?
Li, Xinyu
;
Wu, Meng
;
Yuan, Luqi
;
Xiao, Meng
;
Zhong, Ronghao
- In:
Finance research letters
61
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014490629
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...
//-->