//--> //--> //--> //-->
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:"International journal of forecasting"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"ARCH-Modell"
~subject:"Risk measure"
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:"Volatilität"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Risk measure
Volatility
586
Volatilität
586
ARCH model
209
Forecasting model
198
Prognoseverfahren
198
Estimation
196
Schätzung
196
Theorie
194
Theory
194
Börsenkurs
144
Share price
144
Capital income
143
Kapitaleinkommen
143
Time series analysis
138
Zeitreihenanalyse
138
Aktienmarkt
96
Stock market
96
Welt
73
World
73
Exchange rate
69
Wechselkurs
69
Stochastic process
65
Stochastischer Prozess
65
Oil price
55
Ölpreis
55
Spillover effect
51
Spillover-Effekt
51
Estimation theory
47
Schätztheorie
47
USA
47
United States
47
Correlation
44
Korrelation
44
Risikomaß
41
Risk
40
Risiko
39
Financial market
38
Finanzmarkt
38
more ...
less ...
Online availability
All
Undetermined
134
Type of publication
All
Article
222
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
223
Aufsatz in Zeitschrift
223
Conference paper
2
Konferenzbeitrag
2
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
223
Author
All
Ma, Feng
6
Zhang, Yaojie
6
Gallo, Giampiero M.
4
Gerlach, Richard
4
Gupta, Rangan
4
Ruiz, Esther
4
Todorova, Neda
4
Wang, Yudong
4
Huang, Zhuo
3
Kumar, Dilip
3
Liu, Jing
3
Lyócsa, Štefan
3
Taylor, James W.
3
Wahab, M. I. M.
3
Wang, Tianyi
3
Ahmed, Abdullahi Dahir
2
Amendola, Alessandra
2
Brownlees, Christian
2
Candila, Vincenzo
2
Catania, Leopoldo
2
Chen, Cathy W. S.
2
Cipollini, Fabrizio
2
Clements, Adam
2
Engle, Robert F.
2
Fleming, Jeff
2
Franses, Philip Hans
2
Fuertes, Ana María
2
Gatfaoui, Hayette
2
Ghysels, Eric
2
Horváth, Lajos
2
Huo, Rui
2
Izzeldin, Marwan
2
Jayawardena, Nirodha I.
2
Joëts, Marc
2
Kirby, Chris
2
Li, Bin
2
Liang, Fang
2
Liu, Xiaochun
2
Lucas, André
2
Maheswaran, S.
2
more ...
less ...
Published in...
All
Economic modelling
International journal of forecasting
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Energy economics
228
Finance research letters
140
International review of financial analysis
114
The North American journal of economics and finance : a journal of financial economics studies
114
Applied economics
108
International review of economics & finance : IREF
95
Journal of empirical finance
94
Research in international business and finance
91
Journal of international financial markets, institutions & money
77
Journal of risk and financial management : JRFM
74
Journal of banking & finance
68
Journal of econometrics
68
Applied financial economics
61
Journal of forecasting
61
Discussion paper / Tinbergen Institute
56
Economics letters
53
Working paper
50
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
47
Econometric Institute research papers
46
The European journal of finance
41
The journal of futures markets
40
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
40
International journal of finance & economics : IJFE
39
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
33
International journal of economics and financial issues : IJEFI
33
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
32
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
32
Pacific-Basin finance journal
31
International journal of economics and finance
30
Cogent economics & finance
29
Journal of international money and finance
29
Review of quantitative finance and accounting
29
The empirical economics letters : a monthly international journal of economics
29
Journal of financial econometrics
26
Journal of risk
26
more ...
less ...
Source
All
ECONIS (ZBW)
223
Showing
1
-
10
of
223
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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:
2
Forecasting stock market volatility with regime-switching GARCH-MIDAS : the role of geopolitical risks
Segnon, Mawuli
;
Gupta, Rangan
;
Wilfling, Bernd
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 29-43
Persistent link: https://www.econbiz.de/10014450235
Saved in:
3
Forecasting crude oil market volatility using variable selection and common factor
Zhang, Yaojie
;
Wahab, M. I. M.
;
Wang, Yudong
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 486-502
Persistent link: https://www.econbiz.de/10014462793
Saved in:
4
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:
5
How do monetary shock, financial crisis, and quotation reform affect the long memory of exchange rate volatility? : evidence from major currencies
Wang, Xinyu
;
Qi, Zikang
;
Huang, Jianglu
- In:
Economic modelling
120
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014383984
Saved in:
6
Regime-dependent effects of macroeconomic uncertainty on realized volatility in the US stock market
Liu, Wei
;
Garrett, Ian
- In:
Economic modelling
128
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014464307
Saved in:
7
Forecasting extreme financial risk : a score-driven approach
Fuentes, Fernanda
;
Herrera, Rodrigo
;
Clements, Adam
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 720-735
Persistent link: https://www.econbiz.de/10014465107
Saved in:
8
DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 938-955
Persistent link: https://www.econbiz.de/10014465168
Saved in:
9
Global economic policy uncertainty aligned : an informative predictor for crude oil market volatility
Zhang, Yaojie
;
He, Mengxi
;
Wang, Yudong
;
Liang, Chao
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1318-1332
Persistent link: https://www.econbiz.de/10014465282
Saved in:
10
Forecasting the variability of stock index returns with the multifractal random walk model for realized volatilities
Sattarhoff, Cristina
;
Lux, Thomas
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1678-1697
Persistent link: https://www.econbiz.de/10014465344
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...
//-->