//--> //--> //--> //-->
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:"Journal of empirical finance"
~isPartOf:"The European journal of finance"
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
| 3 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
357
ARCH-Modell
357
Volatility
236
Volatilität
236
Estimation
110
Schätzung
110
Capital income
108
Kapitaleinkommen
108
Theorie
107
Theory
107
Börsenkurs
80
Share price
80
Time series analysis
74
Zeitreihenanalyse
74
Forecasting model
73
Prognoseverfahren
73
Aktienmarkt
69
Stock market
69
Risikomaß
55
Risk measure
55
Correlation
47
Korrelation
47
USA
41
United States
41
Welt
40
World
40
Statistical distribution
37
Statistische Verteilung
37
Spillover effect
35
Spillover-Effekt
35
Oil price
33
Portfolio selection
33
Portfolio-Management
33
Ölpreis
33
Financial crisis
28
Financial market
27
Finanzkrise
27
Finanzmarkt
27
Estimation theory
26
Exchange rate
26
more ...
less ...
Online availability
All
Undetermined
150
Free
3
Type of publication
All
Article
356
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
357
Aufsatz in Zeitschrift
357
Conference paper
7
Konferenzbeitrag
7
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Sammelwerk
1
more ...
less ...
Language
All
English
357
Author
All
Huang, Zhuo
4
Karanasos, Menelaos
4
Ma, Feng
4
Wang, Tianyi
4
Wang, Yudong
4
Zhang, Yaojie
4
Arouri, Mohamed
3
Gallo, Giampiero M.
3
Iglesias, Emma M.
3
Kumar, Dilip
3
Lahiani, Amine
3
Shi, Yanlin
3
Su, Jung-bin
3
Todorova, Neda
3
Wu, Chongfeng
3
Ahmed, Abdullahi Dahir
2
Bauwens, Luc
2
Belkhouja, Mustapha
2
BenSaïda, Ahmed
2
Bernardi, Mauro
2
Brooks, Chris
2
Brooks, Robert
2
Catania, Leopoldo
2
Chang, Kuang-liang
2
Charfeddine, Lanouar
2
Cheffou, Abdoulkarim Idi
2
Chen Zhou
2
Choudhry, Taufiq
2
Christensen, Bent Jesper
2
Conrad, Christian
2
Dark, Jonathan
2
De Luca, Giovanni
2
Faff, Robert W.
2
Fałdziński, Marcin
2
Fiszeder, Piotr
2
Floros, Christos
2
Fountas, Stilianos
2
Frijns, Bart
2
Giot, Pierre
2
Gupta, Rangan
2
more ...
less ...
Institution
All
HFDF <2, 1998, Zürich>
1
Published in...
All
Economic modelling
Journal of empirical finance
The European journal of finance
Energy economics
253
Finance research letters
176
Applied economics
160
Journal of econometrics
147
International review of financial analysis
136
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
86
Applied economics letters
77
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
76
Econometric theory
73
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
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
56
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)
357
Showing
1
-
10
of
357
Sort
Relevance
Date (newest first)
Date (oldest first)
1
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
Saved in:
2
The information content of currency option-implied volatilities : implications for ex-ante forecasts of global equity correlations
Figueiredo, Antonio
;
Parhizgari, Ali M.
;
Dupoyet, Brice
- In:
The European journal of finance
29
(
2023
)
18
,
pp. 2128-2153
Persistent link: https://www.econbiz.de/10014418133
Saved in:
3
Polynomial adjusted student-t densities for modeling asset returns
León Valle, Ángel Manuel
;
Ñíguez, Trino-Manuel
- In:
The European journal of finance
28
(
2022
)
9
,
pp. 907-929
Persistent link: https://www.econbiz.de/10013373353
Saved in:
4
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:
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
Using, taming or avoiding the factor zoo? : a double-shrinkage estimator for covariance matrices
De Nard, Gianluca
;
Zhao, Zhao
- In:
Journal of empirical finance
72
(
2023
),
pp. 23-35
Persistent link: https://www.econbiz.de/10014476795
Saved in:
7
Empirical performance of component GARCH models in pricing VIX term structure and VIX futures
Cheng, Hung-Wen
;
Chang, Li-Han
;
Lo, Chien-Ling
;
Tsai, …
- In:
Journal of empirical finance
72
(
2023
),
pp. 122-142
Persistent link: https://www.econbiz.de/10014476812
Saved in:
8
The effects of economic uncertainty on financial volatility : a comprehensive investigation
Tong, Chen
;
Huang, Zhuo
;
Wang, Tianyi
;
Zhang, Cong
- In:
Journal of empirical finance
73
(
2023
),
pp. 369-389
Persistent link: https://www.econbiz.de/10014477040
Saved in:
9
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:
10
Conditional out-of-sample predictability of aggregate equity returns and aggregate equity return volatility using economic variables
Nonejad, Nima
- In:
Journal of empirical finance
70
(
2023
),
pp. 91-122
Persistent link: https://www.econbiz.de/10014423619
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...
//-->