//--> //--> //-->
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:"Working paper"
~person:"Baillie, Richard"
~person:"Cheffou, Abdoulkarim Idi"
~person:"Chen, Ping-yu"
~subject:"ARCH-Modell"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
ARCH model
6
Volatility
4
Volatilität
4
Oil price
3
Ölpreis
3
2003-2008
2
Düngemittel
2
Fertilizer
2
Preis
2
Price
2
Welt
2
World
2
1980-2001
1
Ansteckungseffekt
1
Capital income
1
Commodity derivative
1
Contagion
1
Contagion effect
1
DCC-MGARCH model
1
Exchange rate
1
Financial crisis
1
Finanzkrise
1
GARCH model
1
Insolvency
1
Insolvenz
1
Intraday data
1
Intraday jumps
1
Kapitaleinkommen
1
Modellierung
1
Oil price volatility
1
Realised volatility
1
Rohstoffderivat
1
Scientific modelling
1
Simulation
1
Subprime crisis
1
Subprime financial crisis
1
Subprime-Krise
1
Time series analysis
1
US dollar
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Book / Working Paper
4
Article
2
Type of publication (narrower categories)
All
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
6
Author
All
Baillie, Richard
Cheffou, Abdoulkarim Idi
Chen, Ping-yu
McAleer, Michael
29
Chang, Chia-Lin
9
Caporin, Massimiliano
7
Manera, Matteo
6
Roengchai Tansuchat
5
Chen, Chi-chung
4
Morana, Claudio
4
Arouri, Mohamed
3
Christiansen, Charlotte
3
Guo, Hui
3
Huang, Zhuo
3
Iglesias, Emma M.
3
Kumar, Dilip
3
Lahiani, Amine
3
Ma, Feng
3
Neely, Christopher J.
3
Nicolini, Marcella
3
Todorova, Neda
3
Wang, Tianyi
3
Zhang, Yaojie
3
Ahmed, Abdullahi Dahir
2
Asai, Manabu
2
Belkhouja, Mustapha
2
Chang, Kuang-liang
2
Charfeddine, Lanouar
2
Escribano, Álvaro
2
Fountas, Stilianos
2
Gupta, Rangan
2
Hammoudeh, Shawkat
2
Huo, Rui
2
Jawadi, Fredj
2
Jayawardena, Nirodha I.
2
Joëts, Marc
2
Lan Fen Chu
2
Lanne, Markku
2
Li, Bin
2
Liang, Fang
2
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
1
Published in...
All
Economic modelling
Working paper
Econometric Institute research papers
2
Journal of international financial markets, institutions & money
2
Applied economics
1
Decision making and risk/return optimization in financial economics
1
Journal of econometrics
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of risk and financial management : JRFM
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
Review of quantitative finance and accounting
1
The Korean economic review
1
The journal of futures markets
1
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On the study of contagion in the context of the subprime crisis : a dynamic conditional correlation-multivariate GARCH approach
Hemche, Omar
;
Jawadi, Fredj
;
Maliki, Samir B.
;
Cheffou, …
- In:
Economic modelling
52
(
2016
),
pp. 292-299
Persistent link: https://www.econbiz.de/10011645655
Saved in:
2
On oil-US exchange rate volatility relationships : an intraday analysis
Jawadi, Fredj
;
Louhichi, Waël
;
Ameur, Hachmi Ben
; …
- In:
Economic modelling
59
(
2016
),
pp. 329-334
Persistent link: https://www.econbiz.de/10011647852
Saved in:
3
Modeling the volatility in global fertilizer prices
Chen, Ping-yu
;
Chang, Chia-lin
;
Chen, Chi-chung
; …
-
2010
Persistent link: https://www.econbiz.de/10008688821
Saved in:
4
Modeling the effect of oil price on global fertilizer prices
Chen, Ping-yu
;
Chang, Chia-Lin
;
Chen, Chi-chung
; …
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008695601
Saved in:
5
Long memory and FIGARCH models for daily and high frequency commodity prices
Baillie, Richard
;
Han, Young Wook
;
Myers, Robert J.
; …
-
2007
Persistent link: https://www.econbiz.de/10003740333
Saved in:
6
Modeling long memory and structural breaks in conditional variances : an adaptive FIGARCH approach
Baillie, Richard
(
contributor
);
Morana, Claudio
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003428583
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->