//--> //--> //-->
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"
~person:"Iglesias, Emma M."
~subject:"ARCH-Modell"
~subject:"Time series analysis"
~subject:"Volatilität"
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
Time series analysis
Volatilität
ARCH model
3
1979-1998
1
Aktienindex
1
Aktienmarkt
1
Ausreißer
1
Börsenkurs
1
Capital income
1
Commodity price
1
EU countries
1
EU-Staaten
1
Eurozone
1
Extreme value theory
1
GARCH-type models
1
Heavy tails
1
Interest rate
1
Kapitaleinkommen
1
Outliers
1
Pareto tail thickness parameter
1
Rational expectations
1
Rationale Erwartung
1
Risikomanagement
1
Risikomaß
1
Risikoprämie
1
Risk management
1
Risk measure
1
Risk premium
1
Rohstoffpreis
1
Share price
1
Spain
1
Spanien
1
Spillover effect
1
Spillover-Effekt
1
Spot market
1
Spotmarkt
1
Statistical distribution
1
Statistische Verteilung
1
Stock index
1
Stock indexes
1
Stock market
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Iglesias, Emma M.
Arouri, Mohamed
3
Huang, Zhuo
3
Kumar, Dilip
3
Lahiani, Amine
3
Ma, Feng
3
Todorova, Neda
3
Wang, Tianyi
3
Zhang, Yaojie
3
Ahmed, Abdullahi Dahir
2
Belkhouja, Mustapha
2
Chang, Kuang-liang
2
Charfeddine, Lanouar
2
Cheffou, Abdoulkarim Idi
2
Fountas, Stilianos
2
Gupta, Rangan
2
Huo, Rui
2
Jawadi, Fredj
2
Jayawardena, Nirodha I.
2
Joëts, Marc
2
Li, Bin
2
Liang, Fang
2
Lin, Xiaoqiang
2
Liu, Jing
2
Maheswaran, S.
2
Mensi, Walid
2
Min, Hong-ghi
2
Nguyen, Duc Khuong
2
Pal, Debdatta
2
Sadorsky, Perry A.
2
Shi, Yanlin
2
Su, Jen-je
2
Su, Jung-bin
2
Tsui, Albert K.
2
Wang, Yudong
2
Zhang, Zhaoyong
2
Abdallah, Oussama
1
Abosedra, Salah S.
1
Aftab, Muhammad
1
Ahmad, Wasim
1
more ...
less ...
Published in...
All
Economic modelling
Econometric reviews
2
Econometric theory
2
Economics letters
2
Journal of econometrics
2
Applied economics
1
CREATES research paper
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The empirical economics letters : a monthly international journal of economics
1
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
1
Working papers / Serie AD / Instituto Valenciano de Investigaciones Económicas
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Value at Risk and expected shortfall of firms in the main European Union stock market indexes : a detailed analysis by economic sectors and geographical situation
Iglesias, Emma M.
- In:
Economic modelling
50
(
2015
),
pp. 1-8
Persistent link: https://www.econbiz.de/10011439601
Saved in:
2
Volatility spill-overs in commodity spot prices : new empirical results
Dahl, Christian M.
;
Iglesias, Emma M.
- In:
Economic modelling
26
(
2009
)
3
,
pp. 601-607
Persistent link: https://www.econbiz.de/10003870631
Saved in:
3
Another look about the evolution of the risk premium : a VAR-GARCH-M model
Iglesias, Emma M.
;
Phillips, Garry D. A.
- In:
Economic modelling
20
(
2003
)
4
,
pp. 777-789
Persistent link: https://www.econbiz.de/10001770437
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->