//--> //--> //--> //-->
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:"Economics letters"
~isPartOf:"Journal of empirical finance"
~subject:"Börsenkurs"
~subject:"United States"
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:"Generalized autoregressive conditional heteroscedasticity"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Börsenkurs
United States
ARCH model
241
ARCH-Modell
241
Volatility
143
Volatilität
143
Theorie
84
Theory
84
Estimation
62
Schätzung
62
Time series analysis
62
Zeitreihenanalyse
62
Capital income
61
Kapitaleinkommen
61
Share price
50
Forecasting model
48
Prognoseverfahren
48
Estimation theory
33
Schätztheorie
33
USA
33
Correlation
31
Korrelation
31
Risikomaß
28
Risk measure
28
Aktienmarkt
27
Stock market
27
GARCH
26
Statistical distribution
20
Statistische Verteilung
20
Welt
19
World
19
Markov chain
18
Markov-Kette
18
Portfolio selection
16
Portfolio-Management
16
Stochastic process
14
Stochastischer Prozess
14
Exchange rate
13
Wechselkurs
13
Inflation
12
more ...
less ...
Online availability
All
Undetermined
31
Type of publication
All
Article
78
Type of publication (narrower categories)
All
Article in journal
78
Aufsatz in Zeitschrift
78
Language
All
English
78
Author
All
Ali, Faek Menla
2
Ardia, David
2
Conrad, Christian
2
Demirer, Rıza
2
Fang, Tong
2
Gupta, Rangan
2
Hafner, Christian M.
2
Hoogerheide, Lennart F.
2
Hwang, Y.
2
Karanasos, Menelaos
2
Nonejad, Nima
2
Su, Zhi
2
Yin, Libo
2
Amado, Cristina
1
Amilon, Henrik
1
Andersen, Torben
1
Arize, Augustine Chuck
1
Avino, Davide
1
Babalos, Vasillios
1
Bae, Jinho
1
Bali, Turan G.
1
BenSaïda, Ahmed
1
Bertelsen, Kristoffer Pons
1
Bollerslev, Tim
1
Borup, Daniel
1
Brooks, Robert
1
Brownlees, Christian
1
Bu, Ruijun
1
Byun, Suk Joon
1
Caporale, Guglielmo Maria
1
Chalvatzis, Konstantinos J.
1
Chan, Wing Hong
1
Chang, Chia-Lin
1
Chang, Li-Han
1
Chen Zhou
1
Chen, Carl R.
1
Cheng, Hung-Wen
1
Chow, William W.
1
Corbet, Shaen
1
Corré, Nienke
1
more ...
less ...
Published in...
All
Economics letters
Journal of empirical finance
Applied economics
55
Energy economics
54
Finance research letters
53
International review of financial analysis
53
International review of economics & finance : IREF
51
The North American journal of economics and finance : a journal of financial economics studies
47
Economic modelling
46
Journal of international financial markets, institutions & money
46
Research in international business and finance
46
Journal of risk and financial management : JRFM
38
Journal of banking & finance
37
The journal of futures markets
34
Journal of econometrics
30
Applied economics letters
28
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
27
International journal of forecasting
25
International Journal of Energy Economics and Policy : IJEEP
23
Applied financial economics
20
Discussion paper / Tinbergen Institute
19
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
18
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
International journal of economics and financial issues : IJEFI
18
Journal of financial econometrics : official journal of the Society for Financial Econometrics
18
Cogent economics & finance
17
Econometric Institute research papers
17
Journal of forecasting
17
Review of quantitative finance and accounting
16
The European journal of finance
15
Working paper
15
International journal of economics and finance
14
International journal of finance & economics : IJFE
14
The empirical economics letters : a monthly international journal of economics
14
Global business review
13
International Journal of Financial Studies : open access journal
13
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
13
Pacific-Basin finance journal
13
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
13
CESifo working papers
12
more ...
less ...
Source
All
ECONIS (ZBW)
78
Showing
1
-
10
of
78
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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:
2
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:
3
The contribution of jump signs and activity to forecasting stock price volatility
Bu, Ruijun
;
Hizmeri, Rodrigo
;
Izzeldin, Marwan
;
Murphy, …
- In:
Journal of empirical finance
70
(
2023
),
pp. 144-164
Persistent link: https://www.econbiz.de/10014423623
Saved in:
4
Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices
Fiszeder, Piotr
;
Fałdziński, Marcin
;
Molnár, Peter
- In:
Journal of empirical finance
70
(
2023
),
pp. 308-321
Persistent link: https://www.econbiz.de/10014423712
Saved in:
5
Intraday VaR : a copula-based approach
Wang, Keli
;
Liu, Xiaoquan
;
Ye, Wuyi
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477064
Saved in:
6
Stock market volatility and public information flow : a non-linear perspective
Bertelsen, Kristoffer Pons
;
Borup, Daniel
;
Jakobsen, …
- In:
Economics letters
204
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012607808
Saved in:
7
Forecasting Bitcoin realized volatility by measuring the spillover effect among cryptocurrencies
Qiu, Yue
;
Wang, Yifan
;
Xie, Tian
- In:
Economics letters
208
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013207252
Saved in:
8
Bitcoin mining activity and volatility dynamics in the power market
Karmakar, Sayar
;
Demirer, Rıza
;
Gupta, Rangan
- In:
Economics letters
209
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013209321
Saved in:
9
Oil price shocks and the US stock market : a nonlinear approach
Hwang, Inwook
;
Kim, Jaebeom
- In:
Journal of empirical finance
64
(
2021
),
pp. 23-36
Persistent link: https://www.econbiz.de/10013259395
Saved in:
10
Predicting the long-term stock market volatility : a GARCH-MIDAS model with variable selection
Fang, Tong
;
Lee, Tae-hwy
;
Su, Zhi
- In:
Journal of empirical finance
58
(
2020
),
pp. 36-49
Persistent link: https://www.econbiz.de/10012430452
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->