//--> //--> //--> //-->
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:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of banking & finance"
~subject:"ARCH model"
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:"multivariate GARCH"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
ARCH-Modell
18
Volatility
16
Volatilität
16
Multivariate GARCH
12
Estimation
9
Schätzung
9
Aktienmarkt
8
Börsenkurs
8
Share price
8
Stock market
8
Capital income
7
Kapitaleinkommen
7
Multivariate Analyse
7
Multivariate analysis
7
Correlation
5
Korrelation
5
Estimation theory
4
Portfolio selection
4
Portfolio-Management
4
Schätztheorie
4
Spillover effect
4
Spillover-Effekt
4
CAPM
3
Financial crisis
3
Finanzkrise
3
Forecasting model
3
Multivariate GARCH models
3
Option pricing theory
3
Optionspreistheorie
3
Prognoseverfahren
3
Stock markets
3
Time series analysis
3
VAR model
3
VAR-Modell
3
Zeitreihenanalyse
3
Asset pricing
2
Causality analysis
2
Dynamic conditional correlations
2
Geldpolitik
2
more ...
less ...
Online availability
All
Undetermined
13
Type of publication
All
Article
18
Type of publication (narrower categories)
All
Article in journal
18
Aufsatz in Zeitschrift
18
Language
All
English
18
Author
All
Chevapatrakul, Thanaset
2
Stentoft, Lars
2
Adams, Zeno
1
Awartani, Basil
1
Bekiros, Stelios D.
1
Bezemer, Dirk Johan
1
Clements, Adam
1
De Nard, Gianluca
1
De Santis, Roberto A.
1
El Ghini, Ahmed
1
Engle, Robert F.
1
Escobar, Marcos
1
Füss, Roland
1
Glück, Thorsten
1
Grydaki, Maria
1
Guesmi, Khaled
1
He, Kaijian
1
Klüppelberg, Claudia
1
Ledoit, Olivier
1
Liu, Jia
1
Maghyereh, Aktham I.
1
Mateut, Simona
1
Müller, Gernot
1
Nguyen, Linh
1
Paolella, Marc S.
1
Perote, Javier
1
Polak, Pawel
1
Rastegari, Javad
1
Rombouts, Jeroen V. K.
1
Saidi, Youssef
1
Schreiber, Irene
1
Scott, Ayesha
1
Silvennoinen, Annastiina
1
Stafylas, Dimitrios
1
Stein, Michael
1
Sweidan, Osama Daifalla
1
Taneem Muzaffar, Ahmed
1
Teulon, Frédéric
1
Violante, Francesco
1
Wagner, Niklas F.
1
more ...
less ...
Published in...
All
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
International review of financial analysis
Journal of banking & finance
Energy economics
16
Applied economics
10
Economic modelling
10
Research in international business and finance
10
Working paper series / University of Zurich, Department of Economics
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
The North American journal of economics and finance : a journal of financial economics studies
6
Discussion paper / Tinbergen Institute
5
Economics letters
5
Finance research letters
5
International Journal of Energy Economics and Policy : IJEEP
5
Journal of econometrics
5
Journal of international financial markets, institutions & money
5
Econometric reviews
4
Econometrics : open access journal
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
The energy journal
4
Computational economics
3
Discussion paper series
3
Journal of empirical finance
3
Journal of financial econometrics
3
Journal of forecasting
3
Journal of time series econometrics
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The journal of applied business research
3
Working paper
3
Annals of economics and statistics
2
Applied economics letters
2
CREATES research paper
2
Central European journal of economic modelling and econometrics
2
Decision
2
Discussion paper / Universität Sankt Gallen, School of Economics and Political Science, Department of Economics
2
Discussion paper series / University of Heidelberg, Department of Economics
2
Environmental economics and policy studies
2
Eurasian economic review : a journal in applied macroeconomics and finance
2
Global business review
2
International journal of bonds and derivatives
2
more ...
less ...
Source
All
ECONIS (ZBW)
18
Showing
1
-
10
of
18
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Large dynamic covariance matrices : enhancements based on intraday data
De Nard, Gianluca
;
Engle, Robert F.
;
Ledoit, Olivier
; …
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013461761
Saved in:
2
A non-elliptical orthogonal GARCH model for portfolio selection under transaction costs
Paolella, Marc S.
;
Polak, Pawel
;
Walker, Patrick S.
- In:
Journal of banking & finance
125
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012819586
Saved in:
3
Business-linkage volatility spillovers between US industries
Nguyen, Linh
;
Mateut, Simona
;
Chevapatrakul, Thanaset
- In:
Journal of banking & finance
111
(
2020
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012221052
Saved in:
4
Pricing individual stock options using both stock and market index information
Rombouts, Jeroen V. K.
;
Stentoft, Lars
;
Violante, Francesco
- In:
Journal of banking & finance
111
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012221075
Saved in:
5
Affine
multivariate
GARCH
models
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012521059
Saved in:
6
Dependences and volatility spillovers between the oil and stock markets: new evidence from the copula and VAR-BEKK-GARCH models
Yu, Lean
;
Zha, Rui
;
Stafylas, Dimitrios
;
He, Kaijian
; …
- In:
International review of financial analysis
68
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012301075
Saved in:
7
Oil price uncertainty and real output growth : new evidence from selected oil-importing countries in the Middle East
Maghyereh, Aktham I.
;
Awartani, Basil
;
Sweidan, Osama …
- In:
Empirical economics : a journal of the Institute for …
56
(
2019
)
5
,
pp. 1601-1621
Persistent link: https://www.econbiz.de/10012052209
Saved in:
8
Volatility-dependent correlations : further evidence of when, where and how
Clements, Adam
;
Scott, Ayesha
;
Silvennoinen, Annastiina
- In:
Empirical economics : a journal of the Institute for …
57
(
2019
)
2
,
pp. 505-540
Persistent link: https://www.econbiz.de/10012056697
Saved in:
9
Are correlations constant? : empirical and theoretical results on popular correlation models in finance
Adams, Zeno
;
Füss, Roland
;
Glück, Thorsten
- In:
Journal of banking & finance
84
(
2017
),
pp. 9-24
Persistent link: https://www.econbiz.de/10011816833
Saved in:
10
Return and volatility spillovers in the Moroccan stock market during the financial crisis
El Ghini, Ahmed
;
Saidi, Youssef
- In:
Empirical economics : a journal of the Institute for …
52
(
2017
)
4
,
pp. 1481-1504
Persistent link: https://www.econbiz.de/10011945013
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->