//--> //--> //--> //-->
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:"Finance research letters"
~subject:"Aktienmarkt"
~subject:"Börsenkurs"
~type:"article"
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:"GARCH"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Aktienmarkt
Börsenkurs
ARCH model
176
ARCH-Modell
176
Volatility
138
Volatilität
138
Stock market
60
Estimation
59
Schätzung
59
Capital income
58
Kapitaleinkommen
58
Share price
57
Forecasting model
53
Prognoseverfahren
53
Welt
38
World
38
Theorie
36
Theory
36
Virtual currency
36
Virtuelle Währung
36
China
29
Risiko
27
Risk
27
Time series analysis
27
Zeitreihenanalyse
27
Correlation
25
Korrelation
25
Spillover effect
25
Spillover-Effekt
25
Coronavirus
24
Oil price
24
Ölpreis
24
Risikomaß
23
Risk measure
23
GARCH
21
Portfolio selection
21
Portfolio-Management
21
Volatility forecasting
20
Bitcoin
19
COVID-19
15
more ...
less ...
Online availability
All
Undetermined
73
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
75
Aufsatz in Zeitschrift
75
Language
All
English
75
Author
All
Brzeszczyński, Janusz
2
Chen, Zhonglu
2
Corbet, Shaen
2
Gil-Alaña, Luis A.
2
Gozgor, Giray
2
Klein, Tony
2
Lau, Chi Keung
2
Li, Yan
2
Liu, Jing
2
Molnár, Peter
2
Tiwari, Aviral Kumar
2
Wang, Jiqian
2
Wu, Lan
2
Zeng, Qing
2
Abakah, Emmanuel Joel Aikins
1
Aharon, David Y.
1
Alagidede, Imhotep Paul
1
Ali, Shoaib
1
Alshammari, Saad
1
An, Na
1
Antonakakis, Nikolaos
1
Asgharian, Hossein
1
Ashok, Shruti
1
Aysan, Ahmet Faruk
1
Bai, Fan
1
Bai, Lan
1
Baklaci, Hasan F.
1
Bakry, Walid
1
Batten, Jonathan A.
1
Bašta, Milan
1
Beyene, Nardos
1
Będowska-Sójka, Barbara
1
Caiado, Jorge
1
Cao, Guangxi
1
Caporale, Guglielmo Maria
1
Chiang, Thomas C.
1
Chiu, Yen-Chen
1
Christiansen, Charlotte
1
Chuang, I-Yuan
1
Cummins, Mark
1
more ...
less ...
Published in...
All
Finance research letters
Research in international business and finance
69
Energy economics
68
International review of financial analysis
68
Applied economics
67
International review of economics & finance : IREF
65
Economic modelling
62
The North American journal of economics and finance : a journal of financial economics studies
60
Journal of international financial markets, institutions & money
56
Journal of risk and financial management : JRFM
49
Journal of empirical finance
40
Applied economics letters
38
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
38
Journal of banking & finance
30
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
29
International Journal of Energy Economics and Policy : IJEEP
29
Applied financial economics
28
Journal of econometrics
25
Cogent economics & finance
24
Economics letters
24
International journal of economics and financial issues : IJEFI
24
International journal of finance & economics : IJFE
23
Journal of forecasting
23
Pacific-Basin finance journal
23
International journal of economics and finance
22
International Journal of Financial Studies : open access journal
21
International journal of forecasting
21
Review of quantitative finance and accounting
21
The European journal of finance
19
Investment management and financial innovations
18
Global business review
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
17
The empirical economics letters : a monthly international journal of economics
17
Economic research
16
Emerging markets review
16
Emerging markets, finance and trade : EMFT
16
Global finance journal
16
The journal of applied business research
16
International journal of financial research
15
Journal of international money and finance
15
more ...
less ...
Source
All
ECONIS (ZBW)
75
Showing
1
-
10
of
75
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting US stock market volatility : evidence from ESG and CPU indices
Ghani, Usman
;
Zhu, Bo
;
Qin, Quande
;
Ghani, Maria
- In:
Finance research letters
59
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014445411
Saved in:
2
Transportation sector and Chinese stock volatility forecasting : evidence from freight and passenger traffic
Zhang, Lili
;
Zhong, Juandan
- In:
Finance research letters
60
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014490424
Saved in:
3
Pricing CBOE VIX in non-affine
GARCH
models with variance risk premium
Tong, Chen
- In:
Finance research letters
62
(
2024
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014530825
Saved in:
4
Commonality in BRICS stock markets' reaction to global economic policy uncertainty : evidence from a panel
GARCH
model with cross sectional dependence
Mamman, Suleiman O.
;
Wang, Zhanqin
;
Iliyasu, Jamilu
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473256
Saved in:
5
Which component of air quality index drives stock price volatility in China : a decomposition-based forecasting method
Yu, Jize
;
Zhang, Li
;
Peng, Lijuan
;
Wu, Rui
- In:
Finance research letters
51
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014286581
Saved in:
6
Dependences and dynamic spillovers across the crude oil and stock markets throughout the COVID-19 pandemic and Russia-Ukraine conflict : evidence from the ASEAN+6
Surachai Chancharat
;
Parichat Sinlapates
- In:
Finance research letters
57
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014526667
Saved in:
7
Macroeconomic determinants of the long-term correlation between stock and exchange rate markets in China : a DCC-MIDAS-X approach considering structural breaks
Xiong, Youlin
;
Shen, Jun
;
Yoon, Seong-min
;
Dong, Xiyong
- In:
Finance research letters
61
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014490845
Saved in:
8
Video apps user engagement and stock market volatility : evidence from China
Zhang, Jixiang
;
Feng, Ma
- In:
Finance research letters
64
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014531802
Saved in:
9
Price discovery in the volatility index option market : a univariate
GARCH
approach
Venter, Pierre J
;
Maré, E.
- In:
Finance research letters
44
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014494881
Saved in:
10
Covid-19 and stock market volatility : a clustering approach for S&P 500 industry indices
Lúcio, Francisco
;
Caiado, Jorge
- In:
Finance research letters
49
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013479311
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...
//-->