//--> //--> //--> //-->
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:"International journal of economics and financial issues : IJEFI"
~type_genre:"Article in journal"
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:"GARCH model"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
49
ARCH-Modell
49
Volatility
32
Volatilität
32
Estimation
23
Schätzung
23
Aktienmarkt
16
Stock market
16
Börsenkurs
15
Share price
15
Capital income
14
Kapitaleinkommen
14
Time series analysis
12
Zeitreihenanalyse
12
Estimation theory
11
Exchange rate
11
Schätztheorie
11
Wechselkurs
11
Theorie
8
Theory
8
Aktienindex
7
Risikomaß
7
Risk measure
7
Stock index
7
Causality analysis
5
Correlation
5
Inflation
5
Kausalanalyse
5
Korrelation
5
Portfolio selection
5
Portfolio-Management
5
Risiko
5
Risk
5
Spillover effect
5
Spillover-Effekt
5
Financial crisis
4
Finanzkrise
4
GARCH
4
Inflation expectations
4
Inflationserwartung
4
more ...
less ...
Online availability
All
Free
49
Type of publication
All
Article
49
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
49
Case study
1
Conference paper
1
Fallstudie
1
Konferenzbeitrag
1
Language
All
English
49
Author
All
Balibey, Mesut
2
Hamzaoui, Nessrine
2
Regaieg, Boutheina
2
Talbi, Mariem
2
Turkyilmaz, Serpil
2
Abaoub, Ezzeddine
1
Abdoh, Hussein A.
1
Abdurehman, Abderezak Ali
1
Afsal, E. M.
1
Ahmad, Mumtaz
1
Ahmed, Farhan
1
Al Saggaf, Majid Ibrahim
1
Al-Zuhd, Tariq A. H.
1
Ali, Abdullahi Osman
1
Amiri, Ashkan
1
Ananzeh, Izz Eddien Naif
1
Azar, Samih Antoine
1
Babajide, Abiola
1
Baharumshah, Ahmad Zubaidi
1
Belasri, Yassine
1
Belhaj, Fethi
1
Ben Halima, Amel
1
Boubaker, Adel
1
Buberkoku, Onder
1
Celik, Gulsah Gencer
1
Cheng, Jao-Hong
1
Chimrani, Charan Raj
1
Daei-Karimzadeh, Saeed
1
Daryanto, Arief
1
Deng, Adire Simon
1
Dhouha, Haj Ali
1
Dickason Koekemoer, Zandri
1
Dritsakis, Nikolaos
1
Ellaia, Rachid
1
Erkekoglu, Hatice
1
Fauzel, Sheereen
1
Gan, Su-Mei
1
Gandali Alikhani, Nadiya
1
Garang, Aweng Peter Majok
1
Gbatu, Abimelech Paye
1
more ...
less ...
Published in...
All
International journal of economics and financial issues : IJEFI
Energy economics
253
Finance research letters
177
Applied economics
160
Economic modelling
155
Journal of econometrics
146
International review of financial analysis
136
Journal of empirical finance
132
Research in international business and finance
125
The North American journal of economics and finance : a journal of financial economics studies
123
International review of economics & finance : IREF
113
Journal of banking & finance
113
Economics letters
109
Journal of international financial markets, institutions & money
107
Applied financial economics
101
International journal of forecasting
93
Journal of risk and financial management : JRFM
88
Journal of forecasting
86
Applied economics letters
77
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
76
Econometric theory
73
The European journal of finance
70
The journal of futures markets
70
Journal of financial econometrics : official journal of the Society for Financial Econometrics
65
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
63
International Journal of Energy Economics and Policy : IJEEP
62
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
56
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
54
Econometric reviews
47
International journal of finance & economics : IJFE
46
Journal of international money and finance
46
International journal of economics and finance
45
Review of quantitative finance and accounting
44
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
42
Journal of risk
40
The econometrics journal
40
Cogent economics & finance
37
Journal of applied econometrics
37
Pacific-Basin finance journal
37
Computational economics
36
more ...
less ...
Source
All
ECONIS (ZBW)
49
Showing
1
-
10
of
49
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On the effectiveness of stock index futures for tail risk protection
Zouari, Hammadi
- In:
International journal of economics and financial issues …
12
(
2022
)
3
,
pp. 38-52
Persistent link: https://www.econbiz.de/10013259361
Saved in:
2
Cryptocurrency returns, cybercrime and stock market volatility : GAS and regime switching approaches
Sanusi, Kazeem Abimbola
;
Dickason Koekemoer, Zandri
- In:
International journal of economics and financial issues …
12
(
2022
)
6
,
pp. 52-64
Persistent link: https://www.econbiz.de/10014227215
Saved in:
3
Volatility forecasting using hybrid GARCH Neural Network models : the case of the Italian stock market
Kartsonakis Mademlis, Dimitrios
;
Dritsakis, Nikolaos
- In:
International journal of economics and financial issues …
11
(
2021
)
1
,
pp. 49-60
Persistent link: https://www.econbiz.de/10012436893
Saved in:
4
Modelling exchange rate volatility of Somali Shilling against US Dollar by utilizing GARCH models
Ali, Abdullahi Osman
- In:
International journal of economics and financial issues …
11
(
2021
)
2
,
pp. 35-39
Persistent link: https://www.econbiz.de/10012509707
Saved in:
5
Modeling and forecasting USD/UGX volatility through GARCH family models : evidence from Gaussian, T and GED distributions
Erkekoglu, Hatice
;
Garang, Aweng Peter Majok
;
Deng, …
- In:
International journal of economics and financial issues …
10
(
2020
)
2
,
pp. 268-281
Persistent link: https://www.econbiz.de/10012215184
Saved in:
6
Climate change and milk price volatility in Indonesia
Daryanto, Arief
;
Sofia, Diani Aliya
;
Sahara, Sahara
; …
- In:
International journal of economics and financial issues …
10
(
2020
)
2
,
pp. 282-288
Persistent link: https://www.econbiz.de/10012215193
Saved in:
7
Volatility modelling for tourism sector stocks in Borsa Istanbul
Celik, Gulsah Gencer
- In:
International journal of economics and financial issues …
10
(
2020
)
3
,
pp. 158-165
Persistent link: https://www.econbiz.de/10012215271
Saved in:
8
Volatility asymmetry of scale indexes - taking China as an example
Wei, Shih-Yung
;
Cheng, Jao-Hong
;
Lin, Li-Wei
;
Gan, Su-Mei
- In:
International journal of economics and financial issues …
10
(
2020
)
4
,
pp. 158-169
Persistent link: https://www.econbiz.de/10012303336
Saved in:
9
Exchange rate volatility and trade deficit in Pakistan : a time series analysis
Soharwardi, Mariam Abbas
;
Ahmad, Mumtaz
;
Shafique, …
- In:
International journal of economics and financial issues …
10
(
2020
)
4
,
pp. 215-219
Persistent link: https://www.econbiz.de/10012304131
Saved in:
10
Volatility spillovers among the cryptocurrency time series
Mighri, Zouheir Ahmed
;
Al Saggaf, Majid Ibrahim
- In:
International journal of economics and financial issues …
9
(
2019
)
3
,
pp. 81-90
Persistent link: https://www.econbiz.de/10012149515
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->