//--> //--> //--> //-->
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 review of economics & finance : IREF"
~isPartOf:"Journal of empirical finance"
~subject:"Börsenkurs"
~subject:"Statistical distribution"
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
Statistical distribution
ARCH model
245
ARCH-Modell
245
Volatility
178
Volatilität
178
Capital income
90
Kapitaleinkommen
90
Estimation
89
Schätzung
89
Share price
81
Theorie
72
Theory
72
Forecasting model
62
Prognoseverfahren
62
Aktienmarkt
59
Stock market
59
Time series analysis
51
Zeitreihenanalyse
51
Risikomaß
37
Risk measure
37
Correlation
34
Korrelation
34
Welt
32
World
32
USA
28
United States
28
GARCH
25
Spillover effect
25
Spillover-Effekt
25
Oil price
22
Ölpreis
22
Statistische Verteilung
21
Volatility forecasting
21
Financial crisis
20
Portfolio selection
20
Portfolio-Management
20
Finanzkrise
19
Markov chain
19
Markov-Kette
19
more ...
less ...
Online availability
All
Undetermined
61
Type of publication
All
Article
96
Type of publication (narrower categories)
All
Article in journal
96
Aufsatz in Zeitschrift
96
Conference paper
1
Konferenzbeitrag
1
Language
All
English
96
Author
All
Li, Steven
3
Ma, Feng
3
Wang, Jiqian
3
Chen Zhou
2
Chiu, Chien-Liang
2
Conrad, Christian
2
Ho, Kin-Yip
2
Hou, Yang
2
Karanasos, Menelaos
2
Salisu, Afees A.
2
Shi, Yanlin
2
Zhang, Zhaoyong
2
Akanni, Lateef O.
1
Al-Sharif, Iqbal
1
Alemany, Nuria
1
Ali, Faek Menla
1
Allen, David E.
1
Amado, Cristina
1
Andréosso-O'Callaghan, Bernadette
1
Antypas, Antonios
1
Aragó, Vicent
1
Baldi, Lucia
1
BenSaïda, Ahmed
1
Bernardi, Mauro
1
Bhuyan, Rafiqul
1
Brooks, Robert
1
Brownlees, Christian
1
Bu, Jinfeng
1
Bu, Ruijun
1
Byun, Suk Joon
1
Chan, Jennifer So-Kuen
1
Chang, Kuang-Liang
1
Chang, Li-Han
1
Changchien, Chang-Cheng
1
Chen, Qiang
1
Chen, Wang
1
Chen, Yi-Hsuan
1
Chen, Yu-Hao
1
Cheng, Hung-Wen
1
Cheng, Wan-hsiu
1
more ...
less ...
Published in...
All
International review of economics & finance : IREF
Journal of empirical finance
Finance research letters
59
Applied economics
51
Energy economics
50
International review of financial analysis
46
The North American journal of economics and finance : a journal of financial economics studies
46
Economic modelling
44
Research in international business and finance
44
Journal of risk and financial management : JRFM
39
Journal of econometrics
36
Journal of international financial markets, institutions & money
35
International journal of forecasting
30
Applied economics letters
28
Journal of banking & finance
28
Discussion paper / Tinbergen Institute
27
Journal of forecasting
25
Economics letters
22
International Journal of Energy Economics and Policy : IJEEP
21
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
21
The European journal of finance
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
18
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
17
Review of quantitative finance and accounting
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Cogent economics & finance
16
International journal of economics and financial issues : IJEFI
16
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
15
Journal of financial econometrics
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
International journal of finance & economics : IJFE
14
The empirical economics letters : a monthly international journal of economics
14
Emerging markets, finance and trade : EMFT
13
Global business review
13
International Journal of Financial Studies : open access journal
13
Pacific-Basin finance journal
13
Risks : open access journal
13
International journal of economics and finance
11
Journal of risk
11
The journal of applied business research
11
more ...
less ...
Source
All
ECONIS (ZBW)
96
Showing
1
-
10
of
96
Sort
Relevance
Date (newest first)
Date (oldest first)
1
International commodity market and stock volatility predictability : evidence from G7 countries
Wang, Jiashun
;
Wang, Jiqian
;
Ma, Feng
- In:
International review of economics & finance : IREF
90
(
2024
),
pp. 62-71
Persistent link: https://www.econbiz.de/10014446887
Saved in:
2
Stock market volatility prediction : evidence from a new bagging model
Luo, Qin
;
Bu, Jinfeng
;
Xu, Weiju
;
Huang, Dengshi
- In:
International review of economics & finance : IREF
87
(
2023
),
pp. 445-456
Persistent link: https://www.econbiz.de/10014472410
Saved in:
3
Do bitcoin news information flow and return volatility fit the sequential information arrival hypothesis and the mixture of distribution hypothesis?
Chou, Ke-Hsin
;
Day, Min-Yuh
;
Chiu, Chien-Liang
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 365-385
Persistent link: https://www.econbiz.de/10014474538
Saved in:
4
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:
5
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:
6
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:
7
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:
8
Can the introduction of stock index futures stabilize the volatility of the stock market? : evidence from the Chinese stock market
Liu, Shengnan
;
Yang, Linshan
;
Gu, Rongbao
- In:
International review of economics & finance : IREF
85
(
2023
),
pp. 44-58
Persistent link: https://www.econbiz.de/10014424017
Saved in:
9
Forecasting tail risk measures for financial time series : an extreme value approach with covariates
James, Robert
;
Leung, Henry
;
Leung, Jessica Wai Yin
; …
- In:
Journal of empirical finance
71
(
2023
),
pp. 29-50
Persistent link: https://www.econbiz.de/10014292519
Saved in:
10
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:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->