//--> //--> //--> //-->
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 financial analysis"
~subject:"Börsenkurs"
~subject:"Theory"
~subject:"United States"
~subject:"Zeitreihenanalyse"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Börsenkurs
Theory
United States
Zeitreihenanalyse
ARCH model
136
ARCH-Modell
136
Volatility
104
Volatilität
104
Aktienmarkt
48
Stock market
48
Capital income
47
Kapitaleinkommen
47
Estimation
44
Schätzung
44
Share price
40
Forecasting model
37
Prognoseverfahren
37
Spillover effect
31
Spillover-Effekt
31
Theorie
27
Time series analysis
18
Correlation
16
Korrelation
16
Financial crisis
15
Finanzkrise
15
Risikomaß
15
Risk measure
15
Welt
15
World
15
Oil price
14
USA
14
Ölpreis
14
Aktienindex
13
Stock index
13
Volatility forecasting
13
Hedging
11
Portfolio selection
11
Portfolio-Management
11
VAR model
11
VAR-Modell
11
more ...
less ...
Online availability
All
Undetermined
44
Free
1
Type of publication
All
Article
80
Type of publication (narrower categories)
All
Article in journal
80
Aufsatz in Zeitschrift
80
Language
All
English
80
Author
All
Degiannakis, Stavros
3
Floros, Christos
3
Li, Yan
3
Brooks, Robert
2
Choudhry, Taufiq
2
Do, Hung Xuan
2
Filis, George
2
Kouretas, Georgios P.
2
Ma, Feng
2
McMillan, David G.
2
Morelli, David
2
Zarangas, Leonidas P.
2
Alaganar, Vairamuththu T.
1
Alexander, Carol
1
Alhaj-Yaseen, Yaseen S.
1
An, Haizhong
1
Andrikopulos, Andreas A.
1
Angelidis, Timotheos
1
Badshah, Ihsan Ullah
1
Bahcivan, Hulusi
1
Ballester, Laura
1
Barkoulas, John T.
1
Bedoui, Rihab
1
Bee, Marco
1
Berger, Theo
1
Bevilacqua, Mattia
1
Bhar, Ramaprasad
1
Bhattacharyya, Malay
1
Black, Angela J.
1
Boldanov, Rustam
1
Braeik, Sana
1
Bratis, Theodoros
1
Brown, Rob
1
Brzeszczyński, Janusz
1
Bugge, Sebastian A.
1
Cagliesi, Gabriella
1
Cai, Yuzhi
1
Caloia, Francesco Giuseppe
1
Chan, Wai-Sum
1
Cho, Sungjun
1
more ...
less ...
Published in...
All
International review of financial analysis
Applied economics
97
Finance research letters
97
Journal of econometrics
94
Energy economics
92
Journal of empirical finance
92
Economic modelling
77
The North American journal of economics and finance : a journal of financial economics studies
74
International review of economics & finance : IREF
72
Discussion paper / Tinbergen Institute
70
Economics letters
68
International journal of forecasting
67
Journal of banking & finance
66
Research in international business and finance
63
Journal of international financial markets, institutions & money
60
Journal of risk and financial management : JRFM
60
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
56
Journal of forecasting
53
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
48
Applied economics letters
44
Econometric theory
42
Working paper
42
Journal of financial econometrics : official journal of the Society for Financial Econometrics
41
Applied financial economics
39
Econometric reviews
38
The European journal of finance
38
The journal of futures markets
38
International Journal of Energy Economics and Policy : IJEEP
37
Econometric Institute research papers
36
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
32
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
31
Journal of applied econometrics
30
CREATES research paper
28
The econometrics journal
28
International journal of economics and financial issues : IJEFI
27
Journal of financial econometrics
27
Computational economics
24
International journal of finance & economics : IJFE
24
Journal of risk
24
Review of quantitative finance and accounting
24
more ...
less ...
Source
All
ECONIS (ZBW)
80
Showing
1
-
10
of
80
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The asymmetric volatility spillover across Shanghai, Hong Kong and the U.S. stock markets : a regime weighted measure and its forecast inference
Sheng, Lin Wen
;
Uddin, Mohammed Gazi Salah
;
Sen, Ding
; …
- In:
International review of financial analysis
91
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014446963
Saved in:
2
GARCH-M model with an asymmetric risk premium : distinguishing between "good" and "bad" volatility periods
Trifonov, Juri
;
Potanin, Bogdan
- In:
International review of financial analysis
91
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014446930
Saved in:
3
Forecasting stock volatility with economic policy uncertainty : a smooth transition GARCH-MIDAS model
Li, Dongxin
;
Zhang, Li
;
Li, Lihong
- In:
International review of financial analysis
88
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014471874
Saved in:
4
Have the predictability of oil changed during the COVID-19 pandemic : evidence from international stock markets
Ding, Hui
;
Huang, Yisu
;
Wang, Jiqian
- In:
International review of financial analysis
87
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014460444
Saved in:
5
The impacts of climate policy uncertainty on stock markets : comparison between China and the US
Xu, Xin
;
Huang, Shupei
;
Lucey, Brian M.
;
An, Haizhong
- In:
International review of financial analysis
88
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014462184
Saved in:
6
Forecasting European stock volatility : the role of the UK
Gao, Jun
;
Gao, Xiang
;
Gu, Chen
- In:
International review of financial analysis
89
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014464832
Saved in:
7
Commodity market financialization, herding and signals : an asymmetric GARCH R-vine copula approach
Qin, Xiao
;
Yan, Meilan
;
Zhang, Dalu
- In:
International review of financial analysis
89
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014466342
Saved in:
8
Forecasting stock market volatility with various geopolitical risks categories : new evidence from machine learning models
Niu, Zibo
;
Wang, Chenlu
;
Zhang, Hongwei
- In:
International review of financial analysis
89
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014467061
Saved in:
9
Less is more? : new evidence from stock market volatility predictability
Lu, Fei
;
Ma, Feng
;
Guo, Qiang
- In:
International review of financial analysis
89
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014467087
Saved in:
10
Forecasting Value-at-Risk using functional volatility incorporating an exogenous effect
Pourkhanali, Armin
;
Tafakori, Laleh
;
Bee, Marco
- In:
International review of financial analysis
89
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014467094
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...
//-->