//--> //--> //--> //-->
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:"Correlation"
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:"ARCH model"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Correlation
ARCH model
136
ARCH-Modell
136
Volatility
104
Volatilität
104
Aktienmarkt
48
Stock market
48
Capital income
47
Kapitaleinkommen
47
Estimation
44
Schätzung
44
Börsenkurs
40
Share price
40
Forecasting model
37
Prognoseverfahren
37
Spillover effect
31
Spillover-Effekt
31
Theorie
27
Theory
27
Time series analysis
18
Zeitreihenanalyse
18
Korrelation
16
Financial crisis
15
Finanzkrise
15
Risikomaß
15
Risk measure
15
Welt
15
World
15
Oil price
14
USA
14
United States
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
13
Type of publication
All
Article
16
Type of publication (narrower categories)
All
Article in journal
16
Aufsatz in Zeitschrift
16
Language
All
English
16
Author
All
Degiannakis, Stavros
2
Filis, George
2
Karanasos, Menelaos
2
Ahmad, Wasim
1
Ali, Faek Menla
1
Bahcivan, Hulusi
1
Berger, Theo
1
Boldanov, Rustam
1
Brooks, Robert
1
Cagliesi, Gabriella
1
Daly, Kevin Edward
1
Do, Hung Xuan
1
Escobar, Marcos
1
Floros, Christos
1
Green, Christopher J.
1
Guidi, Francesco
1
Karahan, Cenk C.
1
Karoglou, Michail
1
Kotkatvuori-Örnberg, Juha
1
Mandal, Anandadeep
1
Margaronis, Zannis
1
Mishra, Anil V.
1
Missong, Martin
1
Nath, Rajat
1
Pick Schen Yip
1
Poshakwale, Sunil S.
1
Rastegari, Javad
1
Starkey, Christopher Michael
1
Stentoft, Lars
1
Tao, Juan
1
Tsafack, Georges
1
Tsuji, Chikashi
1
Urquhart, Andrew
1
Xuan Vinh Vo
1
Yfanti, Stavroula
1
Zhang, Hanxiong
1
more ...
less ...
Published in...
All
International review of financial analysis
Finance research letters
23
Research in international business and finance
23
Economic modelling
21
Journal of empirical finance
20
Energy economics
18
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
Journal of international financial markets, institutions & money
16
Applied economics
15
International review of economics & finance : IREF
14
Journal of banking & finance
14
Economics letters
11
Journal of econometrics
11
Discussion paper / Tinbergen Institute
10
The North American journal of economics and finance : a journal of financial economics studies
10
Applied economics letters
9
Journal of international money and finance
9
Journal of financial econometrics
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
CORE discussion papers : DP
7
Computational economics
7
Working paper series / University of Zurich, Department of Economics
7
CREATES research paper
6
International journal of forecasting
6
Review of quantitative finance and accounting
6
The European journal of finance
6
The journal of futures markets
6
Working paper
6
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
International Journal of Energy Economics and Policy : IJEEP
5
International journal of economics and financial issues : IJEFI
5
Journal of forecasting
5
Journal of risk and financial management : JRFM
5
Econometric Institute research papers
4
Econometric reviews
4
Econometrics : open access journal
4
Global business review
4
Investment management and financial innovations
4
more ...
less ...
Source
All
ECONIS (ZBW)
16
Showing
1
-
10
of
16
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Covariance dependent kernels, a Q-affine GARCH for multi-asset option pricing
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
- In:
International review of financial analysis
87
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014460484
Saved in:
2
Measuring financial contagion : dealing with the volatility Bias in the correlation dynamics
Starkey, Christopher Michael
;
Tsafack, Georges
- In:
International review of financial analysis
90
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014469938
Saved in:
3
High frequency correlation dynamics and day-of-the-week effect : a score-driven approach in an emerging market stock exchange
Bahcivan, Hulusi
;
Karahan, Cenk C.
- In:
International review of financial analysis
80
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013366247
Saved in:
4
What drives cross-market correlations during the United States Q.E.?
Pick Schen Yip
;
Brooks, Robert
;
Do, Hung Xuan
;
Xuan Vinh Vo
- In:
International review of financial analysis
83
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013460973
Saved in:
5
A three-tiered nested analytical approach to financial integration : the case of emerging and frontier equity markets
Cagliesi, Gabriella
;
Guidi, Francesco
- In:
International review of financial analysis
74
(
2021
),
pp. 1-29
Persistent link: https://www.econbiz.de/10012803928
Saved in:
6
Correlation and spillover effects between the US and international banking sectors: New evidence and implications for risk management
Tsuji, Chikashi
- In:
International review of financial analysis
70
(
2020
),
pp. 1-31
Persistent link: https://www.econbiz.de/10012318292
Saved in:
7
Is Bitcoin a hedge or safe haven for currencies? : an intraday analysis
Urquhart, Andrew
;
Zhang, Hanxiong
- In:
International review of financial analysis
63
(
2019
),
pp. 49-57
Persistent link: https://www.econbiz.de/10012207368
Saved in:
8
Modelling time varying volatility spillovers and conditional correlations across commodity metal futures
Karanasos, Menelaos
;
Ali, Faek Menla
;
Margaronis, Zannis
; …
- In:
International review of financial analysis
57
(
2018
),
pp. 246-256
Persistent link: https://www.econbiz.de/10012006357
Saved in:
9
Heterogeneous dependence and dynamic hedging between sectors of BRIC and global markets
Ahmad, Wasim
;
Mishra, Anil V.
;
Daly, Kevin Edward
- In:
International review of financial analysis
59
(
2018
),
pp. 117-133
Persistent link: https://www.econbiz.de/10012006930
Saved in:
10
Dynamic conditional copula correlation and optimal hedge ratios with currency futures
Kotkatvuori-Örnberg, Juha
- In:
International review of financial analysis
47
(
2016
),
pp. 60-69
Persistent link: https://www.econbiz.de/10011624046
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->