//--> //--> //--> //-->
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:"Journal of economics and finance"
~subject:"Schätzung"
~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:"GARCH"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Schätzung
Zeitreihenanalyse
ARCH model
28
ARCH-Modell
28
Volatility
24
Volatilität
24
Estimation
15
Capital income
9
Kapitaleinkommen
9
USA
9
United States
9
EU countries
7
EU-Staaten
7
GARCH
7
Time series analysis
7
Spillover effect
6
Spillover-Effekt
6
Aktienmarkt
5
Börsenkurs
5
Share price
5
Stock market
5
Structural break
5
Strukturbruch
5
Interest rate
4
Zins
4
Australia
3
Australien
3
Economic growth
3
Euro area
3
Eurozone
3
Exchange rate
3
Forecasting model
3
Japan
3
Oil price
3
Prognoseverfahren
3
Public bond
3
Volatility spillover
3
Wechselkurs
3
Wirtschaftswachstum
3
Öffentliche Anleihe
3
more ...
less ...
Online availability
All
Undetermined
13
Type of publication
All
Article
18
Type of publication (narrower categories)
All
Article in journal
18
Aufsatz in Zeitschrift
18
Language
All
English
18
Author
All
Accioly, Victor Bello
1
Andréosso-O'Callaghan, Bernadette
1
Anjum, Hassan
1
Antonakakis, Nikolaos
1
Balli, Faruk
1
Balli, Hatice Ozer
1
Bampinas, Georgios
1
Budd, Bruce Q.
1
Fountas, Stilianos
1
Giudici, Emiliano
1
Grossmann, Axel
1
Gupta, Rangan
1
Hajilee, Massomeh
1
Hamori, Shigeyuki
1
Haq, Sanzid
1
Hong, Ronglan
1
Huerta, Daniel
1
Hughes, Michael P.
1
Jain, Payal
1
Kuttu, Saint
1
Macri, Joseph
1
Mateev, Miroslav
1
Mendes, Beatriz Vaz de Melo
1
Morales, Lucia
1
Murphy, Finbarr
1
Niroomand, Farhang
1
O'Brien, Fergal
1
Panagiōtidēs, Theodōros
1
Perez Liston, Daniel
1
Sehgal, Sanjay
1
Shaw, Frances
1
Siakoulis, Vasileios G.
1
Simpson, Marc W.
1
Sinha, Dipendra
1
Tamakoshi, Go
1
Tiwari, Aviral Kumar
1
Venetis, Ioannis A.
1
Winters, Drew B.
1
more ...
less ...
Published in...
All
Journal of economics and finance
Energy economics
87
Applied economics
77
Economic modelling
77
Finance research letters
76
Journal of empirical finance
65
Journal of econometrics
60
The North American journal of economics and finance : a journal of financial economics studies
55
International review of financial analysis
54
Discussion paper / Tinbergen Institute
53
International review of economics & finance : IREF
53
Research in international business and finance
49
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
47
Economics letters
43
International journal of forecasting
43
Journal of international financial markets, institutions & money
43
Journal of risk and financial management : JRFM
41
Applied economics letters
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Working paper
34
Applied financial economics
33
Journal of banking & finance
33
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
32
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
31
Econometric Institute research papers
30
International journal of economics and financial issues : IJEFI
29
International Journal of Energy Economics and Policy : IJEEP
28
International journal of finance & economics : IJFE
26
International journal of economics and finance
25
Journal of forecasting
25
Econometric reviews
22
Journal of risk
22
The European journal of finance
22
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
22
CREATES research paper
21
The journal of futures markets
21
Review of quantitative finance and accounting
20
Computational economics
19
Journal of financial econometrics
19
Cogent economics & finance
18
more ...
less ...
Source
All
ECONIS (ZBW)
18
Showing
1
-
10
of
18
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Improving (E)
GARCH
forecasts with robust realized range measures : evidence from international markets
Mendes, Beatriz Vaz de Melo
;
Accioly, Victor Bello
- In:
Journal of economics and finance
41
(
2017
)
4
,
pp. 631-658
Persistent link: https://www.econbiz.de/10011802188
Saved in:
2
An examination of return and volatility spillovers between mature equity markets
Jain, Payal
;
Sehgal, Sanjay
- In:
Journal of economics and finance
43
(
2019
)
1
,
pp. 180-210
Persistent link: https://www.econbiz.de/10012171021
Saved in:
3
Volatility relation between credit default swap and stock market : new empirical tests
Mateev, Miroslav
- In:
Journal of economics and finance
43
(
2019
)
4
,
pp. 681-712
Persistent link: https://www.econbiz.de/10012385165
Saved in:
4
Estimating volatility transmission between oil prices and the US Dollar exchange rate under structural breaks
Anjum, Hassan
- In:
Journal of economics and finance
43
(
2019
)
4
,
pp. 750-763
Persistent link: https://www.econbiz.de/10012385205
Saved in:
5
The transmission of international stock market volatilities
Budd, Bruce Q.
- In:
Journal of economics and finance
42
(
2018
)
1
,
pp. 155-173
Persistent link: https://www.econbiz.de/10011978148
Saved in:
6
Time-varying correlations between trade balance and stock prices in the United States over the period 1792 to 2013
Antonakakis, Nikolaos
;
Gupta, Rangan
;
Tiwari, Aviral Kumar
- In:
Journal of economics and finance
42
(
2018
)
4
,
pp. 795-806
Persistent link: https://www.econbiz.de/10012031147
Saved in:
7
Does investor sentiment impact the returns and volatility of Islamic equities?
Perez Liston, Daniel
;
Huerta, Daniel
;
Haq, Sanzid
- In:
Journal of economics and finance
40
(
2016
)
3
,
pp. 421-437
Persistent link: https://www.econbiz.de/10011658948
Saved in:
8
Spillover effects on the sectoral returns for australian and New Zealand equity markets
Balli, Faruk
;
Balli, Hatice Ozer
;
Hong, Ronglan
- In:
Journal of economics and finance
40
(
2016
)
3
,
pp. 568-589
Persistent link: https://www.econbiz.de/10011659039
Saved in:
9
Interest rate dynamics and volatility transmission in the European short term interest rate market
Shaw, Frances
;
Murphy, Finbarr
;
O'Brien, Fergal
- In:
Journal of economics and finance
40
(
2016
)
4
,
pp. 754-772
Persistent link: https://www.econbiz.de/10011659069
Saved in:
10
The impact of interest rate volatility on financial market inclusion : evidence from emerging markets
Hajilee, Massomeh
;
Niroomand, Farhang
- In:
Journal of economics and finance
42
(
2018
)
2
,
pp. 352-368
Persistent link: https://www.econbiz.de/10012031012
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->