//--> //--> //--> //-->
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 empirical finance"
~subject:"Börsenkurs"
~subject:"Correlation"
~subject:"United States"
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
Correlation
United States
ARCH model
132
ARCH-Modell
132
Volatility
91
Volatilität
91
Theorie
52
Theory
52
Capital income
49
Kapitaleinkommen
49
Estimation
43
Schätzung
43
Time series analysis
36
Zeitreihenanalyse
36
Forecasting model
33
Prognoseverfahren
33
Share price
33
Risikomaß
26
Risk measure
26
Korrelation
20
USA
19
Aktienmarkt
17
Stock market
17
Statistical distribution
14
Statistische Verteilung
14
Estimation theory
13
Portfolio selection
13
Portfolio-Management
13
Schätztheorie
13
Welt
13
World
13
Markov chain
12
Markov-Kette
12
GARCH
11
Exchange rate
9
Stochastic process
9
Stochastischer Prozess
9
Wechselkurs
9
CAPM
8
more ...
less ...
Online availability
All
Undetermined
26
Free
1
Type of publication
All
Article
62
Type of publication (narrower categories)
All
Article in journal
62
Aufsatz in Zeitschrift
62
Language
All
English
62
Author
All
Conrad, Christian
2
Dark, Jonathan
2
Fałdziński, Marcin
2
Fiszeder, Piotr
2
Karanasos, Menelaos
2
Molnár, Peter
2
Agosto, Arianna
1
Ali, Faek Menla
1
Amado, Cristina
1
Andersen, Torben
1
Arize, Augustine Chuck
1
Bae, Jinho
1
Bali, Turan G.
1
Becker, Christoph
1
BenSaïda, Ahmed
1
Bera, Anil K.
1
Bollerslev, Tim
1
Brooks, Robert
1
Brownlees, Christian
1
Bu, Ruijun
1
Byun, Suk Joon
1
Campbell, Rachel
1
Cavaliere, Giuseppe
1
Chang, Li-Han
1
Chen Zhou
1
Chen, Carl R.
1
Cheng, Hung-Wen
1
Chow, William W.
1
Davidson, James E. H.
1
De Lira Salvatierra, Irving Arturo
1
De Nard, Gianluca
1
Degiannakis, Stavros
1
Dijk, Dick van
1
Dong, Yingjie
1
Enders, Walter
1
Ericsson, Jan
1
Fang, Tong
1
Filis, George
1
Forbes, Catherine Scipione
1
Fornari, Fabio
1
more ...
less ...
Published in...
All
Journal of empirical finance
Applied economics
67
Finance research letters
67
Energy economics
66
International review of economics & finance : IREF
61
International review of financial analysis
61
Research in international business and finance
61
Economic modelling
58
Journal of international financial markets, institutions & money
54
The North American journal of economics and finance : a journal of financial economics studies
52
Journal of banking & finance
45
Journal of risk and financial management : JRFM
40
The journal of futures markets
39
Journal of econometrics
38
Applied economics letters
35
Economics letters
35
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
32
International journal of forecasting
30
Discussion paper / Tinbergen Institute
28
International Journal of Energy Economics and Policy : IJEEP
26
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
26
Applied financial economics
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
Journal of forecasting
21
The European journal of finance
21
Working paper
21
Econometric Institute research papers
20
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
20
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
20
International journal of economics and financial issues : IJEFI
19
Review of quantitative finance and accounting
19
Cogent economics & finance
18
The empirical economics letters : a monthly international journal of economics
17
International journal of economics and finance
16
International journal of finance & economics : IJFE
16
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
16
Global business review
15
Pacific-Basin finance journal
15
Econometric reviews
14
Emerging markets, finance and trade : EMFT
14
more ...
less ...
Source
All
ECONIS (ZBW)
62
Showing
31
-
40
of
62
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
31
On the macroeconomic determinants of long-term volatilities and correlations in US stock and crude oil markets
Conrad, Christian
;
Stürmer, Karin
;
Rittler, Daniel
- In:
Journal of empirical finance
29
(
2014
),
pp. 26-40
Persistent link: https://www.econbiz.de/10011300507
Saved in:
32
Timescale-dependent stock market comovement : BRICs vs. developed markets
Lehkonen, Heikki
;
Heimonen, Kari
- In:
Journal of empirical finance
28
(
2014
),
pp. 90-103
Persistent link: https://www.econbiz.de/10011285085
Saved in:
33
Intraday periodicity adjustments of transaction duration and their effects on high-frequency volatility estimation
Tse, Yiu Kuen
;
Dong, Yingjie
- In:
Journal of empirical finance
28
(
2014
),
pp. 352-361
Persistent link: https://www.econbiz.de/10011285621
Saved in:
34
Risk-free rate effects on conditional variances and conditional correlations of stock returns
Palandri, Alessandro
- In:
Journal of empirical finance
25
(
2014
),
pp. 95-111
Persistent link: https://www.econbiz.de/10010462056
Saved in:
35
Modelling changes in the unconditional variance of long stock return series
Amado, Cristina
;
Teräsvirta, Timo
- In:
Journal of empirical finance
25
(
2014
),
pp. 15-35
Persistent link: https://www.econbiz.de/10010462094
Saved in:
36
Stressing correlations and volatilities : a consistent modeling approach
Becker, Christoph
;
Schmidt, Wolfgang M.
- In:
Journal of empirical finance
21
(
2013
),
pp. 174-194
Persistent link: https://www.econbiz.de/10009745264
Saved in:
37
On the risk return relationship
Wang, Jian-xin
;
Yang, Minxian
- In:
Journal of empirical finance
21
(
2013
),
pp. 132-141
Persistent link: https://www.econbiz.de/10009745277
Saved in:
38
The information content of risk-neutral skewness for volatility forecasting
Byun, Suk Joon
;
Kim, Jun Sik
- In:
Journal of empirical finance
23
(
2013
),
pp. 142-161
Persistent link: https://www.econbiz.de/10010221765
Saved in:
39
Value at risk forecasts by extreme value models in a conditional duration framework
Herrera, Rodrigo
;
Schipp, Bernhard
- In:
Journal of empirical finance
23
(
2013
),
pp. 33-47
Persistent link: https://www.econbiz.de/10010221789
Saved in:
40
Time-varying correlation between stock market returns and real estate returns
Heaney, Richard A.
;
Sriananthakumar, Sivagowry
- In:
Journal of empirical finance
19
(
2012
)
4
,
pp. 583-594
Persistent link: https://www.econbiz.de/10009615660
Saved in:
First
Prev
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->