//--> //--> //--> //-->
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:"Research in international business and finance"
~subject:"Schätzung"
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
| 2 applied filters
Year of publication
From:
To:
Subject
All
Schätzung
ARCH model
125
ARCH-Modell
125
Volatility
91
Volatilität
91
Aktienmarkt
47
Stock market
47
Börsenkurs
43
Share price
43
Capital income
38
Kapitaleinkommen
38
Estimation
33
Spillover effect
32
Spillover-Effekt
32
Welt
28
World
28
Correlation
23
Korrelation
23
Time series analysis
16
Zeitreihenanalyse
16
Theorie
15
Theory
15
Financial crisis
14
Finanzkrise
14
Forecasting model
14
GARCH
14
Prognoseverfahren
14
Emerging economies
13
Schwellenländer
13
Virtual currency
13
Virtuelle Währung
13
Risikomaß
11
Risk measure
11
Exchange rate
10
Portfolio selection
10
Portfolio-Management
10
Wechselkurs
10
Aktienindex
9
China
9
Oil price
9
more ...
less ...
Online availability
All
Undetermined
25
Type of publication
All
Article
33
Type of publication (narrower categories)
All
Article in journal
33
Aufsatz in Zeitschrift
33
Language
All
English
33
Author
All
Gupta, Rangan
2
Abedin, Mohammad Zoynul
1
Aboura, Sofiane
1
Agudelo, Diego A.
1
Al-Shboul, Mohammad
1
Antonakakis, Nikolaos
1
Anwar, Sajid
1
Assaf, Ata
1
Aydoğan, Berna
1
Baklaci, Hasan Fehmi
1
Balcilar, Mehmet
1
Barbedo, Claudio Henrique da Silveira
1
Bassil, Charbel
1
Bellelah, M. A.
1
Bellelah, M. O.
1
Ben Ameur, Hachmi
1
Ben Ouda, Olfa
1
Ben Rejeb, Aymen
1
Biekpe, Nicholas
1
Bouteska, Ahmed
1
Brik, Hatem
1
Caporale, Guglielmo Maria
1
Cardona, Laura
1
Chen, Xiaoyu
1
Chevallier, Julien
1
Chiang, Thomas C.
1
Daza-Izquierdo, Julio
1
Dedi, Lidija
1
Degiannakis, Stavros
1
Delhoumi, Ezzeddine
1
Dimitriou, Dimitrios
1
Ding, Qian
1
El Ouakdi, Jihene
1
Farid, Saqib
1
Faruk, Balli
1
Fernandez-Diaz, Jose M.
1
Floros, Christos
1
Ftiti, Zied
1
Guo, Yaoqi
1
Gutiérrez, Marcela
1
more ...
less ...
Published in...
All
Research in international business and finance
Energy economics
66
Applied economics
58
Finance research letters
54
Economic modelling
52
International review of economics & finance : IREF
46
International review of financial analysis
44
The North American journal of economics and finance : a journal of financial economics studies
44
Journal of empirical finance
43
Journal of international financial markets, institutions & money
36
Journal of econometrics
32
Applied economics letters
30
Journal of risk and financial management : JRFM
30
Applied financial economics
26
Discussion paper / Tinbergen Institute
25
International journal of forecasting
25
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
25
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
23
International journal of economics and financial issues : IJEFI
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
Journal of banking & finance
22
The journal of futures markets
21
Working paper
21
International journal of economics and finance
20
International journal of finance & economics : IJFE
20
Economics letters
19
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
19
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
19
Journal of risk
18
Review of quantitative finance and accounting
17
Econometric Institute research papers
16
International Journal of Energy Economics and Policy : IJEEP
15
The European journal of finance
15
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
14
Journal of financial econometrics
14
Cogent economics & finance
13
Journal of economics and finance
13
Pacific-Basin finance journal
13
CBN journal of applied statistics
12
Emerging markets, finance and trade : EMFT
12
more ...
less ...
Source
All
ECONIS (ZBW)
33
Showing
1
-
10
of
33
Sort
Relevance
Date (newest first)
Date (oldest first)
1
COVID-19 and stock returns : evidence from the Markov switching dependence approach
Bouteska, Ahmed
;
Sharif, Taimur
;
Abedin, Mohammad Zoynul
- In:
Research in international business and finance
64
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014279046
Saved in:
2
Roles of stable versus nonstable cryptocurrencies in Bitcoin market dynamics
Brik, Hatem
;
El Ouakdi, Jihene
;
Ftiti, Zied
- In:
Research in international business and finance
62
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014247888
Saved in:
3
Asymmetric volatility dynamics in cryptocurrency markets on multi-time scales
Kakinaka, Shinji
;
Umeno, Ken
- In:
Research in international business and finance
62
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014248649
Saved in:
4
Value at risk and returns of cryptocurrencies before and after the crash : long-run relations and fractional cointegration
Tan, Zhengxun
;
Huang, Yilong
;
Xiao, Binuo
- In:
Research in international business and finance
56
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013266119
Saved in:
5
Nonlinear dynamic correlation between geopolitical risk and oil prices : a study based on high-frequency data
Huang, Jianbai
;
Ding, Qian
;
Zhang, Hongwei
;
Guo, Yaoqi
; …
- In:
Research in international business and finance
56
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013266166
Saved in:
6
Can happiness predict future volatility in stock markets?
Naeem, Muhammad Abubakr
;
Farid, Saqib
;
Faruk, Balli
; …
- In:
Research in international business and finance
54
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012581437
Saved in:
7
Impact of stock market trading on currency market volatility spillovers
Baklaci, Hasan Fehmi
;
Aydoğan, Berna
;
Yelkenci, Tezer
- In:
Research in international business and finance
52
(
2020
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012548558
Saved in:
8
Empirical investigation of changes in policy uncertainty on stock returns : evidence from China's market
Chen, Xiaoyu
;
Chiang, Thomas C.
- In:
Research in international business and finance
53
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012549183
Saved in:
9
Interdependence among agricultural commodity markets, macroeconomic factors, crude oil and commodity index
Fernandez-Diaz, Jose M.
;
Morley, Bruce
- In:
Research in international business and finance
47
(
2019
),
pp. 174-194
Persistent link: https://www.econbiz.de/10012135526
Saved in:
10
Foreign exchange interventions in Brazil and their impact on volatility : a quantile regression approach
Viola, Alessandra Pasqualina
;
Klotzle, Marcelo Cabus
; …
- In:
Research in international business and finance
47
(
2019
),
pp. 251-263
Persistent link: https://www.econbiz.de/10012135731
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->