//--> //--> //--> //-->
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:"Review of quantitative finance and accounting"
~isPartOf:"The European journal of finance"
~type_genre:"Article in journal"
~type_genre:"Government document"
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:"GARCH model"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
114
ARCH-Modell
114
Volatility
65
Volatilität
65
Capital income
43
Kapitaleinkommen
43
Theorie
39
Theory
39
Estimation
32
Schätzung
32
Aktienmarkt
26
Stock market
26
Börsenkurs
25
Share price
25
Forecasting model
21
Prognoseverfahren
21
GARCH
15
Statistical distribution
15
Statistische Verteilung
15
Risikomaß
14
Risk measure
14
Correlation
12
Korrelation
12
Multivariate Verteilung
12
Multivariate distribution
12
Portfolio selection
12
Portfolio-Management
12
Time series analysis
11
Zeitreihenanalyse
11
USA
10
United States
10
Financial crisis
8
Finanzkrise
8
Großbritannien
8
United Kingdom
8
Welt
8
World
8
Commodity derivative
7
Deutschland
7
Financial market
7
more ...
less ...
Online availability
All
Undetermined
40
Free
2
Type of publication
All
Article
114
Type of publication (narrower categories)
All
Article in journal
Government document
Aufsatz in Zeitschrift
114
Conference paper
5
Konferenzbeitrag
5
Language
All
English
114
Author
All
Chiang, Thomas C.
4
Faff, Robert W.
3
Li, Bingxin
3
McKenzie, Michael D.
3
Catania, Leopoldo
2
Choudhry, Taufiq
2
De Luca, Giovanni
2
Jiang, Ying
2
Lee, Cheng F.
2
Liu, Xiaoquan
2
Loperfido, Nicola
2
Malik, Farooq
2
McMillan, David G.
2
Speight, Alan E. H.
2
Su, Jung-bin
2
Wu, Chun-chou
2
Yang, Sheng-Yung
2
Aas, Kjersti
1
Adcock, C. J.
1
Ahmed, Shamim
1
Aktas, Nihat
1
Algaba, Andres
1
Alomari, Mohammad
1
Ammann, Manuel
1
Andreou, Panayiotis C.
1
Ang, Kian Ping
1
Angelidis, Timotheos
1
Areal, Nelson
1
Auer, Benjamin R.
1
Balaban, Ercan
1
Bansal, Avijit
1
Barone-Adesi, Giovanni
1
Barrett, Christopher B.
1
Bauer, Christian
1
Bayar, Asli
1
Beine, Michel
1
Benos, Alexandros Vassiliou
1
Berg, Daniel
1
Bernardi, Mauro
1
Blazsek, Szabolcs
1
more ...
less ...
Published in...
All
Review of quantitative finance and accounting
The European journal of finance
Energy economics
253
Finance research letters
177
Applied economics
160
Economic modelling
155
Journal of econometrics
146
International review of financial analysis
136
Journal of empirical finance
132
Research in international business and finance
125
The North American journal of economics and finance : a journal of financial economics studies
123
International review of economics & finance : IREF
113
Journal of banking & finance
113
Economics letters
109
Journal of international financial markets, institutions & money
107
Applied financial economics
101
International journal of forecasting
93
Journal of risk and financial management : JRFM
88
Journal of forecasting
86
Applied economics letters
77
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
76
Econometric theory
73
The journal of futures markets
70
Journal of financial econometrics : official journal of the Society for Financial Econometrics
65
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
63
International Journal of Energy Economics and Policy : IJEEP
62
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
56
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
54
International journal of economics and financial issues : IJEFI
49
Econometric reviews
47
International journal of finance & economics : IJFE
46
Journal of international money and finance
46
International journal of economics and finance
45
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
42
Journal of risk
40
The econometrics journal
40
Cogent economics & finance
37
Journal of applied econometrics
37
Pacific-Basin finance journal
37
Computational economics
36
more ...
less ...
Source
All
ECONIS (ZBW)
114
Showing
1
-
10
of
114
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The information content of currency option-implied volatilities : implications for ex-ante forecasts of global equity correlations
Figueiredo, Antonio
;
Parhizgari, Ali M.
;
Dupoyet, Brice
- In:
The European journal of finance
29
(
2023
)
18
,
pp. 2128-2153
Persistent link: https://www.econbiz.de/10014418133
Saved in:
2
Polynomial adjusted student-t densities for modeling asset returns
León Valle, Ángel Manuel
;
Ñíguez, Trino-Manuel
- In:
The European journal of finance
28
(
2022
)
9
,
pp. 907-929
Persistent link: https://www.econbiz.de/10013373353
Saved in:
3
Non-linear volatility with normal inverse Gaussian innovations : ad-hoc analytic option pricing
Mozumder, Sharif
;
Talukdar, Bakhtear
;
Kabir, M. Humayun
; …
- In:
Review of quantitative finance and accounting
62
(
2024
)
1
,
pp. 97-133
Persistent link: https://www.econbiz.de/10014502965
Saved in:
4
Stochastic properties and pricing of Bitcoin using a GJR-GARCH model with conditional skewness and kurtosis components
Theodossiou, Panayiotis
;
Ellina, Polina
;
Savva, Christos S.
- In:
Review of quantitative finance and accounting
59
(
2022
)
2
,
pp. 695-716
Persistent link: https://www.econbiz.de/10013459306
Saved in:
5
Volatility spillover among sector equity returns under structural breaks
Malik, Farooq
- In:
Review of quantitative finance and accounting
58
(
2022
)
3
,
pp. 1063-1080
Persistent link: https://www.econbiz.de/10013191782
Saved in:
6
Procyclical volatility in Chinese stock markets
Deschamps, Bruno
;
Fei, Tianlun
;
Jiang, Ying
;
Liu, Xiaoquan
- In:
Review of quantitative finance and accounting
58
(
2022
)
3
,
pp. 1117-1144
Persistent link: https://www.econbiz.de/10013191850
Saved in:
7
Risk premia in the term structure of crude oil futures : long-run and short-run volatility components
Boyd, Naomi E.
;
Li, Bingxin
;
Liu, Rui
- In:
Review of quantitative finance and accounting
58
(
2022
)
4
,
pp. 1505-1533
Persistent link: https://www.econbiz.de/10013191983
Saved in:
8
Ripples on financial networks
Kumar, Sudarshan
;
Bansal, Avijit
;
Chakrabarti, Anindya S.
- In:
The European journal of finance
28
(
2022
)
13/15
,
pp. 1302-1323
Persistent link: https://www.econbiz.de/10013532199
Saved in:
9
Multivariate GARCH with dynamic beta
Raddant, Matthias
;
Wagner, Friedrich
- In:
The European journal of finance
28
(
2022
)
13/15
,
pp. 1324-1343
Persistent link: https://www.econbiz.de/10013532205
Saved in:
10
Estimating volatility clustering and variance risk premium effects on bank default indicators
Kenç, Turalay
;
Cevik, Emrah Ismail
- In:
Review of quantitative finance and accounting
57
(
2021
)
4
,
pp. 1373-1392
Persistent link: https://www.econbiz.de/10012660703
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->