//--> //--> //--> //-->
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 North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"The empirical economics letters : a monthly international journal of economics"
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:"Autoregressive conditional heteroscedasticity"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
203
ARCH-Modell
203
Volatility
157
Volatilität
157
Estimation
72
Schätzung
72
Capital income
71
Kapitaleinkommen
71
Börsenkurs
66
Share price
66
Aktienmarkt
54
Stock market
54
Forecasting model
46
Prognoseverfahren
46
Spillover effect
41
Spillover-Effekt
41
GARCH
35
Risikomaß
35
Risk measure
35
Theorie
33
Theory
33
Time series analysis
28
Zeitreihenanalyse
28
Welt
24
World
24
Aktienindex
20
China
20
Portfolio selection
20
Portfolio-Management
20
Stock index
20
Correlation
19
Exchange rate
19
Wechselkurs
19
Korrelation
18
Financial crisis
17
Finanzkrise
17
Oil price
17
Risk
17
USA
17
United States
17
more ...
less ...
Online availability
All
Undetermined
123
Type of publication
All
Article
203
Type of publication (narrower categories)
All
Article in journal
203
Aufsatz in Zeitschrift
203
Language
All
English
203
Author
All
Kang, Sang Hoon
5
Mensi, Walid
5
Chiang, Thomas C.
4
Gupta, Rangan
4
Wu, Xinyu
4
Chang, Chia-Lin
3
Hammoudeh, Shawkat
3
Li, Bingxin
3
Malik, Farooq
3
McAleer, Michael
3
Qiao, Gaoxiu
3
Ajmi, Ahdi Noomen
2
Al-Jarrah, Idries Mohammad Wanas
2
Al-Yahyaee, Khamis Hamed
2
Allen, David E.
2
Auer, Benjamin R.
2
Balcilar, Mehmet
2
Chen, Cathy W. S.
2
Demiralay, Sercan
2
Giacalone, Massimiliano
2
Hamori, Shigeyuki
2
Huang, Hung-Hsi
2
Jiang, Ying
2
Jiang, Yong
2
Kok Haur Ng
2
Lee, Cheng F.
2
Li, Weiping
2
Lin, Ling
2
Lin, Shin-Hung
2
Liu, Fang
2
Liu, Xiaoquan
2
Mattera, Raffaele
2
Nonejad, Nima
2
Powell, Robert
2
Su, Jung-bin
2
Su, Xianfang
2
Tian, Shuairu
2
Wang, Xingchun
2
Wu, Chun-chou
2
Xuan Vinh Vo
2
more ...
less ...
Published in...
All
Review of quantitative finance and accounting
The North American journal of economics and finance : a journal of financial economics studies
The empirical economics letters : a monthly international journal of economics
Energy economics
253
Finance research letters
176
Applied economics
160
Economic modelling
155
Journal of econometrics
148
International review of financial analysis
136
Journal of empirical finance
132
Research in international business and finance
125
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
Discussion paper / Tinbergen Institute
98
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 European journal of finance
70
The journal of futures markets
70
Econometric Institute research papers
69
Working paper
68
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
64
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
46
International journal of finance & economics : IJFE
46
Journal of international money and finance
46
International journal of economics and finance
45
CREATES research paper
43
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
42
Journal of risk
40
The econometrics journal
40
more ...
less ...
Source
All
ECONIS (ZBW)
203
Showing
1
-
10
of
203
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
The fluctuation correlation between investor sentiment and stock index using VMD-LSTM : evidence from China stock market
Gao, Zhenbin
;
Zhang, Jie
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014483735
Saved in:
3
Forecasting VIX using two-component realized EGARCH model
Wu, Xinyu
;
Zhao, An
;
Liu, Li
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014484064
Saved in:
4
Volatility forecasting in the Bitcoin market : a new proposed measure based on the VS-ACARR approach
Wu, Xinyu
;
Yin, Xuebao
;
Umar, Zaghum
;
Iqbal, Najaf
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014484142
Saved in:
5
Stock market forecasting accuracy of asymmetric GARCH models during the COVID-19 pandemic
Caiado, Jorge
;
Lúcio, Francisco
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014485321
Saved in:
6
Cross-market information transmission and stock market volatility prediction
Wang, Yide
;
Chen, Zan
;
Ji, Xiaodong
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014485465
Saved in:
7
Oil price shocks and stock-bond correlation
Ziadat, Salem Adel
;
Al Rababa'a, Abdel Razzaq
;
Ur …
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014486268
Saved in:
8
Multiperiod portfolio allocation : a study of volatility clustering, non-normalities and predictable returns
Simonato, Jean-Guy
;
Denault, Michel
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014486271
Saved in:
9
Forecasting stock return volatility in data-rich environment : a new powerful predictor
Dai, Zhifeng
;
Zhang, Xiaotong
;
Li, Tingyu
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014246821
Saved in:
10
Time-varying risk spillovers in Chinese stock market : new evidence from high-frequency data
Zhou, Dong-hai
;
Liu, Xiao-xing
;
Tang, Chun
;
Yang, Guang-yi
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014246902
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...
//-->