//--> //--> //--> //-->
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
~language:"eng"
~person:"Fabozzi, Frank J."
~person:"Malik, Farooq"
~subject:"ARCH-Modell"
~type_genre:"Article in journal"
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:
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Theorie
84
Theory
84
Portfolio selection
78
Portfolio-Management
78
USA
51
United States
51
Volatility
50
Volatilität
50
Option pricing theory
35
Optionspreistheorie
35
Estimation
33
Schätzung
33
Capital income
32
Kapitaleinkommen
32
ARCH model
29
CAPM
27
Stochastic process
24
Stochastischer Prozess
24
Statistical distribution
21
Statistische Verteilung
21
Welt
21
World
21
Börsenkurs
20
Share price
20
Aktienmarkt
18
Credit risk
18
Derivat
18
Derivative
18
Kreditrisiko
18
Risikomaß
18
Risikoprämie
18
Risk measure
18
Risk premium
18
Stock market
18
Forecasting model
17
Prognoseverfahren
17
Risk management
17
Risikomanagement
16
Asset-Backed Securities
14
more ...
less ...
Online availability
All
Undetermined
12
Type of publication
All
Article
29
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
29
Working Paper
3
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Language
All
English
Author
All
Fabozzi, Frank J.
Malik, Farooq
Ma, Feng
60
McAleer, Michael
49
Gupta, Rangan
41
Bouri, Elie
31
Kumar, Dilip
31
Zhang, Yaojie
30
McMillan, David G.
28
Serletis, Apostolos
27
Kang, Sang Hoon
26
Hammoudeh, Shawkat
24
Tiwari, Aviral Kumar
24
Wang, Yudong
24
Degiannakis, Stavros
23
Francq, Christian
23
Hamori, Shigeyuki
23
Wei, Yu
23
Yoon, Seong-min
23
Hafner, Christian M.
21
Liang, Chao
21
Nguyen, Duc Khuong
21
Zakoïan, Jean-Michel
20
Floros, Christos
19
Teräsvirta, Timo
19
Wu, Xinyu
19
Caporin, Massimiliano
18
Chiang, Thomas C.
18
Guesmi, Khaled
18
Mensi, Walid
18
Xuan Vinh Vo
18
Brooks, Robert
17
Chevallier, Julien
17
Choudhry, Taufiq
17
Engle, Robert F.
17
Karanasos, Menelaos
17
Hsing, Yu
16
Huang, Zhuo
16
Laurent, Sébastien
16
Asai, Manabu
15
Bauwens, Luc
15
more ...
less ...
Published in...
All
Journal of banking & finance
4
International review of economics & finance : IREF
3
Computational economics
2
International review of financial analysis
2
Review of quantitative finance and accounting
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Annals of economics and finance
1
Applied financial economics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Energy economics
1
European financial management : the journal of the European Financial Management Association
1
Global finance journal
1
International journal of finance & economics : IJFE
1
Journal of economics and finance
1
Journal of empirical finance
1
Journal of multinational financial management
1
Review of financial economics : RFE
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of fixed income
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
29
Showing
1
-
10
of
29
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The geometry of the world of currency volatilities
Konstantinov, Gueorgui
;
Fabozzi, Frank J.
- In:
Computational economics
60
(
2022
)
1
,
pp. 125-145
Persistent link: https://www.econbiz.de/10013262502
Saved in:
2
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:
3
Learning for infinitely divisible GARCH models in option pricing
Zhu, Fumin
;
Bianchi, Michele Leonardo
;
Kim, Young Shin
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
3
,
pp. 35-62
Persistent link: https://www.econbiz.de/10012594154
Saved in:
4
Volatility spillover between exchange rate and stock returns under volatility shifts
Malik, Farooq
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 605-613
Persistent link: https://www.econbiz.de/10012655581
Saved in:
5
Do structural breaks in volatility cause spurious volatility transmission?
Caporin, Massimiliano
;
Malik, Farooq
- In:
Journal of empirical finance
55
(
2020
),
pp. 60-82
Persistent link: https://www.econbiz.de/10012175260
Saved in:
6
Forecasting risk in the US Dollar exchange rate under volatility shifts
Anjum, Hassan
;
Malik, Farooq
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012664814
Saved in:
7
Calibrating the Italian smile with time-varying volatility and heavy-tailed models
Bianchi, Michele Leonardo
;
Račev, Svetlozar T.
; …
- In:
Computational economics
51
(
2018
)
3
,
pp. 339-378
Persistent link: https://www.econbiz.de/10011963681
Saved in:
8
Estimating downside risk in stock returns under structural breaks
Hood, Matthew
;
Malik, Farooq
- In:
International review of economics & finance : IREF
58
(
2018
),
pp. 102-112
Persistent link: https://www.econbiz.de/10012034196
Saved in:
9
How fat are the tails of equity market indices?
Stoyanov, Stoyan V.
;
Loh, Lixia
;
Fabozzi, Frank J.
- In:
International journal of finance & economics : IJFE
22
(
2017
)
3
,
pp. 181-200
Persistent link: https://www.econbiz.de/10011960289
Saved in:
10
Modelling asymmetric volatility in oil prices under structural breaks
Ewing, Bradley T.
;
Malik, Farooq
- In:
Energy economics
63
(
2017
),
pp. 227-233
Persistent link: https://www.econbiz.de/10011757936
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->