//--> //--> //--> //-->
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
~person:"Haas, Markus"
~person:"Liang, Chao"
~person:"Maheswaran, S."
~subject:"ARCH model"
~subject:"Börsenkurs"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Börsenkurs
ARCH-Modell
53
Volatility
45
Volatilität
45
Forecasting model
29
Prognoseverfahren
29
Capital income
23
Kapitaleinkommen
23
Share price
23
Estimation
17
Schätzung
17
Aktienmarkt
16
Stock market
16
Theorie
13
Theory
13
Welt
13
World
13
Volatility forecasting
12
Oil price
9
Time series analysis
9
Zeitreihenanalyse
9
Ölpreis
9
Markov chain
7
Markov-Kette
7
USA
7
United States
7
Estimation theory
6
Risikomaß
6
Risk measure
6
Schätztheorie
6
Forecast
5
Prognose
5
Statistical distribution
5
Statistische Verteilung
5
Bias
4
Commodity derivative
4
EU countries
4
EU-Staaten
4
Erdöl
4
more ...
less ...
Online availability
All
Undetermined
28
Free
10
Type of publication
All
Article
43
Book / Working Paper
10
Type of publication (narrower categories)
All
Article in journal
43
Aufsatz in Zeitschrift
43
Arbeitspapier
9
Working Paper
9
Graue Literatur
7
Non-commercial literature
7
Hochschulschrift
1
Thesis
1
more ...
less ...
Language
All
English
53
Author
All
Haas, Markus
Liang, Chao
Maheswaran, S.
McAleer, Michael
209
Chang, Chia-Lin
82
Gupta, Rangan
78
Ma, Feng
65
Bauwens, Luc
61
Engle, Robert F.
59
Hafner, Christian M.
59
Teräsvirta, Timo
56
Caporale, Guglielmo Maria
53
Caporin, Massimiliano
52
Bouri, Elie
44
Karanasos, Menelaos
44
Francq, Christian
42
Conrad, Christian
40
Laurent, Sébastien
40
Herwartz, Helmut
39
Rombouts, Jeroen V. K.
38
Zakoïan, Jean-Michel
37
Paolella, Marc S.
36
Asai, Manabu
34
Zhang, Yaojie
33
Kumar, Dilip
32
McMillan, David G.
32
Serletis, Apostolos
32
Bollerslev, Tim
31
Ardia, David
30
Linton, Oliver
29
Rahbek, Anders
29
Saikkonen, Pentti
28
Allen, David E.
27
Huang, Zhuo
27
Kang, Sang Hoon
27
Mittnik, Stefan
27
Silvennoinen, Annastiina
27
Christoffersen, Peter F.
26
Degiannakis, Stavros
26
Hammoudeh, Shawkat
26
Hansen, Peter Reinhard
26
Tiwari, Aviral Kumar
26
Wang, Yudong
26
more ...
less ...
Published in...
All
CFS working paper series
6
Energy economics
4
International journal of finance & economics : IJFE
3
International review of economics & finance : IREF
3
International review of financial analysis
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Applied economics
2
Economic modelling
2
IIMB management review
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of international financial markets, institutions & money
2
Research paper series / Swiss Finance Institute
2
China finance review international
1
Cogent economics & finance
1
Decision
1
Finance research letters
1
International finance : the only journal bridging the gap between theory and policy in macroeconomics and microfinance
1
International journal of forecasting
1
Journal of econometrics
1
Journal of economic behavior & organization
1
Journal of financial stability
1
Journal of forecasting
1
Margin: the journal of applied economic research
1
Paradigm : the journal of Institute of Management Technology
1
Quantitative Finanzwirtschaft : Schriftenreihe zu Statistik und Ökonometrie
1
Quantitative finance
1
Review of accounting & finance
1
Swiss Finance Institute Research Paper
1
Technological forecasting & social change : an international journal
1
The North American journal of economics and finance : a journal of financial economics studies
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Working papers / Rutgers University, Department of Economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
53
Showing
1
-
10
of
53
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
More attention and better volatility forecast accuracy : how does war attention affect stock volatility predictability?
Liang, Chao
;
Wang, Lu
;
Duy Duong
- In:
Journal of economic behavior & organization
218
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014552793
Saved in:
2
Exploring the impact of oil security attention on oil volatility : a new perspective
Wang, Lu
;
Li, Shan
;
Liang, Chao
- In:
International finance : the only journal bridging the …
27
(
2024
)
1
,
pp. 61-80
Persistent link: https://www.econbiz.de/10014532201
Saved in:
3
Crude oil volatility forecasting : insights from a novel time-varying parameter GARCH-MIDAS model
Peng, Lijuan
;
Liang, Chao
;
Wang, Lu
- In:
International review of economics & finance : IREF
94
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014583437
Saved in:
4
Global economic policy uncertainty aligned : an informative predictor for crude oil market volatility
Zhang, Yaojie
;
He, Mengxi
;
Wang, Yudong
;
Liang, Chao
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1318-1332
Persistent link: https://www.econbiz.de/10014465282
Saved in:
5
Are categorical EPU indices predictable for carbon futures volatility? : Evidence from the machine learning method
Guo, Xiaozhu
;
Huang, Dengshi
;
Li, Xiafei
;
Liang, Chao
- In:
International review of economics & finance : IREF
83
(
2023
),
pp. 672-693
Persistent link: https://www.econbiz.de/10014246784
Saved in:
6
The role of model bias in predicting volatility : evidence from the US equity markets
Li, Yan
;
Luo, Lian
;
Liang, Chao
;
Ma, Feng
- In:
China finance review international
13
(
2023
)
1
,
pp. 140-155
Persistent link: https://www.econbiz.de/10014312248
Saved in:
7
Global financial stress index and long-term volatility forecast for international stock markets
Liang, Chao
;
Luo, Qin
;
Li, Yan
;
Luu Duc Toan Huynh
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014482967
Saved in:
8
Market momentum amplifies market volatility risk : evidence from China's equity market
Liang, Chao
;
Luu Duc Toan Huynh
;
Li, Yan
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014483186
Saved in:
9
Forecasting China's stock market volatility with shrinkage method : can Adaptive Lasso select stronger predictors from numerous predictors?
Liang, Chao
;
Xu, Yongan
;
Chen, Zhonglu
;
Li, Xiafei
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3689-3699
Persistent link: https://www.econbiz.de/10014429165
Saved in:
10
Forecasting the volatility of the German stock market : new evidence
Liang, Chao
;
Zhang, Yi
;
Zhang, Yaojie
- In:
Applied economics
54
(
2022
)
9
,
pp. 1055-1070
Persistent link: https://www.econbiz.de/10012875034
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->