//--> //--> //-->
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:"Tsui, Albert K."
~subject:"Korrelation"
~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
Korrelation
ARCH model
14
ARCH-Modell
14
Volatility
8
Volatilität
8
Exchange rate
7
Wechselkurs
7
Estimation
6
Schätzung
6
Capital income
5
Correlation
5
Kapitaleinkommen
5
Time series analysis
4
Zeitreihenanalyse
4
Business cycle
3
Heteroscedasticity
3
Heteroskedastizität
3
Konjunktur
3
National income
3
Nationaleinkommen
3
1992-2000
2
Beta risk
2
Betafaktor
2
Bruttoinlandsprodukt
2
CAPM
2
GARCH
2
Gross domestic product
2
Japan
2
OECD countries
2
OECD-Staaten
2
Singapore
2
Singapur
2
Theorie
2
Theory
2
Time-varying currency betas
2
1960-2000
1
1961-1997
1
1968-2007
1
Aktienindex
1
Aktienmarkt
1
more ...
less ...
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
Government document
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Tsui, Albert K.
Hamori, Shigeyuki
8
Engle, Robert F.
7
Tiwari, Aviral Kumar
6
Degiannakis, Stavros
5
Demirer, Rıza
5
Gupta, Rangan
5
Aslanidis, Nektarios
4
Fałdziński, Marcin
4
Filis, George
4
Fiszeder, Piotr
4
Guesmi, Khaled
4
Lyócsa, Štefan
4
Molnár, Peter
4
Pereira, Pedro L. Valls
4
Santos, André A. P.
4
Sheppard, Kevin
4
Silvennoinen, Annastiina
4
Stavroyiannis, Stavros
4
Tamakoshi, Go
4
Teräsvirta, Timo
4
Ur Rehman, Mobeen
4
Yoon, Seong-min
4
Al Rababa'a, Abdel Razzaq
3
Alomari, Mohammad
3
Antonakakis, Nikolaos
3
Asai, Manabu
3
Baumöhl, Eduard
3
Bauwens, Luc
3
Caporin, Massimiliano
3
Chen, Yi-ting
3
Fermanian, Jean-David
3
Floros, Christos
3
Hammoudeh, Shawkat
3
Janus, Paweł
3
Kang, Sang Hoon
3
Karanasos, Menelaos
3
Koopman, Siem Jan
3
Ledoit, Olivier
3
Lee, Chien-chiang
3
more ...
less ...
Published in...
All
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
Japan and the world economy : international journal of theory and policy
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic development
1
Pacific economic review
1
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Exchange rate exposure of sectoral returns and volatilities : further evidence from Japanese industrial sectors
Jayasinghe, Prabhath
;
Tsui, Albert K.
;
Zhang, Zhaoyong
- In:
Pacific economic review
19
(
2014
)
2
,
pp. 216-236
Persistent link: https://www.econbiz.de/10010503073
Saved in:
2
Conditional volatility asymmetry of business cycles : evidence from four OECD countries
Ho, Kin-Yip
;
Tsui, Albert K.
;
Zhang, Zhaoyong
- In:
Journal of economic development
38
(
2013
)
3
,
pp. 33-56
Persistent link: https://www.econbiz.de/10010196456
Saved in:
3
Volatility dynamics of the UK business cycle : a multivariate asymmetric GARCH approach
Ho, Kin-Yip
;
Tsui, Albert K.
;
Zhang, Zhaoyong
- In:
International economics : a journal published by CEPII …
117
(
2009
)
1
,
pp. 31-46
Persistent link: https://www.econbiz.de/10003885910
Saved in:
4
Exchange rate exposure of sectoral returns and volatilities : evidence from Japanese industrial sectors
Jayasinghe, Prabhath
;
Tsui, Albert K.
- In:
Japan and the world economy : international journal of …
20
(
2008
)
4
,
pp. 639-660
Persistent link: https://www.econbiz.de/10003778520
Saved in:
5
A multivariate generalized autoregressive conditional heteroscedasticity model with time-varying correlations
Tse, Yiu Kuen
;
Tsui, Albert K.
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
3
,
pp. 351-362
Persistent link: https://www.econbiz.de/10001695276
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->