EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"ARCH effects"
Narrow search

Narrow search

Year of publication
Subject
All
ARCH effects 4 ARCH model 4 ARCH-Modell 4 Theorie 4 Theory 4 Estimation 3 Schätzung 3 Volatility 3 Volatilität 3 Börsenkurs 2 GARCH 2 India 2 Indien 2 Share price 2 Spot market 2 Spotmarkt 2 Time series analysis 2 Zeitreihenanalyse 2 ARCH Effects 1 ARMA-GARCH Models 1 Aktienmarkt 1 Capital income 1 China 1 EGARCH 1 Energiemarkt 1 Energy market 1 Financial Time Series 1 Futures and Spot Prices 1 GARCH models 1 Handelsvolumen der Börse 1 Information dissemination 1 Informationsverbreitung 1 Kapitaleinkommen 1 Long Return Series 1 Spot Volatility 1 Spot volatility 1 Stock market 1 Trading volume 1 Trends and Patterns in Energy Markets 1 Volatility Clustering 1
more ... less ...
Online availability
All
Undetermined 2
Type of publication
All
Article 5
Type of publication (narrower categories)
All
Article in journal 4 Aufsatz in Zeitschrift 4
Language
All
English 4 Undetermined 1
Author
All
Joshi, Medha Shriram 2 Aduda, Jane 1 Chen, Jean J. 1 Joanna, Olbryś 1 Lakshmi, V. D. M. V. 1 Lakshmi, VDMV 1 Mwaniki, Joseph 1 Ngare, Philip 1 Wang, Renzeng 1 Weke, Patrick 1
more ... less ...
Published in...
All
Folia Oeconomica Stetinensia 1 GITAM journal of management : a quarterly publication of GITAM Institute of Management 1 Journal of Chinese economic and business studies 1 Journal of mathematical finance 1 Praj̄nȧn : journal of social and management sciences 1
Source
All
ECONIS (ZBW) 4 RePEc 1
Showing 1 - 5 of 5
Cover Image
Financial time series modelling of trends and patterns in the energy markets
Aduda, Jane; Weke, Patrick; Ngare, Philip; Mwaniki, Joseph - In: Journal of mathematical finance 6 (2016) 2, pp. 324-337
Persistent link: https://www.econbiz.de/10011544523
Saved in:
Cover Image
Listing of bank nifty on futures segment of NSE and its impact on spot market volatility
Lakshmi, V. D. M. V.; Joshi, Medha Shriram - In: Praj̄nȧn : journal of social and management sciences 44 (2016) 4, pp. 293-314
Persistent link: https://www.econbiz.de/10011490053
Saved in:
Cover Image
Do expirations of Bank nifty contracts on F&O segment of NSE affect spot market volatility?
Lakshmi, VDMV; Joshi, Medha Shriram - In: GITAM journal of management : a quarterly publication … 14 (2016) 2, pp. 1-15
Persistent link: https://www.econbiz.de/10011656178
Saved in:
Cover Image
Arch Effects in Multifactor Market-Timing Models of Polish Mutual Funds
Joanna, Olbryś - In: Folia Oeconomica Stetinensia 10 (2012) 2, pp. 60-80
. The author's recent research provides evidence of strong ARCH effects in the market-timing models of Polish equity open …
Persistent link: https://www.econbiz.de/10011008138
Saved in:
Cover Image
ARCH effects, trading volume and the information flow interpretation : empirical evidence from the Chinese stock markets
Wang, Renzeng; Chen, Jean J. - In: Journal of Chinese economic and business studies 10 (2012) 2, pp. 169-191
Persistent link: https://www.econbiz.de/10009570509
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...