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Search: subject:"ARCH model"
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Subject
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ARCH model
11,483
ARCH-Modell
11,462
Volatilität
7,168
Volatility
7,167
Theorie
3,215
Theory
3,215
Estimation
2,910
Schätzung
2,910
Zeitreihenanalyse
2,343
Time series analysis
2,338
Börsenkurs
2,194
Share price
2,194
Capital income
2,193
Kapitaleinkommen
2,193
Prognoseverfahren
1,991
Forecasting model
1,990
Aktienmarkt
1,971
Stock market
1,971
Estimation theory
1,523
Schätztheorie
1,523
Risikomaß
1,126
Risk measure
1,126
Spillover effect
1,114
Spillover-Effekt
1,114
Welt
1,081
World
1,081
Exchange rate
1,059
Wechselkurs
1,059
GARCH
996
USA
962
United States
957
Correlation
953
Korrelation
953
Portfolio selection
854
Portfolio-Management
854
Aktienindex
812
Stock index
812
Risk
798
Risiko
791
Financial market
722
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Free
3,786
Undetermined
3,420
CC license
374
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Article
7,798
Book / Working Paper
3,724
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Article in journal
7,459
Aufsatz in Zeitschrift
7,459
Graue Literatur
1,828
Non-commercial literature
1,828
Working Paper
1,818
Arbeitspapier
1,815
Aufsatz im Buch
273
Book section
273
Hochschulschrift
136
Thesis
107
Conference paper
46
Konferenzbeitrag
46
Collection of articles written by one author
35
Sammlung
35
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25
Sammelwerk
25
Aufsatzsammlung
15
Bibliografie enthalten
13
Bibliography included
13
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11
Übersichtsarbeit
11
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10
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9
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8
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8
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8
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6
Forschungsbericht
6
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4
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3
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2
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2
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2
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1
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1
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1
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English
11,392
German
51
Undetermined
28
Spanish
22
French
13
Polish
6
Portuguese
4
Czech
2
Bulgarian
1
Hungarian
1
Italian
1
Romanian
1
Swedish
1
Turkish
1
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1
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Author
All
McAleer, Michael
223
Chang, Chia-Lin
91
Gupta, Rangan
89
Hafner, Christian M.
68
Bauwens, Luc
66
Engle, Robert F.
63
Teräsvirta, Timo
60
Caporale, Guglielmo Maria
59
Caporin, Massimiliano
57
Ma, Feng
51
Karanasos, Menelaos
50
Francq, Christian
47
Rombouts, Jeroen V. K.
45
Bouri, Elie
44
Herwartz, Helmut
42
Asai, Manabu
41
Bollerslev, Tim
41
Conrad, Christian
41
Laurent, Sébastien
41
Paolella, Marc S.
40
Kang, Sang Hoon
39
Linton, Oliver
39
Rahbek, Anders
39
Zakoïan, Jean-Michel
38
Serletis, Apostolos
35
Kumar, Dilip
33
McMillan, David G.
33
Ardia, David
32
Degiannakis, Stavros
31
Allen, David E.
30
Christoffersen, Peter F.
30
Koopman, Siem Jan
29
Saikkonen, Pentti
29
Spagnolo, Nicola
29
Hansen, Peter Reinhard
28
Lucas, André
28
Lütkepohl, Helmut
28
Mittnik, Stefan
28
Silvennoinen, Annastiina
28
Salisu, Afees A.
27
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Institution
All
National Bureau of Economic Research
21
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
16
Ekonomiska forskningsinstitutet <Stockholm>
14
Centre for Analytical Finance <Århus>
10
Econometrisch Instituut <Rotterdam>
8
University of Canterbury / Dept. of Economics and Finance
8
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
7
Instituto Valenciano de Investigaciones Económicas
6
Shakai-Keizai-Kenkyūsho <Osaka>
6
European University Institute / Department of Economics
3
National Institute of Economic and Social Research
3
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
3
Brown University / Department of Economics
2
Center for Economic Research <Tilburg>
2
Econometric Society
2
Federal Reserve Bank of St. Louis
2
Gottfried Wilhelm Leibniz Universität Hannover
2
HFDF <2, 1998, Zürich>
2
London School of Economics and Political Science
2
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
2
Queen Mary College / Department of Economics
2
School of Finance and Business Economics <Perth, Western Australia>
2
Springer Fachmedien Wiesbaden
2
Svenska Handelshögskolan <Helsinki>
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
Université de Montréal / Département de sciences économiques
2
William Davidson Institute <Ann Arbor, Mich.>
2
Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
1
Bank of Canada
1
Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft
1
Deakin University
1
Department of Econometrics and Business Statistics, Monash Business School
1
Department of Economics, University of Waterloo
1
Economic Growth Center, Economics Department
1
Ehrvervøkonomisk Institut, Institut for Økonomi
1
Erasmus Research Institute of Management
1
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Published in...
All
Energy economics
269
Finance research letters
209
Journal of econometrics
173
Economic modelling
169
Applied economics
164
International review of economics & finance : IREF
139
International review of financial analysis
139
Journal of empirical finance
138
Research in international business and finance
133
The North American journal of economics and finance : a journal of financial economics studies
128
Economics letters
122
Journal of banking & finance
117
Discussion paper / Tinbergen Institute
116
International journal of forecasting
112
Journal of forecasting
111
Applied financial economics
103
Journal of international financial markets, institutions & money
103
Journal of risk and financial management : JRFM
91
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
87
Applied economics letters
84
The European journal of finance
84
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
83
Econometric theory
80
The journal of futures markets
79
Journal of financial econometrics : official journal of the Society for Financial Econometrics
75
Working paper
74
Econometric Institute research papers
69
International Journal of Energy Economics and Policy : IJEEP
68
Computational economics
57
International journal of finance & economics : IJFE
55
Econometric reviews
54
CREATES research paper
53
International journal of economics and financial issues : IJEFI
52
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
51
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
51
Journal of international money and finance
50
Cogent economics & finance
49
Review of quantitative finance and accounting
48
International journal of economics and finance
46
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
44
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Source
All
ECONIS (ZBW)
11,472
RePEc
32
USB Cologne (EcoSocSci)
9
EconStor
5
BASE
2
ArchiDok
2
Showing
41
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50
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11,522
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41
Predicting expected idiosyncratic volatility : empirical evidence from ARFIMA, HAR, and EGARCH models
Xiao, Chuxuan
;
Huang, Winifred
;
Newton, David P.
- In:
Review of quantitative finance and accounting
63
(
2024
)
3
,
pp. 979-1006
Persistent link: https://www.econbiz.de/10015178466
Saved in:
42
Persistent and transient variance components in option pricing models with variance-dependent Kernel
Ghanbari, Hamed
- In:
Journal of empirical finance
79
(
2024
),
pp. 1-32
Persistent link: https://www.econbiz.de/10015179565
Saved in:
43
Unconditional volatility framework : theoretical and empirical insights
Rey, Sebastián A.
- In:
Annals of financial economics
19
(
2024
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10015323532
Saved in:
44
Oil price uncertainty and consumer sentiment in advanced economies
Azad, Nahiyan Faisal
;
Serletis, Apostolos
- In:
The energy journal
45
(
2024
)
6
,
pp. 159-175
Persistent link: https://www.econbiz.de/10015323984
Saved in:
45
Multivariate rough volatility
Dugo, Ranieri
;
Giorgio, Giacomo
;
Pigato, Paolo
-
2024
Persistent link: https://www.econbiz.de/10015326256
Saved in:
46
What fuels the volatility of electricity prices?
Saretto, Alessio
;
Shcherbakova, Anastasia
;
Lin, Jeremy
-
2024
Persistent link: https://www.econbiz.de/10015206937
Saved in:
47
Does regime-dependent volatility drive dynamism in investor herding?
Jindal, Komal
;
Bamba, Meera
;
Aggarwal, Mamta
- In:
Colombo business journal : international journal of …
15
(
2024
)
1
,
pp. 54-79
Persistent link: https://www.econbiz.de/10015210672
Saved in:
48
Interconnectedness and spillover effects amongst stock markets of the US, China, Germany, Japan and India using DCC-GARCH model and Diebold yilmaz method
Agarwal, Archana
;
Dhankhar, Nidhi
;
Mehla, Sunita
- In:
Colombo business journal : international journal of …
15
(
2024
)
2
,
pp. 162-189
Persistent link: https://www.econbiz.de/10015210715
Saved in:
49
Dynamic spillover between green cryptocurrencies and stocks : a portfolio implication
Yousaf, Imran
;
Cui, Jinxin
;
Ali, Shoaib
- In:
International review of economics & finance : IREF
96
(
2024
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10015211784
Saved in:
50
Collateral, output growth, mortgage spread volatility and subsidies in Colombia
López, Martha
;
Sarmiento Gómez, Eduardo
-
2024
Persistent link: https://www.econbiz.de/10015145548
Saved in:
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