//--> //--> //--> //-->
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
~isPartOf:"Applied economics letters"
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:"ARCH model"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
ARCH model
77
ARCH-Modell
77
Volatility
49
Volatilität
49
Estimation
30
Schätzung
30
Börsenkurs
24
Share price
24
Capital income
22
Kapitaleinkommen
22
Forecasting model
21
Prognoseverfahren
21
Aktienmarkt
20
Stock market
20
Theorie
17
Theory
17
GARCH
11
Correlation
9
Korrelation
9
Exchange rate
8
Wechselkurs
8
Welt
8
World
8
China
7
Estimation theory
7
Risikomaß
7
Risk measure
7
Schätztheorie
7
Time series analysis
7
Zeitreihenanalyse
7
Financial market
6
Finanzmarkt
6
Oil price
6
Risiko
6
Risk
6
Spillover effect
6
Spillover-Effekt
6
Ölpreis
6
Aktienindex
5
Causality analysis
5
more ...
less ...
Online availability
All
Undetermined
41
Type of publication
All
Article
77
Type of publication (narrower categories)
All
Article in journal
77
Aufsatz in Zeitschrift
77
Language
All
English
77
Author
All
Berument, Hakan
2
Diao, Xundi
2
Ma, Feng
2
Shen, Chung-hua
2
Shin, Dong-wan
2
Varlik, Serdar
2
Wu, Xinyu
2
Apergis, Emmanuel
1
Apergēs, Nikolaos
1
Ardia, David
1
Baek, Changryong
1
Balli, Faruk
1
Bautista, Carlos C.
1
Bisaglia, Luisa
1
Blazsek, Szabolcs
1
Bonilla, Claudio A.
1
Bordignon, Silvano
1
Brännäs, Kurt
1
Busch, Thomas
1
Chang, Kuang-Liang
1
Chang, Shu Chen
1
Chang, Tsangyao
1
Charles, Amélie
1
Chen, Ho-chyuan
1
Chen, Kuang-hua
1
Chen, Shyh-wei
1
Chen, Yixiang
1
Chevallier, Julien
1
Chiu, Chien-Liang
1
Choi, Ji-Eun
1
Choudhry, Taufiq
1
Collins, Luke
1
Cook, Steven
1
Corbet, Shaen
1
Cui, Hao
1
Dajcman, Silvo
1
Dempsey, Michael
1
Ding, Cherng G.
1
Eslamloueyan, Karim
1
Espinosa Méndez, Christian
1
more ...
less ...
Published in...
All
Applied economics letters
Energy economics
254
Finance research letters
169
Applied economics
159
Economic modelling
155
Journal of econometrics
147
International review of financial analysis
136
Journal of empirical finance
132
Research in international business and finance
125
The North American journal of economics and finance : a journal of financial economics studies
123
International review of economics & finance : IREF
113
Journal of banking & finance
113
Economics letters
109
Journal of international financial markets, institutions & money
107
Applied financial economics
101
Discussion paper / Tinbergen Institute
98
International journal of forecasting
93
Journal of risk and financial management : JRFM
88
Journal of forecasting
85
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
76
Econometric theory
73
The European journal of finance
70
The journal of futures markets
70
Econometric Institute research papers
69
Working paper
68
Journal of financial econometrics : official journal of the Society for Financial Econometrics
65
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
64
International Journal of Energy Economics and Policy : IJEEP
61
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
56
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
54
International journal of economics and financial issues : IJEFI
49
Econometric reviews
46
International journal of finance & economics : IJFE
46
Journal of international money and finance
46
International journal of economics and finance
45
Review of quantitative finance and accounting
44
CREATES research paper
43
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
42
Journal of risk
40
The econometrics journal
40
more ...
less ...
Source
All
ECONIS (ZBW)
77
Showing
1
-
10
of
77
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Impacts of economic policy uncertainty on the time-varying risk-return relationship : evidence from G7 countries
He, Zhifang
;
Zheng, Jie
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 270-274
Persistent link: https://www.econbiz.de/10014468759
Saved in:
2
Economic policy uncertainty in US and Europe : time-varying Granger causality
Mladenovic, Zorica
- In:
Applied economics letters
30
(
2023
)
20
,
pp. 2913-2920
Persistent link: https://www.econbiz.de/10014414040
Saved in:
3
Newspaper-based equity uncertainty or implied volatility index : new evidence from oil market volatility predictability
Lu, Xinjie
;
Ma, Feng
;
Li, Pan
;
Li, Tao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 960-964
Persistent link: https://www.econbiz.de/10014303607
Saved in:
4
Forecasting exchange rate markets' volatility of G7 countries : will stock market volatility help?
Zhang, Feipeng
;
Zhang, Zhao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 991-999
Persistent link: https://www.econbiz.de/10014303619
Saved in:
5
Is idiosyncratic tail risk priced in the cross-section of bond returns? : evidence from Chinese bond markets
Huang, Wei-Qiang
;
Zhang, Jing
;
Liu, Peipei
- In:
Applied economics letters
30
(
2023
)
10
,
pp. 1318-1326
Persistent link: https://www.econbiz.de/10014304235
Saved in:
6
Forecasting oil futures price volatility with economic policy uncertainty : a CARR-MIDAS model
Wu, Xinyu
;
Cui, Hao
;
Wang, Lu
- In:
Applied economics letters
30
(
2023
)
2
,
pp. 120-125
Persistent link: https://www.econbiz.de/10013553019
Saved in:
7
Integration of financial markets during COVID-19 : a dynamic correlation analysis on Euronext
Espinosa Méndez, Christian
- In:
Applied economics letters
30
(
2023
)
3
,
pp. 264-268
Persistent link: https://www.econbiz.de/10013553137
Saved in:
8
Impacts of COVID-19 on financial markets : from the perspective of financial stress
Yao, Xiaoyang
;
Li, Jianfeng
;
Shang, Zezhong
;
Le, Wei
; …
- In:
Applied economics letters
30
(
2023
)
5
,
pp. 669-673
Persistent link: https://www.econbiz.de/10013553834
Saved in:
9
Volatility spillovers across financial markets : the role of oil price uncertainty
Lee, Seojin
;
Kim, Young Min
- In:
Applied economics letters
30
(
2023
)
17
,
pp. 2342-2347
Persistent link: https://www.econbiz.de/10014365776
Saved in:
10
Prediction accuracy of volatility using the score-driven Meixner distribution : an application to the Dow Jones
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics letters
29
(
2022
)
2
,
pp. 111-117
Persistent link: https://www.econbiz.de/10012803390
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->