Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
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:"Autoregressive conditional heteroscedasticity"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
ARCH model
11,478
ARCH-Modell
11,478
Volatilität
7,176
Volatility
7,173
Theorie
3,211
Theory
3,211
Estimation
2,909
Schätzung
2,908
Zeitreihenanalyse
2,338
Time series analysis
2,335
Börsenkurs
2,200
Share price
2,200
Capital income
2,195
Kapitaleinkommen
2,195
Prognoseverfahren
1,994
Forecasting model
1,993
Aktienmarkt
1,975
Stock market
1,975
Estimation theory
1,518
Schätztheorie
1,518
Risikomaß
1,127
Risk measure
1,127
Spillover effect
1,117
Spillover-Effekt
1,117
Welt
1,083
World
1,083
Exchange rate
1,060
Wechselkurs
1,060
GARCH
996
USA
961
Correlation
956
Korrelation
956
United States
956
Portfolio selection
855
Portfolio-Management
855
Aktienindex
814
Stock index
814
Risk
800
Risiko
793
Financial market
723
more ...
less ...
Online availability
All
Free
3,774
Undetermined
3,424
CC license
378
Type of publication
All
Article
7,805
Book / Working Paper
3,686
Type of publication (narrower categories)
All
Article in journal
7,473
Aufsatz in Zeitschrift
7,473
Graue Literatur
1,827
Non-commercial literature
1,827
Arbeitspapier
1,813
Working Paper
1,813
Aufsatz im Buch
273
Book section
273
Hochschulschrift
131
Thesis
104
Conference paper
46
Konferenzbeitrag
46
Collection of articles written by one author
35
Sammlung
35
Collection of articles of several authors
23
Sammelwerk
23
Aufsatzsammlung
14
Bibliografie enthalten
11
Bibliography included
11
Systematic review
11
Übersichtsarbeit
11
Konferenzschrift
9
Lehrbuch
9
Case study
8
Fallstudie
8
Textbook
8
Forschungsbericht
6
Rezension
4
Amtsdruckschrift
2
Article
2
Conference proceedings
2
Government document
2
Accompanied by computer file
1
Bibliografie
1
Biografie
1
Biography
1
Diskette
1
Elektronischer Datenträger als Beilage
1
Festschrift
1
Floppy disk
1
more ...
less ...
Language
All
English
11,388
German
44
Spanish
22
French
13
Undetermined
8
Polish
6
Portuguese
4
Czech
2
Bulgarian
1
Hungarian
1
Italian
1
Romanian
1
Swedish
1
Turkish
1
Chinese
1
more ...
less ...
Author
All
McAleer, Michael
223
Chang, Chia-Lin
91
Gupta, Rangan
90
Hafner, Christian M.
67
Bauwens, Luc
66
Engle, Robert F.
61
Teräsvirta, Timo
60
Caporale, Guglielmo Maria
59
Caporin, Massimiliano
57
Ma, Feng
51
Karanasos, Menelaos
50
Francq, Christian
46
Bouri, Elie
45
Rombouts, Jeroen V. K.
45
Herwartz, Helmut
42
Asai, Manabu
41
Conrad, Christian
41
Laurent, Sébastien
41
Bollerslev, Tim
40
Paolella, Marc S.
40
Kang, Sang Hoon
39
Linton, Oliver
39
Rahbek, Anders
39
Zakoïan, Jean-Michel
38
Serletis, Apostolos
36
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
more ...
less ...
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
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
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 Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
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
Erasmus Research Institute of Management
1
Fachhochschule Stralsund / Fachbereich Wirtschaft
1
Federal Reserve Bank of San Francisco
1
HAL
1
HFDF <1, 1995, Zürich>
1
International Center for Financial Asset Management and Engineering
1
International Workshop on Statistics and Finance <1999, Hongkong>
1
more ...
less ...
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
78
Journal of financial econometrics : official journal of the Society for Financial Econometrics
75
Working paper
75
International Journal of Energy Economics and Policy : IJEEP
70
Econometric Institute research papers
69
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
Cogent economics & finance
51
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
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
more ...
less ...
Source
All
ECONIS (ZBW)
11,478
RePEc
9
EconStor
3
BASE
1
Showing
741
-
750
of
11,491
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
741
Measuring Asian Stock Market integration by using orthogonal generalized
autoregressive
conditional
heteroscedasticity
Muharam, Harjum
;
Robiyanto, Robiyanto
;
Pangestuti, …
- In:
Montenegrin journal of economics
16
(
2020
)
1
,
pp. 121-137
Persistent link: https://www.econbiz.de/10012264837
Saved in:
742
Future natural gas price forecasting model and its policy implication
Ambya, Ambya
;
Gunarto, Toto
;
Hendrawaty, Ernie
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
5
,
pp. 64-70
Persistent link: https://www.econbiz.de/10012505591
Saved in:
743
Dynamic modeling data export oil and gas and non-oil and gas by ARMA(2,1)-GARCH(1,1) model : study of Indonesian’s export over the years 2008-2019
Nairobi, Nairobi
;
Russel, Edwin
;
Ambya, Ambya
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
6
,
pp. 175-184
Persistent link: https://www.econbiz.de/10012522489
Saved in:
744
Short-term Kullback-Leibler divergence analysis to extract unstable periods in financial time series
Ishizaki, Ryuji
;
Inoue, Masayoshi
- In:
Evolutionary and institutional economics review
21
(
2024
)
2
,
pp. 227-236
Persistent link: https://www.econbiz.de/10015191758
Saved in:
745
Volatility forecasting of clean energy ETF using GARCH-MIDAS with neural network model
Zhang, Li
;
Wang, Lu
;
Thong Trung Nguyen
;
Ren, Ruiyi
- In:
Finance research letters
70
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10015193018
Saved in:
746
Corporate ESG indices and stability during periods of deep concerns in financial markets
Janik, Bogna
;
Płuciennik, Piotr
- In:
Finance research letters
70
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10015193354
Saved in:
747
Size does matter, as well as sector activities : systemic risk sensitivities of financial firms in the U.S. and European stock markets
Madiès, Philippe
;
Mourey, Mathis
;
Taramasco, Ollivier
- In:
Finance : revue de l'Association Française de Finance
45
(
2024
)
3
,
pp. 114-159
Persistent link: https://www.econbiz.de/10015173855
Saved in:
748
Oil shocks and state-level stock market volatility of the United States : a GARCH-MIDAS approach
Salisu, Afees A.
;
Gupta, Rangan
;
Cepni, Oguzhan
; …
- In:
Review of quantitative finance and accounting
63
(
2024
)
4
,
pp. 1473-1510
Persistent link: https://www.econbiz.de/10015178531
Saved in:
749
Risk spillover effect of internet finance : evidence from Chinese securities companies
Dimitropoulos, Panagiotis
- In:
Banking resilience : new insights on corporate …
,
(pp. 391-416)
.
2024
Persistent link: https://www.econbiz.de/10015179410
Saved in:
750
Time-varying variance decomposition of macro-finance term structure models
Hansen, Anne Lundgaard
- In:
Journal of empirical finance
79
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10015179717
Saved in:
First
Prev
70
71
72
73
74
75
76
77
78
79
80
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
