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:"Generalized Autoregressive conditional heteroscedasticity"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
ARCH model
11,469
ARCH-Modell
11,469
Volatilität
7,170
Volatility
7,167
Theorie
3,210
Theory
3,210
Estimation
2,908
Schätzung
2,907
Zeitreihenanalyse
2,337
Time series analysis
2,334
Börsenkurs
2,197
Share price
2,197
Capital income
2,194
Kapitaleinkommen
2,194
Prognoseverfahren
1,991
Forecasting model
1,990
Aktienmarkt
1,974
Stock market
1,974
Estimation theory
1,516
Schätztheorie
1,516
Risikomaß
1,126
Risk measure
1,126
Spillover effect
1,116
Spillover-Effekt
1,116
Welt
1,082
World
1,082
Exchange rate
1,058
Wechselkurs
1,058
GARCH
996
USA
961
United States
956
Correlation
953
Korrelation
953
Portfolio selection
854
Portfolio-Management
854
Aktienindex
812
Stock index
812
Risk
800
Risiko
793
Financial market
720
more ...
less ...
Online availability
All
Free
3,767
Undetermined
3,416
CC license
377
Type of publication
All
Article
7,791
Book / Working Paper
3,684
Type of publication (narrower categories)
All
Article in journal
7,464
Aufsatz in Zeitschrift
7,464
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
Conference proceedings
2
Government document
2
Accompanied by computer file
1
Article
1
Bibliografie
1
Biografie
1
Biography
1
Diskette
1
Elektronischer Datenträger als Beilage
1
Festschrift
1
Floppy disk
1
more ...
less ...
Language
All
English
11,377
German
44
Spanish
22
French
13
Polish
6
Portuguese
4
Undetermined
3
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
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
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
HFDF <1, 1995, Zürich>
1
International Center for Financial Asset Management and Engineering
1
International Workshop on Statistics and Finance <1999, Hongkong>
1
Konjunkturinstitutet <Stockholm>
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
Econometric Institute research papers
69
International Journal of Energy Economics and Policy : IJEEP
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)
11,469
RePEc
3
EconStor
2
BASE
1
Showing
11,471
-
11,475
of
11,475
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
11471
Tests of excess forecast volatility in the foreign exchange and stock markets
Froot, Kenneth
-
1987
Persistent link: https://www.econbiz.de/10009571466
Saved in:
11472
The contribution of inflation uncertainty to the variable impacts of money on stock prices
Wong, Shee Q.
- In:
The journal of financial research
9
(
1986
)
1
,
pp. 97-101
Persistent link: https://www.econbiz.de/10003711656
Saved in:
11473
The impacts of kurtosis on risk stationarity : some empirical evidence
Lee, Cheng F.
- In:
The financial review : the official publication of the …
20
(
1985
)
4
,
pp. 263-269
Persistent link: https://www.econbiz.de/10001014875
Saved in:
11474
Estimates of the variance of U.S. inflation based upon the ARCH model
Engle", Robert F.
-
1980
Persistent link: https://www.econbiz.de/10002140817
Saved in:
11475
Properties of western larch and their relation to uses of the wood
Johnsen, R. P. A.
;
Bradner, M. I.
-
1932
Persistent link: https://www.econbiz.de/10000672166
Saved in:
First
Prev
1138
1139
1140
1141
1142
1143
1144
1145
1146
1147
1148
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
