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
11,498
ARCH-Modell
11,498
Volatilität
7,188
Volatility
7,185
Theorie
3,217
Theory
3,217
Estimation
2,912
Schätzung
2,911
Zeitreihenanalyse
2,344
Time series analysis
2,341
Börsenkurs
2,200
Share price
2,200
Capital income
2,197
Kapitaleinkommen
2,197
Prognoseverfahren
2,001
Forecasting model
1,999
Aktienmarkt
1,977
Stock market
1,977
Estimation theory
1,522
Schätztheorie
1,522
Risikomaß
1,129
Risk measure
1,129
Spillover effect
1,118
Spillover-Effekt
1,118
Welt
1,084
World
1,084
Exchange rate
1,062
Wechselkurs
1,062
GARCH
998
USA
961
Correlation
959
Korrelation
959
United States
956
Portfolio selection
860
Portfolio-Management
860
Aktienindex
815
Stock index
815
Risk
804
Risiko
797
Financial market
724
more ...
less ...
Online availability
All
Free
3,783
Undetermined
3,428
CC license
386
Type of publication
All
Article
7,817
Book / Working Paper
3,687
Type of publication (narrower categories)
All
Article in journal
7,490
Aufsatz in Zeitschrift
7,490
Graue Literatur
1,828
Non-commercial literature
1,828
Arbeitspapier
1,814
Working Paper
1,814
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
11,406
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
224
Chang, Chia-Lin
91
Gupta, Rangan
91
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
Allen, David E.
31
Degiannakis, Stavros
31
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
211
Journal of econometrics
173
Economic modelling
169
Applied economics
164
Journal of empirical finance
140
International review of economics & finance : IREF
139
International review of financial analysis
139
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
Journal of international financial markets, institutions & money
105
Applied financial economics
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
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)
11,498
RePEc
3
EconStor
2
BASE
1
Showing
791
-
800
of
11,504
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
791
Dynamic co-movement and volatility spillover effect between sukuk and conventional bonds : a comparison study between ASEAN and GCC
Danila, Nevi
;
Noor Azlinna Azizan
;
Suprihadi, Eddy
; …
- In:
Global business review
25
(
2024
)
6
,
pp. 1655-1673
Persistent link: https://www.econbiz.de/10015163191
Saved in:
792
An empirical analysis of price discovery and causal relationship between futures and spot market in India
Sridhar L. S.
- In:
Asia-Pacific journal of management research and innovation
20
(
2024
)
1
,
pp. 40-46
Persistent link: https://www.econbiz.de/10015163317
Saved in:
793
Volatility spillovers of cloud stocks : evidence from China using the dynamic connectedness approach
Lin, Lichao
;
Cheung, Adrian Wai Kong
;
Yan, Wan-Lin
- In:
Accounting and finance
64
(
2024
)
3
,
pp. 3095-3109
Persistent link: https://www.econbiz.de/10015164623
Saved in:
794
COVID-19 and time-frequency spillovers between oil and sectoral stocks and portfolio implications : evidence from China and US economies
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Vo Xuan Vinh
; …
- In:
International economics : the quarterly journal in …
180
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10015166867
Saved in:
795
Examining the dependence structure between carry trade and equity market returns in BRICS economies
Makhanya, Kabelo Collen
;
Bonga-Bonga, Lumengo
; …
- In:
International economic journal
38
(
2024
)
2
,
pp. 365-384
Persistent link: https://www.econbiz.de/10014577873
Saved in:
796
Equity markets volatility clustering : a multiscale analysis of intraday and overnight returns
Zhao, Xiaojun
;
Zhang, Na
;
Zhang, Yali
;
Xu, Chao
;
Shang, …
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014578531
Saved in:
797
Option valuation via nonaffine dynamics with realized volatility
Zhang, Yuanyuan
;
Zhang, Qian
;
Wang, Zerong
;
Wang, Qi
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014578567
Saved in:
798
Tail risk transmission from the United States to emerging stock Markets : empirical evidence from multivariate quantile analysis
Zhang, Yi
;
Zhou, Long
;
Wu, Baoxiu
;
Liu, Fang
- In:
The North American journal of economics and finance : a …
73
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014580778
Saved in:
799
Evaluation of volatility spillovers for asymmetric realized covariance
Maki, Daiki
- In:
The North American journal of economics and finance : a …
73
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014581009
Saved in:
800
Effects of gold, crude oil and their volatility on Nifty 50 : evidence from Indian stock market
Parashar, Arpan
;
Bangur, Peeyush
- In:
International journal of sustainable economy : IJSE
16
(
2024
)
2
,
pp. 231-252
Persistent link: https://www.econbiz.de/10015064775
Saved in:
First
Prev
75
76
77
78
79
80
81
82
83
84
85
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
