EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"conditional heteroscedasticity"
Narrow search

Narrow search

Year of publication
Subject
All
ARCH-Modell 3,777 ARCH model 3,776 Volatility 2,340 Volatilität 2,339 Theorie 1,144 Theory 1,143 Estimation 929 Schätzung 929 Zeitreihenanalyse 894 Time series analysis 893 Börsenkurs 698 Share price 698 Capital income 689 Kapitaleinkommen 689 Forecasting model 660 Prognoseverfahren 660 Schätztheorie 610 Estimation theory 609 Aktienmarkt 502 Stock market 502 Exchange rate 342 Wechselkurs 342 Spillover effect 336 Spillover-Effekt 336 Risikomaß 333 Risk measure 333 Welt 319 World 319 Correlation 306 Korrelation 306 GARCH 282 Risk 245 Portfolio selection 244 Portfolio-Management 244 Financial market 243 Finanzmarkt 243 Risiko 243 Aktienindex 235 Stock index 235 Stochastic process 231
more ... less ...
Online availability
All
Free 3,826 CC license 385
Type of publication
All
Book / Working Paper 2,852 Article 973 Other 1
Type of publication (narrower categories)
All
Working Paper 1,431 Arbeitspapier 1,428 Graue Literatur 1,412 Non-commercial literature 1,412 Article in journal 963 Aufsatz in Zeitschrift 963 Hochschulschrift 33 Thesis 19 Collection of articles of several authors 8 Collection of articles written by one author 8 Sammelwerk 8 Sammlung 8 Article 6 Conference paper 5 Forschungsbericht 5 Konferenzbeitrag 5 Systematic review 3 Übersichtsarbeit 3 Aufsatzsammlung 2 Case study 2 Fallstudie 2 Konferenzschrift 1 Research Report 1
more ... less ...
Language
All
English 3,797 Undetermined 17 German 7 Spanish 3 French 1 Polish 1 Russian 1
more ... less ...
Author
All
McAleer, Michael 157 Chang, Chia-Lin 68 Caporale, Guglielmo Maria 42 Hafner, Christian M. 39 Bauwens, Luc 38 Gupta, Rangan 35 Teräsvirta, Timo 33 Caporin, Massimiliano 32 Rombouts, Jeroen V. K. 29 Conrad, Christian 28 Asai, Manabu 26 Allen, David E. 24 Engle, Robert F. 24 Koopman, Siem Jan 21 Rahbek, Anders 20 Silvennoinen, Annastiina 20 Linton, Oliver 19 Bollerslev, Tim 18 Lütkepohl, Helmut 18 Ardia, David 17 Diebold, Francis X. 17 Hansen, Peter Reinhard 17 Herwartz, Helmut 17 Karanasos, Menelaos 17 Sheppard, Kevin 17 Spagnolo, Nicola 17 Degiannakis, Stavros Antonios 16 Lucas, André 16 Paolella, Marc S. 16 Saikkonen, Pentti 16 Christoffersen, Peter F. 15 Mittnik, Stefan 15 Singh, Abhay Kumar 15 Xu, Yongdeng 15 Andersen, Torben 14 Laurent, Sébastien 14 Meitz, Mika 14 Miller, Stephen M. 14 Ravazzolo, Francesco 14 Shephard, Neil G. 14
more ... less ...
Institution
All
National Bureau of Economic Research 21 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 16 Ekonomiska forskningsinstitutet <Stockholm> 11 Econometrisch Instituut <Rotterdam> 8 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 Center for Economic Research <Tilburg> 2 Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE) 2 Department of International and European Economic Studies, Athens University of Economics and Business (AUEB) 2 Federal Reserve Bank of St. Louis 2 Instituto Valenciano de Investigaciones Económicas 2 Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia 2 Tilburg University, Center for Economic Research 2 Université de Montréal / Département de sciences économiques 2 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 Bank of Canada 1 Bank of Greece 1 Brown University / Department of Economics 1 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 1 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 1 Centre de Recherche sur l'Emploi et les Fluctuations Économiques (CREFÉ), École des Sciences de la Gestion (ESG) 1 Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio> 1 Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre 1 Cowles Foundation for Research in Economics, Yale University 1 Department of Economics, Virginia Polytechnic Institute and State University (Virginia Tech) 1 Département d'Économique, Université Laval 1 Econometric Society 1 Economics Institute for Research (SIR), Handelshögskolan i Stockholm 1 Erasmus Research Institute of Management 1 Federal Reserve Bank of San Francisco 1 Gottfried Wilhelm Leibniz Universität Hannover 1 Groupe de recherche en économie de l'énergie, de l'environnement et des ressources naturelles, Université Laval 1 HAL 1 Henley Business School, University of Reading 1 Institut d'Économie Appliquée, HEC Montréal (École des Hautes Études Commerciales) 1 International Center for Financial Asset Management and Engineering 1 Leibniz-Institut für Agrarentwicklung in Transformationsökonomien 1 London School of Economics (LSE) 1
more ... less ...
Published in...
All
Discussion paper / Tinbergen Institute 109 Journal of risk and financial management : JRFM 91 International Journal of Energy Economics and Policy : IJEEP 71 Econometric Institute research papers 69 CREATES research paper 53 International journal of economics and financial issues : IJEFI 52 Cogent economics & finance 51 Working paper 49 CORE discussion papers : DP 36 Financial innovation : FIN 36 Risks : open access journal 36 Working papers 36 CESifo working papers 34 Econometrics : open access journal 32 International Journal of Financial Studies : open access journal 27 Economies : open access journal 26 SFB 649 discussion paper 26 CBN journal of applied statistics 22 Department of Economics working paper series 22 SSE EFI working paper series in economics and finance 21 CORE discussion paper : DP 20 Economics and finance working paper series 20 Cambridge working papers in economics 19 NBER working paper series 19 Quantitative finance and economics 19 Research paper series / Swiss Finance Institute 19 Working paper series 19 CFS working paper series 18 Iranian economic review : journal of University of Tehran 18 Discussion papers of interdisciplinary research project 373 16 IES working paper 14 IWQW discussion paper series 14 Discussion papers / Deutsches Institut für Wirtschaftsforschung 13 IMF working papers 13 NBER Working Paper 13 Swiss Finance Institute Research Paper 13 Borsa Istanbul Review 12 Working paper series / European Central Bank 12 Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP) 11 Working paper / Department of Econometrics and Business Statistics, Monash University 11
more ... less ...
Source
All
ECONIS (ZBW) 3,781 RePEc 32 EconStor 10 BASE 3
Showing 1 - 10 of 3,826
Cover Image
Inflation dynamics and persistence : the importance of the uncertainty channel
Canepa, Alessandra - In: The North American journal of economics and finance : a … 72 (2024), pp. 1-16
Persistent link: https://www.econbiz.de/10014534818
Saved in:
Cover Image
Evaluating the effects of the monetary policy on the total stock market index in the Iranian economy : using the TVP-VAR and GARCH approaches
Zarei, Zhale; Hemmati, Maryam; Davoudi, Pedram - In: Iranian economic review : journal of University of Tehran 28 (2024) 3, pp. 899-920
Persistent link: https://www.econbiz.de/10015402933
Saved in:
Cover Image
Dynamic impact of foreign exchange trading volume on foreign exchange volatility
Kang, Jong Woo; Cabaero, Carlos - 2025
Foreign exchange (FX) trading volume is a key factor in exchange rate volatility. Given the important role of volatility in economic growth and stability, this paper investigates the dynamic nature of exchange trading volume on exchange rate volatility using hourly high-frequency data. The...
Persistent link: https://www.econbiz.de/10015194391
Saved in:
Cover Image
Predicting cryptocurrency volatility : the power of model clustering
Qiu, Yue; Qu, Shaoguang; Shi, Zhentao; Xie, Tian - In: Economic modelling 144 (2025), pp. 1-15
Persistent link: https://www.econbiz.de/10015195169
Saved in:
Cover Image
The shifted GARCH model with affine variance : applications in pricing
Escobar, Marcos; Hou, Yangyang; Stentoft, Lars - In: Finance research letters 71 (2025), pp. 1-8
Persistent link: https://www.econbiz.de/10015197067
Saved in:
Cover Image
Trading VIX on volatility forecasts : another volatility puzzle?
Degiannakis, Stavros; Delis, Panagiotis; Filis, George; … - 2025
Persistent link: https://www.econbiz.de/10015197247
Saved in:
Cover Image
Sovereign risk and stock market response to natural disasters in emerging economies
Bermúdez-Cespedes, Juan Pablo; Melo-Velandia, Luis Fernando - 2025
Persistent link: https://www.econbiz.de/10015326234
Saved in:
Cover Image
Examining impact of inflation and inflation volatility on economic growth : evidence from European Union economies
Pappas, Anastasios; Boukas, Nikolaos - In: Economies : open access journal 13 (2025) 2, pp. 1-18
Examining the economies of the European Union from 2000 to 2023, we have found no strong evidence that the inflation rate has a negative impact on economic growth. In contrast, in line with conventional economic theory, higher interest rates are associated with lower economic growth. The results...
Persistent link: https://www.econbiz.de/10015210370
Saved in:
Cover Image
Modeling gasoline price volatility
Kamocsai, László; Ormos, Mihály - In: Finance research letters 73 (2025), pp. 1-9
Persistent link: https://www.econbiz.de/10015210877
Saved in:
Cover Image
Shocked: Electricity Price Volatility Spillovers in Europe
Cevik, Serhan - 2025
European electricity markets are in the midst of unprecedented changes-caused by Russia's invasion of Ukraine and the rise of renewable sources of energy. Using high-frequency data, this paper investigates volatility spillovers across 24 countries in the European Union (EU) during the period...
Persistent link: https://www.econbiz.de/10015328189
Saved in:
  • 1
  • 2
  • 3
  • 4
  • 5
  • 6
  • 7
  • 8
  • 9
  • 10
  • 11
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...