//--> //--> //-->
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:"Economic modelling"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"Risk"
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_exact:"ARCH model"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Risk
ARCH model
262
ARCH-Modell
262
Volatility
181
Volatilität
181
Estimation
88
Schätzung
88
Aktienmarkt
83
Stock market
83
Börsenkurs
68
Capital income
68
Kapitaleinkommen
68
Share price
68
Forecasting model
45
Prognoseverfahren
45
Spillover effect
45
Spillover-Effekt
45
Theorie
44
Theory
44
Time series analysis
42
Zeitreihenanalyse
42
Correlation
37
Financial crisis
37
Finanzkrise
37
Korrelation
37
Welt
36
World
36
Oil price
32
Ölpreis
32
USA
31
United States
31
Risikomaß
30
Risk measure
30
Exchange rate
28
Wechselkurs
28
Portfolio selection
25
Portfolio-Management
25
China
23
Financial market
23
Finanzmarkt
23
Commodity derivative
22
more ...
less ...
Online availability
All
Undetermined
10
Type of publication
All
Article
15
Type of publication (narrower categories)
All
Article in journal
15
Aufsatz in Zeitschrift
15
Language
All
English
15
Author
All
Cao, Yufei
1
Chan, Ying Tung
1
Chiang, Thomas C.
1
Christensen, Bent Jesper
1
Dong, Yilin
1
Fountas, Stilianos
1
Garrett, Ian
1
Gatfaoui, Hayette
1
Hsu, Yuan-Lin
1
Huang, Tzu-Hui
1
Hung, Ming-Chin
1
Karanasos, Menelaos
1
Li, Huimin
1
Lin, Shih-kuei
1
Liu, Wei
1
Ma, Feng
1
Morelli, David
1
Mudakkar, Syeda Rabab
1
Naseem, Imran
1
Nielsen, Morten Ørregaard
1
Riedel, Christoph
1
Sarwar, Ghulam
1
Shah Ud Din, Ghias
1
Shively, Gerald E.
1
Smallwood, Aaron D.
1
Uppal, Jamshed Y.
1
Wagner, Niklas F.
1
Wang, Jiqian
1
Wang, Tianyang
1
Wu, Lan
1
Zaman, Khalid
1
Zheng, Dazhi
1
Zhu, Jie
1
more ...
less ...
Published in...
All
Economic modelling
Journal of international financial markets, institutions & money
Finance research letters
22
Energy economics
20
International review of economics & finance : IREF
11
Applied economics
10
Research in international business and finance
9
The North American journal of economics and finance : a journal of financial economics studies
9
Department of Economics working paper series
8
International review of financial analysis
7
Journal of banking & finance
7
Journal of risk
7
Applied economics letters
6
Economics letters
6
Journal of empirical finance
6
Journal of risk and financial management : JRFM
6
International journal of economics and financial issues : IJEFI
5
Macroeconomic dynamics
5
The empirical economics letters : a monthly international journal of economics
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Journal of international money and finance
4
Journal of macroeconomics
4
Annals of financial economics
3
Cogent economics & finance
3
Computational economics
3
Financial innovation : FIN
3
International Journal of Financial Studies : open access journal
3
International journal of forecasting
3
Journal of Asian economics
3
Journal of business economics and management
3
Oxford bulletin of economics and statistics
3
Review of quantitative finance and accounting
3
Risks : open access journal
3
Scottish journal of political economy : the journal of the Scottish Economic Society
3
The European journal of finance
3
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Theoretical economics letters
3
Baltic journal of economics
2
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
2
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
15
of
15
Sort
Relevance
Date (newest first)
Date (oldest first)
1
International stock volatility predictability : new evidence from uncertainties
Wang, Jiqian
;
Ma, Feng
;
Wang, Tianyang
;
Wu, Lan
- In:
Journal of international financial markets, …
85
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014433290
Saved in:
2
Regime-dependent effects of macroeconomic uncertainty on realized volatility in the US stock market
Liu, Wei
;
Garrett, Ian
- In:
Economic modelling
128
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014464307
Saved in:
3
Market risks that change US-European equity correlations
Sarwar, Ghulam
- In:
Journal of international financial markets, …
83
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014306348
Saved in:
4
Extreme risk spillovers across financial markets under different crises
Cao, Yufei
- In:
Economic modelling
116
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014512465
Saved in:
5
How does oil price volatility affect unemployment rates? : a dynamic stochastic general equilibrium model
Chan, Ying Tung
;
Dong, Yilin
- In:
Economic modelling
114
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013367576
Saved in:
6
Analyzing exchange rate uncertainty and bilateral export growth in China : a multivariate GARCH-based approach
Smallwood, Aaron D.
- In:
Economic modelling
82
(
2019
),
pp. 332-344
Persistent link: https://www.econbiz.de/10012203131
Saved in:
7
Empirical analysis of stock indices under a regime-switching model with dependent jump size risks
Hsu, Yuan-Lin
;
Lin, Shih-kuei
;
Hung, Ming-Chin
;
Huang, …
- In:
Economic modelling
54
(
2016
),
pp. 260-275
Persistent link: https://www.econbiz.de/10011642172
Saved in:
8
The impact of financial crises on the risk-return tradeoff and the leverage effect
Christensen, Bent Jesper
;
Nielsen, Morten Ørregaard
; …
- In:
Economic modelling
49
(
2015
),
pp. 407-418
Persistent link: https://www.econbiz.de/10011439598
Saved in:
9
Is risk higher during non-trading periods? : the risk trade-off for intraday versus overnight market returns
Riedel, Christoph
;
Wagner, Niklas F.
- In:
Journal of international financial markets, …
39
(
2015
),
pp. 53-64
Persistent link: https://www.econbiz.de/10011475596
Saved in:
10
The intertemporal risk-return relationship : evidence from international markets
Chiang, Thomas C.
;
Li, Huimin
;
Zheng, Dazhi
- In:
Journal of international financial markets, …
39
(
2015
),
pp. 156-180
Persistent link: https://www.econbiz.de/10011475720
Saved in:
11
Momentum profits and conditional time-varying systematic risk
Morelli, David
- In:
Journal of international financial markets, …
29
(
2014
),
pp. 242-255
Persistent link: https://www.econbiz.de/10010412145
Saved in:
12
Translating financial integration into correlation risk : a weekly reporting's viewpoint for the volatility behavior of stock markets
Gatfaoui, Hayette
- In:
Economic modelling
30
(
2013
),
pp. 776-791
Persistent link: https://www.econbiz.de/10009708799
Saved in:
13
Foreign exchange risk in a managed float regime : a case study of Pakistani rupee
Mudakkar, Syeda Rabab
;
Uppal, Jamshed Y.
;
Zaman, Khalid
; …
- In:
Economic modelling
35
(
2013
),
pp. 409-417
Persistent link: https://www.econbiz.de/10010259786
Saved in:
14
The relationship between economic growth and real uncertainty in the G3
Fountas, Stilianos
;
Karanasos, Menelaos
- In:
Economic modelling
23
(
2006
)
4
,
pp. 638-647
Persistent link: https://www.econbiz.de/10003353913
Saved in:
15
Price thresholds, price volatility, and the private costs of investment in a developing country grain market
Shively, Gerald E.
- In:
Economic modelling
18
(
2001
)
3
,
pp. 399-414
Persistent link: https://www.econbiz.de/10001592782
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->