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The empirical economics letters : a monthly international journal of economics
Energy economics
253
Finance research letters
169
Applied economics
159
Economic modelling
155
Journal of econometrics
147
International review of financial analysis
136
Journal of empirical finance
132
Research in international business and finance
125
The North American journal of economics and finance : a journal of financial economics studies
123
International review of economics & finance : IREF
113
Journal of banking & finance
113
Economics letters
109
Journal of international financial markets, institutions & money
107
Applied financial economics
101
Discussion paper / Tinbergen Institute
98
International journal of forecasting
93
Journal of risk and financial management : JRFM
88
Journal of forecasting
85
Applied economics letters
77
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
76
Econometric theory
73
The European journal of finance
70
The journal of futures markets
70
Econometric Institute research papers
69
Working paper
68
Journal of financial econometrics : official journal of the Society for Financial Econometrics
65
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
64
International Journal of Energy Economics and Policy : IJEEP
61
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
56
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
54
International journal of economics and financial issues : IJEFI
49
Econometric reviews
46
International journal of finance & economics : IJFE
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Journal of international money and finance
46
International journal of economics and finance
45
Review of quantitative finance and accounting
44
CREATES research paper
43
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
42
Journal of risk
40
The econometrics journal
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1
Dynamic spillover effects of macroeconomic risks on foreign exchange markets in emerging countries
Güngör, Arifenur
;
Güngör, Mahmut Sami
- In:
The empirical economics letters : a monthly …
19
(
2020
)
7
,
pp. 683-692
Persistent link: https://www.econbiz.de/10012596724
Saved in:
2
Impact of COVID-19 on the dependence structure of WTI crude oil spot and future price
Lee, Wo-Chiang
;
Lee, Jhuo-Ying
- In:
The empirical economics letters : a monthly …
19
(
2020
)
11
,
pp. 1299-1312
Persistent link: https://www.econbiz.de/10012599720
Saved in:
3
Improving volatility forecasts with GED-GARCH model: evidence from U.S. stock market
Giacalone, Massimiliano
;
Mattera, Raffaele
;
Cozzucoli, …
- In:
The empirical economics letters : a monthly …
18
(
2019
)
7
,
pp. 785-791
Persistent link: https://www.econbiz.de/10012315480
Saved in:
4
Momentum profits and the transitory and permanent components of volatility: evidence from Taiwan
Liau, Yung-Shi
- In:
The empirical economics letters : a monthly …
18
(
2019
)
11
,
pp. 1169-1178
Persistent link: https://www.econbiz.de/10012372794
Saved in:
5
VaR and persistence of risk shocks in cryptocurrencies market
Souza, Michel Cândido de
- In:
The empirical economics letters : a monthly …
18
(
2019
)
4
,
pp. 379-390
Persistent link: https://www.econbiz.de/10012312390
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6
Measuring conditional hedging effectiveness : a GARCH approach
Lai, Yu-Sheng
- In:
The empirical economics letters : a monthly …
17
(
2018
)
9
,
pp. 1159-1171
Persistent link: https://www.econbiz.de/10012006781
Saved in:
7
Alternative distribution based GARCH models for Bitcoin volatility estimation
Mattera, Raffaele
;
Giacalone, Massimiliano
- In:
The empirical economics letters : a monthly …
17
(
2018
)
11
,
pp. 1283-1288
Persistent link: https://www.econbiz.de/10012006849
Saved in:
8
Volatility spillover effect with time-varying parameters between Bist100 and dow-jones under different regimes
Erer, Elif
;
Erer, Deniz
- In:
The empirical economics letters : a monthly …
17
(
2018
)
3
,
pp. 339-348
Persistent link: https://www.econbiz.de/10011912990
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9
Impact of the political environment on the stock market : an analysis using dummy variables and the GARCH models
Agarwal, Harshit
;
Agarwal, Rashi
- In:
The empirical economics letters : a monthly …
17
(
2018
)
4
,
pp. 481-487
Persistent link: https://www.econbiz.de/10011913162
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10
Uncertainty and consumption : evidence from the VAR-DCC-GARCH model
Kurasawa, Kazutaka
- In:
The empirical economics letters : a monthly …
16
(
2017
)
9
,
pp. 861-871
Persistent link: https://www.econbiz.de/10011906797
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11
Exchange rate volatility and validity of purchasing power parity : a dynamic panel GARCH model
Çağlayan Akay, Ebru
;
Ergin, Nursefa
- In:
The empirical economics letters : a monthly …
16
(
2017
)
1
,
pp. 9-18
Persistent link: https://www.econbiz.de/10011718663
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12
The effect of interest rate spreads on economic activity : evidence from the United States
Chang, Hai Yen
;
Wang, Yung-Chang
- In:
The empirical economics letters : a monthly …
16
(
2017
)
2
,
pp. 83-94
Persistent link: https://www.econbiz.de/10011718799
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13
A contemporary enquiry into the intraday causality between short selling trades and volatility
Baklaci, Hasan F.
;
Süer, Ömür
;
Yelkenci, Tezer
- In:
The empirical economics letters : a monthly …
15
(
2016
)
1
,
pp. 83-90
Persistent link: https://www.econbiz.de/10011580304
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14
The impact of anti-corruption reform on the Chinese stock market
Tsai, Jui-Jung
;
Wang, Yang-Chao
;
You, Guanzhong
- In:
The empirical economics letters : a monthly …
15
(
2016
)
2
,
pp. 113-121
Persistent link: https://www.econbiz.de/10011580368
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15
Using the EGARCH model to examine returns and volatility spillovers in the crude oil and gold markets
Hsu, Tzu-Kuang
;
Tsai, Chin-Chang
- In:
The empirical economics letters : a monthly …
15
(
2016
)
3
,
pp. 239-244
Persistent link: https://www.econbiz.de/10011580516
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16
Co-movements and volatility spillover in Asian Forex Market : a multivariate GARCH and MRA approach
Bhandari, Avishek
;
Yazir P.
;
Hafsal K.
- In:
The empirical economics letters : a monthly …
15
(
2016
)
4
,
pp. 391-404
Persistent link: https://www.econbiz.de/10011580972
Saved in:
17
Volatility and market risk of the pork market in China
Pan, Wei-Fong
- In:
The empirical economics letters : a monthly …
15
(
2016
)
7
,
pp. 697-704
Persistent link: https://www.econbiz.de/10011655819
Saved in:
18
Volatility transmission between oil prices and financial stress
Polat, Onur
;
Polat, Gozde Es
- In:
The empirical economics letters : a monthly …
15
(
2016
)
6
,
pp. 573-584
Persistent link: https://www.econbiz.de/10011655876
Saved in:
19
The day of the week effecton returns, volatility and volume of Shariah index
Munusany, Dharani
- In:
The empirical economics letters : a monthly …
15
(
2016
)
6
,
pp. 608-618
Persistent link: https://www.econbiz.de/10011655904
Saved in:
20
BRIC’s risk management based on an innovative VaR
Matos, Paulo
;
Cruz, Rogério
;
Jucá, Iana
;
Azevedo, Alana
- In:
The empirical economics letters : a monthly …
14
(
2015
)
7
,
pp. 697-704
Persistent link: https://www.econbiz.de/10011419292
Saved in:
21
Conditional Autoregressive Range (CARR) based volatility spillover index for the Eurozone markets
Bayraci, Selcuk
;
Demiralay, Sercan
- In:
The empirical economics letters : a monthly …
13
(
2014
)
6
,
pp. 595-603
Persistent link: https://www.econbiz.de/10010519718
Saved in:
22
An empirical analysis of the WTI oil price returns and volatility spillover in the USA
Wei, Ching Chun
;
Chen, Chung-Hsuan
- In:
The empirical economics letters : a monthly …
13
(
2014
)
6
,
pp. 663-674
Persistent link: https://www.econbiz.de/10010520049
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23
Long memory in electricity prices return and volatility : evidence from OMEL and OMIP markets
Lotfi, Issam
;
Eddahbi, M'hamed
;
El Qalli, Yassine
- In:
The empirical economics letters : a monthly …
13
(
2014
)
11
,
pp. 1187-1196
Persistent link: https://www.econbiz.de/10010527296
Saved in:
24
Evaluating the hedging effectiveness in Crude Palm Oil futures market : a bivariate threshold GARCH model
Go, You-How
;
Lau, Wee-Yeap
- In:
The empirical economics letters : a monthly …
13
(
2014
)
11
,
pp. 1159-1170
Persistent link: https://www.econbiz.de/10010527301
Saved in:
25
Inflation and inflation uncertainty in Turkey
Doğru, Bülent
- In:
The empirical economics letters : a monthly …
13
(
2014
)
4
,
pp. 401-411
Persistent link: https://www.econbiz.de/10010406029
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26
Recent evolution of long term interest rates in Spain in relation to other European Union countries
Iglesias, Emma M.
;
Loureiro, Angel M.
- In:
The empirical economics letters : a monthly …
13
(
2014
)
3
,
pp. 227-236
Persistent link: https://www.econbiz.de/10010406587
Saved in:
27
Exact inference for Value-at-Risk
Rhee, Hongjai
- In:
The empirical economics letters : a monthly …
12
(
2013
)
9
,
pp. 967-974
Persistent link: https://www.econbiz.de/10010362324
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28
Nonlinear investigation for the impact of oil price volatility on the fundamental analysis
Nieh, Chien-chung
;
Yao, Hsueh-chu
- In:
The empirical economics letters : a monthly …
12
(
2013
)
8
,
pp. 825-834
Persistent link: https://www.econbiz.de/10010363111
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29
Speed of reaction of share price indices to macroeconomic information
Sree Vinutha V.
;
Rao, S. V. D. Nageswara
- In:
The empirical economics letters : a monthly …
12
(
2013
)
10
,
pp. 1141-1153
Persistent link: https://www.econbiz.de/10010363750
Saved in:
30
Analysis of the contagion during the subprime financial crisis using GARCH BEKK model
Bouaziz, Meriam Chihi
;
Boujelbene, Younes
- In:
The empirical economics letters : a monthly …
11
(
2012
)
4
,
pp. 377-389
Persistent link: https://www.econbiz.de/10009758197
Saved in:
31
Relationship between inflation and inflation uncertainty in Ghana
Aidoo, Eric N.
;
Saeed, Bashiru I. I.
;
Boadi, Emmanuel A.
- In:
The empirical economics letters : a monthly …
11
(
2012
)
4
,
pp. 323-331
Persistent link: https://www.econbiz.de/10009758204
Saved in:
32
Long memory volatility in the stock market returns : evidence from the crisis in Hong Kong
Selmi, Nadhem
;
Hachicha, Nejib
;
Ajmi, Ahdi Noomen
- In:
The empirical economics letters : a monthly …
10
(
2011
)
3
,
pp. 269-280
Persistent link: https://www.econbiz.de/10009507371
Saved in:
33
Volatility transmission between exchange rate and interest rate in the G7 countries
Kao, Chiu-fen
;
Shyu, David
;
Chen, Ming-chi
- In:
The empirical economics letters : a monthly …
10
(
2011
)
1
,
pp. 87-95
Persistent link: https://www.econbiz.de/10009507457
Saved in:
34
A multivariate GARCH analysis for South and North American stock market volatility
Ajmi, Ahdi Noomen
- In:
The empirical economics letters : a monthly …
10
(
2011
)
6
,
pp. 603-612
Persistent link: https://www.econbiz.de/10009512418
Saved in:
35
Price discovery and up-tick rule in Taiwan
Lin, Ching-chung
;
Chan, Shih-ju
- In:
The empirical economics letters : a monthly …
10
(
2011
)
4
,
pp. 417-424
Persistent link: https://www.econbiz.de/10009512494
Saved in:
36
The impacts of energy price volatility through macroeconomic variables in Turkey
Gozgor, Giray
- In:
The empirical economics letters : a monthly …
10
(
2011
)
4
,
pp. 395-404
Persistent link: https://www.econbiz.de/10009512498
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