//--> //--> //--> //-->
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"
~subject:"ARCH model"
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
Term structures of implied vol...
Similar by subject
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Volatility
337
Volatilität
336
Estimation
129
Schätzung
129
ARCH-Modell
108
Börsenkurs
94
Share price
94
Theorie
90
Theory
90
Capital income
76
Kapitaleinkommen
76
Aktienmarkt
75
Stock market
75
Welt
72
World
72
Yield curve
72
Zinsstruktur
72
Forecasting model
64
Prognoseverfahren
64
Time series analysis
61
Zeitreihenanalyse
61
Exchange rate
49
Wechselkurs
49
Oil price
47
Ölpreis
47
Spillover effect
46
Spillover-Effekt
46
Financial crisis
41
Finanzkrise
41
China
37
USA
37
United States
37
Risiko
36
Risk
36
Geldpolitik
34
Monetary policy
34
Commodity derivative
31
Rohstoffderivat
31
Correlation
30
more ...
less ...
Online availability
All
Undetermined
65
Type of publication
All
Article
108
Type of publication (narrower categories)
All
Article in journal
108
Aufsatz in Zeitschrift
108
Conference paper
2
Konferenzbeitrag
2
Language
All
English
108
Author
All
Huang, Zhuo
3
Kumar, Dilip
3
Ma, Feng
3
Todorova, Neda
3
Wang, Tianyi
3
Zhang, Yaojie
3
Ahmed, Abdullahi Dahir
2
Gupta, Rangan
2
Huo, Rui
2
Jayawardena, Nirodha I.
2
Joëts, Marc
2
Li, Bin
2
Liang, Fang
2
Liu, Jing
2
Maheswaran, S.
2
Min, Hong-ghi
2
Pal, Debdatta
2
Sadorsky, Perry A.
2
Su, Jen-je
2
Abdallah, Oussama
1
Abosedra, Salah S.
1
Aftab, Muhammad
1
Ahmad, Wasim
1
Alaoui, Abdelkader O. el
1
Alexandre, Fernando
1
Alotaibi, Abdullah R.
1
Amendola, Alessandra
1
Ameur, Hachmi Ben
1
Araissi, Mahmoud
1
Aslanidis, Nektarios
1
Asutay, Mehmet
1
Avdoulas, Christos
1
Azad, A. S. M. Sohel
1
Babikir, Ali
1
Bahmani-Oskooee, Mohsen
1
Balcilar, Mehmet
1
Batten, Jonathan A.
1
Baumöhl, Eduard
1
Baç~ao, Pedro
1
Beckmann, Joscha
1
more ...
less ...
Published in...
All
Economic modelling
Energy economics
212
Finance research letters
129
Applied economics
106
International review of financial analysis
106
The North American journal of economics and finance : a journal of financial economics studies
101
Journal of empirical finance
92
Research in international business and finance
92
International review of economics & finance : IREF
87
Journal of international financial markets, institutions & money
75
Journal of risk and financial management : JRFM
69
Journal of econometrics
66
Applied financial economics
62
International journal of forecasting
61
Journal of banking & finance
59
Journal of forecasting
57
Discussion paper / Tinbergen Institute
52
Economics letters
52
Applied economics letters
50
International Journal of Energy Economics and Policy : IJEEP
48
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
45
Journal of financial econometrics : official journal of the Society for Financial Econometrics
41
The journal of futures markets
41
Econometric Institute research papers
40
International journal of finance & economics : IJFE
39
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
39
Working paper
39
The European journal of finance
37
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
32
International journal of economics and financial issues : IJEFI
32
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
31
International journal of economics and finance
30
Cogent economics & finance
29
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
29
The empirical economics letters : a monthly international journal of economics
29
Pacific-Basin finance journal
28
Review of quantitative finance and accounting
28
Journal of international money and finance
27
Journal of financial econometrics
25
Journal of economics and finance
23
more ...
less ...
Source
All
ECONIS (ZBW)
108
Showing
1
-
10
of
108
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Value-at-risk estimates of the stock indices in developed and emerging markets including the spillover effects of currency market
Su, Jung-bin
- In:
Economic modelling
46
(
2015
),
pp. 204-224
Persistent link: https://www.econbiz.de/10011436595
Saved in:
2
Volatility forecast of country ETF : the sequential information arrival hypothesis
Tseng, Tseng-Chan
;
Lee, Chien-chiang
;
Chen, Mei-Ping
- In:
Economic modelling
47
(
2015
),
pp. 228-234
Persistent link: https://www.econbiz.de/10011439071
Saved in:
3
International swap market contagion and volatility
Azad, A. S. M. Sohel
;
Batten, Jonathan A.
;
Fang, Victor
; …
- In:
Economic modelling
47
(
2015
),
pp. 355-371
Persistent link: https://www.econbiz.de/10011439454
Saved in:
4
Sudden changes in extreme value volatility estimator : modeling and forecasting with economic significance analysis
Kumar, Dilip
- In:
Economic modelling
49
(
2015
),
pp. 354-371
Persistent link: https://www.econbiz.de/10011439594
Saved in:
5
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:
6
Correlations between oil and stock markets : a wavelet-based approach
Martín-Barragán, Belén
;
Ramos, Sofia B.
;
Veiga, Helena
- In:
Economic modelling
50
(
2015
),
pp. 212-227
Persistent link: https://www.econbiz.de/10011440530
Saved in:
7
The course of realized volatility in the LME non-ferrous metal market
Todorova, Neda
- In:
Economic modelling
51
(
2015
),
pp. 1-12
Persistent link: https://www.econbiz.de/10011475768
Saved in:
8
Modeling high-frequency volatility with three-state FIGARCH models
Shi, Yanlin
;
Ho, Kin-Yip
- In:
Economic modelling
51
(
2015
),
pp. 473-483
Persistent link: https://www.econbiz.de/10011476127
Saved in:
9
Measuring financial market risk contagion using dynamic MRS-Copula models : the case of Chinese and other international stock markets
Changqing, Luo
;
Chi, Xie
;
Cong, Yu
;
Yan, Xu
- In:
Economic modelling
51
(
2015
),
pp. 657-671
Persistent link: https://www.econbiz.de/10011476241
Saved in:
10
Forecasting the aggregate oil price volatility in a data-rich environment
Ma, Feng
;
Liu, Jing
;
Wahab, M. I. M.
;
Zhang, Yaojie
- In:
Economic modelling
72
(
2018
),
pp. 320-332
Persistent link: https://www.econbiz.de/10012100341
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->