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
Retain my current filters
~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
An Empirical Note on Weather E...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
ARCH model
Australia
110
Australien
106
Estimation
29
Schätzung
29
Aktienmarkt
24
Stock market
24
Islamic finance
21
Capital income
20
Islamisches Finanzsystem
20
Kapitaleinkommen
20
Theorie
20
Theory
20
Volatility
18
Volatilität
18
Börsenkurs
16
Share price
16
Welt
16
World
16
Data envelopment analysis
14
Efficiency
14
Effizienz
14
ARCH-Modell
13
Data-Envelopment-Analyse
12
Financial market
12
Finanzmarkt
12
KMU
12
SME
12
Technical efficiency
11
Technische Effizienz
11
Bank
9
Energiemarkt
9
Energy market
9
Art trade
8
Corporate finance
8
Efficient market hypothesis
8
Effizienzmarkthypothese
8
Electricity price
8
Fiscal illusion
8
Fiskalillusion
8
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
7
Book / Working Paper
6
Type of publication (narrower categories)
All
Arbeitspapier
6
Article in journal
6
Aufsatz in Zeitschrift
6
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
13
Author
All
Worthington, Andrew Charles
13
Higgs, Helen
8
Kay-Spratley, Adam
2
Lien, Gudbrand
1
Ryan, Suzanne K.
1
Sotoudeh, M-Ali
1
Taing, Siv Heng
1
West, Tracey
1
more ...
less ...
Published in...
All
Discussion papers in economics, finance and international competitiveness
6
Economic analysis and policy : EAP ; journal of the Economic Society of Australia
2
Applied economics letters
1
Energy economics
1
Global business & economics review
1
Journal of applied economics
1
Modelling prices in competitive electricity markets
1
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A multivariate GARCH analysis of equity returns and volatility in Asian equity markets
Worthington, Andrew Charles
;
Higgs, Helen
-
2001
Persistent link: https://www.econbiz.de/10001601635
Saved in:
2
Macroeconomic risk factors in Australian real estate, listed property trust & property sector stock returns : a comparative analysis using GARCH-M
West, Tracey
;
Worthington, Andrew Charles
-
2003
Persistent link: https://www.econbiz.de/10001812625
Saved in:
3
A multivariate GARCH analysis of the domestic transmission of energy commodity prices and volatility : a comparison of the peak and off-peak periods in the Australian electricity spot market
Worthington, Andrew Charles
;
Higgs, Helen
-
2003
Persistent link: https://www.econbiz.de/10001742533
Saved in:
4
The relationship between energy spot and futures prices : evidence from the Australian electricity market
Worthington, Andrew Charles
;
Higgs, Helen
-
2002
Persistent link: https://www.econbiz.de/10001715952
Saved in:
5
Time-varying market, interest rate and exchange rate risk in Australian bank portfolio stock returns : a Garch-M approach
Ryan, Suzanne K.
;
Worthington, Andrew Charles
-
2002
Persistent link: https://www.econbiz.de/10001677735
Saved in:
6
Transmission of returns and volatility in art markets : a multivariate GARCH analysis
Higgs, Helen
;
Worthington, Andrew Charles
- In:
Applied economics letters
11
(
2004
)
4
,
pp. 217-222
Persistent link: https://www.econbiz.de/10002001478
Saved in:
7
Transmission of prices and price volatility in Australian electricity spot markets : a multivariate GARCH analysis
Worthington, Andrew Charles
;
Kay-Spratley, Adam
;
Higgs, …
-
2002
Persistent link: https://www.econbiz.de/10001683703
Saved in:
8
Transmission of prices and price volatility in Australian electricity spot markets : a multivariate GARCH analysis
Worthington, Andrew Charles
;
Kay-Spratley, Adam
;
Higgs, …
- In:
Energy economics
27
(
2005
)
2
,
pp. 337-350
Persistent link: https://www.econbiz.de/10002875191
Saved in:
9
Transmission of prices and volatility in the Australian electricity spot markets
Worthington, Andrew Charles
;
Higgs, Helen
- In:
Modelling prices in competitive electricity markets
,
(pp. [217]-229)
.
2004
Persistent link: https://www.econbiz.de/10003232867
Saved in:
10
Return relationships among European equity sectors : a comparative analysis across selected sectors in small and large economies
Taing, Siv Heng
;
Worthington, Andrew Charles
- In:
Journal of applied economics
8
(
2005
)
2
,
pp. 371-388
Persistent link: https://www.econbiz.de/10003310852
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
