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
Multivariate tests of asset pr...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
ARCH model
Theorie
83
Theory
83
Australia
77
Australien
74
Capital income
68
Kapitaleinkommen
68
Volatility
59
Volatilität
58
Estimation
56
Aktienmarkt
55
Schätzung
55
Stock market
55
Pakistan
48
Börsenkurs
44
Share price
44
USA
39
United States
39
Welt
39
World
39
Portfolio selection
31
Portfolio-Management
31
Exchange rate
27
Wechselkurs
27
CAPM
25
Emerging economies
24
Schwellenländer
24
ARCH-Modell
22
Beta risk
21
Betafaktor
21
China
20
Derivat
20
Derivative
20
Inflation
19
Börsengang
18
Data envelopment analysis
18
Initial public offering
18
Data-Envelopment-Analyse
17
Estimation theory
17
Schätztheorie
17
more ...
less ...
Online availability
All
Undetermined
8
Free
3
Type of publication
All
Article
20
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
19
Aufsatz in Zeitschrift
19
Aufsatz im Buch
1
Book section
1
Diskette
1
Floppy disk
1
Language
All
English
22
Author
All
Brooks, Robert
18
Do, Hung Xuan
6
Faff, Robert W.
4
Iqbal, Javed
3
Sirimon Treepongkaruna
3
Bissoondoyal-Bheenick, Emawtee
2
Fry, Tim R. L.
2
McKenzie, Michael D.
2
Wu, Eliza
2
Abrorov, Sirojiddin
1
Azher, Sara
1
Aziz, Zohaib
1
Burkhanov, Aktam Usmanovich
1
Chi, Wei
1
Enders, Walter
1
Galagedera, Don U. A.
1
Hasanov, Akram Shavkatovich
1
Jabeen, Sitara
1
Moorhead, Simon
1
Nath, Harmindar B.
1
Nguyen, Duc Khuong
1
Nosheen, Misbah
1
Pei Pei Tan
1
Pick Schen Yip
1
Smyth, Russell
1
Sokulsky, David L.
1
Sze Shi Ting
1
Teterin, Pavel
1
Wohar, Mark E.
1
more ...
less ...
Published in...
All
International review of economics & finance : IREF
2
International review of financial analysis
2
The Lahore journal of economics
2
Applied financial economics
1
Asia Pacific financial markets
1
Australian journal of management
1
Emerging markets review
1
Energy economics
1
Global finance journal
1
Journal of accounting & management information systems : JAMIS
1
Journal of applied econometrics
1
Journal of empirical finance
1
Journal of international financial markets, institutions & money
1
Journal of international money and finance
1
Malaysian journal of economic studies
1
McGraw-Hill series in advanced finance
1
Papers in efficiency, effectiveness and international competitiveness
1
The European journal of finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
22
Showing
1
-
10
of
22
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modelling price movement in trading volume-volatility relations
Pei Pei Tan
;
Galagedera, Don U. A.
;
Sze Shi Ting
- In:
Malaysian journal of economic studies
52
(
2015
)
2
,
pp. 135-156
Persistent link: https://www.econbiz.de/10011452838
Saved in:
2
Value-at-risk and expected stock returns : evidence from Pakistan
Iqbal, Javed
;
Azher, Sara
- In:
The Lahore journal of economics
19
(
2014
)
2
,
pp. 71-100
Persistent link: https://www.econbiz.de/10010478712
Saved in:
3
Testing the dynamic linkages of the Pakistani stock market with regional and global markets
Aziz, Zohaib
;
Iqbal, Javed
- In:
The Lahore journal of economics
22
(
2017
)
2
,
pp. 89-116
Persistent link: https://www.econbiz.de/10011888214
Saved in:
4
The asymmetric effects of exchange rate volatility on Pakistan-Japan commodity trade : evidence from non-linear ARDL approach
Iqbal, Javed
;
Jabeen, Sitara
;
Nosheen, Misbah
;
Wohar, …
- In:
Asia Pacific financial markets
31
(
2024
)
3
,
pp. 657-732
Persistent link: https://www.econbiz.de/10015072368
Saved in:
5
Power arch modelling of the volatility of emerging equity markets
Brooks, Robert
- In:
Emerging markets review
8
(
2007
)
2
,
pp. 124-133
Persistent link: https://www.econbiz.de/10003453664
Saved in:
6
A multi-country study of power ARCH models and national stock market returns
Brooks, Robert
(
contributor
)
- In:
Journal of international money and finance
19
(
2000
)
3
,
pp. 377-397
Persistent link: https://www.econbiz.de/10001485273
Saved in:
7
Research design issues in time-series modelling of financial market volatility
McKenzie, Michael D.
;
Brooks, Robert
-
1999
Persistent link: https://www.econbiz.de/10001372125
Saved in:
8
GARCH modelling of individual stock data : the impact of censoring, firm size and trading volume
Brooks, Robert
;
Faff, Robert W.
;
Fry, Tim R. L.
- In:
Journal of international financial markets, …
11
(
2001
)
2
,
pp. 215-222
Persistent link: https://www.econbiz.de/10001575257
Saved in:
9
GARCH modeling of individual stock data : the impact of censoring, firm size and trading volume
Brooks, Robert
;
Faff, Robert W.
;
Fry, Tim R. L.
- In:
Papers in efficiency, effectiveness and international …
,
(pp. 141-151)
.
2000
Persistent link: https://www.econbiz.de/10001586273
Saved in:
10
Time-varying country risk : an assessment of alternative modelling techniques
Brooks, Robert
;
Faff, Robert W.
;
McKenzie, Michael D.
- In:
The European journal of finance
8
(
2002
)
3
,
pp. 249-274
Persistent link: https://www.econbiz.de/10001704466
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
