//--> //--> //--> //-->
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:"Applied economics"
~subject:"ARCH-Modell"
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
Opt in versus opt out: a free-...
Similar by subject
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Theorie
1,507
Theory
1,507
Estimation
316
Schätzung
316
USA
163
United States
162
Time series analysis
102
Zeitreihenanalyse
102
Großbritannien
77
United Kingdom
77
Forecasting model
75
Prognoseverfahren
75
Welt
66
World
66
Geldpolitik
59
Monetary policy
59
Economic growth
57
Inflation
57
Volatility
57
Volatilität
57
Wirtschaftswachstum
57
Portfolio selection
56
Portfolio-Management
56
Capital income
54
Kapitaleinkommen
54
Börsenkurs
49
Estimation theory
49
Schätztheorie
49
Share price
49
Cointegration
48
Kointegration
48
Risiko
48
Risk
47
Exchange rate
46
Wechselkurs
46
Produktivität
44
Productivity
43
Zins
39
ARCH model
38
more ...
less ...
Online availability
All
Undetermined
21
Free
1
Type of publication
All
Article
38
Type of publication (narrower categories)
All
Article in journal
38
Aufsatz in Zeitschrift
38
Language
All
English
38
Author
All
Blazsek, Szabolcs
2
Wang, Yi-Hsien
2
Abid, Ilyes
1
Abuzayed, Bana
1
Al-Fayoumi, Nedal
1
Allen, David E.
1
Anderson, David P.
1
Barai, Parama
1
Belhachemi, Rachid
1
Benlagha, Noureddine
1
Bollen, Bernard
1
Caporin, Massimiliano
1
Chang, Chia-Chien
1
Chang, Matthew C.
1
Chang, Ya-Chi
1
Charfeddine, Lanouar
1
Chu, Guoqing
1
Chuang, Chung-Chu
1
Chuang, Shuo-Li
1
Costola, Michele
1
Dang Khoa Tran
1
Dhaoui, Abderrazak
1
Diao, Xundi
1
Ding, Jin
1
Dong, Qingma
1
Goodwin, Barry K.
1
Goutte, Stéphane
1
Gubareva, Mariya
1
Guesmi, Khaled
1
He, Yingchen
1
Ho, Han-Chiang
1
Hooi Hooi Lean
1
Hu, Te-Chung
1
Huang, Alex
1
Huang, Zhe
1
Hui, Eddie Chi Man
1
Hung, Jui-Cheng
1
Hwang, Sun Young
1
Jang, Hyun Jin
1
Joseph, Nathan Lael
1
more ...
less ...
Published in...
All
Applied economics
Journal of econometrics
56
Journal of empirical finance
52
International journal of forecasting
42
Econometric theory
37
Journal of forecasting
37
Discussion paper / Tinbergen Institute
35
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
33
Economics letters
32
Finance research letters
32
Journal of banking & finance
32
The European journal of finance
30
Journal of financial econometrics : official journal of the Society for Financial Econometrics
28
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
28
International review of financial analysis
27
Econometric reviews
25
Economic modelling
25
Working paper
24
Journal of applied econometrics
23
International review of economics & finance : IREF
20
The North American journal of economics and finance : a journal of financial economics studies
20
The econometrics journal
20
Energy economics
19
Journal of international financial markets, institutions & money
19
Applied economics letters
17
Journal of financial econometrics
17
Journal of risk and financial management : JRFM
17
Quantitative finance
17
CORE discussion paper : DP
16
Computational economics
16
Journal of economic dynamics & control
16
Applied financial economics
15
Research in international business and finance
15
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
14
Econometric Institute research papers
14
Journal of international money and finance
14
Risks : open access journal
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
International journal of finance & economics : IJFE
12
SSE EFI working paper series in economics and finance
12
more ...
less ...
Source
All
ECONIS (ZBW)
38
Showing
1
-
10
of
38
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Score-driven Markov-switching EGARCH models : an application to systematic risk analysis
Blazsek, Szabolcs
;
Ho, Han-Chiang
;
Liu, Su-Ping
- In:
Applied economics
50
(
2018
)
56
,
pp. 6047-6060
Persistent link: https://www.econbiz.de/10012063386
Saved in:
2
Estimating multi-period value at risk of oil futures prices
Zhou, Chunyang
;
Qin, Xiao
;
Diao, Xundi
;
He, Yingchen
- In:
Applied economics
48
(
2016
)
31/33
,
pp. 2994-3004
Persistent link: https://www.econbiz.de/10011615344
Saved in:
3
Analysis of contagion from the dynamic conditional correlation model with Markov Regime switching
Rotta, Pedro Nielsen
;
Pereira, Pedro L. Valls
- In:
Applied economics
48
(
2016
)
25/27
,
pp. 2367-2382
Persistent link: https://www.econbiz.de/10011590996
Saved in:
4
Testing for weak-form efficiency of crude palm oil spot and future markets : new evidence from a GARCH unit root test with multiple structural breaks
Hooi Hooi Lean
;
Smyth, Russell
- In:
Applied economics
47
(
2015
)
16/18
,
pp. 1710-1721
Persistent link: https://www.econbiz.de/10010511983
Saved in:
5
What should the value of lambda be in the exponentially weighted moving average volatility model?
Bollen, Bernard
- In:
Applied economics
47
(
2015
)
7/9
,
pp. 853-860
Persistent link: https://www.econbiz.de/10010512092
Saved in:
6
Hedging effectiveness of the hedged portfolio : the expected utility maximization subject to the value-at-risk approach
Chuang, Chung-Chu
;
Wang, Yi-Hsien
;
Yeh, Tsai-Jung
; …
- In:
Applied economics
47
(
2015
)
19/21
,
pp. 2040-2052
Persistent link: https://www.econbiz.de/10010513350
Saved in:
7
Dynamic multiproduct optimal hedging in the soybean complex - do time -varying correlations provide hedging improvements?
Tejeda, Herman A.
;
Goodwin, Barry K.
- In:
Applied economics
46
(
2014
)
25/27
,
pp. 3312-3322
Persistent link: https://www.econbiz.de/10010418027
Saved in:
8
Dependence structure between nominal and index-linked bond returns : a bivariate copula and DCC-GARCH approach
Benlagha, Noureddine
- In:
Applied economics
46
(
2014
)
31/33
,
pp. 3849-3860
Persistent link: https://www.econbiz.de/10010419885
Saved in:
9
Modelling conditional moments and correlation with the continuous hidden-threshold-skew-normal distribution
Belhachemi, Rachid
;
Rostan, Pierre
;
Racicot, François-Éric
- In:
Applied economics
47
(
2015
)
49/51
,
pp. 5461-5475
Persistent link: https://www.econbiz.de/10011341770
Saved in:
10
The role of uncertainty in the term structure of interest rates : a GERCH-ATSM approach
Koeda, Junko
;
Kato, Ryo
- In:
Applied economics
47
(
2015
)
34/36
,
pp. 3710-3722
Persistent link: https://www.econbiz.de/10011293453
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->