//--> //--> //--> //-->
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:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Applied economics letters"
~subject:"Capital income"
~subject:"Exchange rate"
~subject:"Korrelation"
~subject:"World"
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
Search: subject_exact:"Generalized autoregressive conditional heteroscedasticity"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Capital income
Exchange rate
Korrelation
World
ARCH model
144
ARCH-Modell
144
Volatility
91
Volatilität
91
Estimation
55
Schätzung
55
Theorie
46
Theory
46
Börsenkurs
39
Share price
39
Forecasting model
37
Prognoseverfahren
37
Kapitaleinkommen
35
Aktienmarkt
26
Stock market
26
Time series analysis
25
Zeitreihenanalyse
25
Estimation theory
18
Schätztheorie
18
Correlation
17
GARCH
16
Risikomaß
15
Risk measure
15
USA
13
United States
13
Wechselkurs
11
Markov chain
9
Markov-Kette
9
Stochastic process
9
Stochastischer Prozess
9
Welt
9
Financial market
8
Finanzmarkt
8
Statistical distribution
8
Statistische Verteilung
8
Aktienindex
7
more ...
less ...
Online availability
All
Undetermined
31
Type of publication
All
Article
62
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
63
Aufsatz in Zeitschrift
63
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
63
Author
All
Wu, Xinyu
3
Chen, Yi-ting
2
Engle, Robert F.
2
Aguilar, Mike
1
Ahoniemi, Katja
1
Apergis, Emmanuel
1
Apergēs, Nikolaos
1
Ardia, David
1
Balli, Faruk
1
Barunik, Jozef
1
Bautista, Carlos C.
1
Bonilla, Claudio A.
1
Brännäs, Kurt
1
Caldeira, João F.
1
Caporin, Massimiliano
1
Cappiello, Lorenzo
1
Chang, Kuang-Liang
1
Chang, Tsangyao
1
Chen, Ho-chyuan
1
Chen, Kuang-hua
1
Chen, Yixiang
1
Chevallier, Julien
1
Chiu, Chien-Liang
1
Collins, Luke
1
Corbet, Shaen
1
Cui, Hao
1
Dajcman, Silvo
1
Diao, Xundi
1
Durham, Garland
1
Espinosa Méndez, Christian
1
Essaddam, Naceur
1
Fink, Holger Maria
1
Fuertes, Ana María
1
Garcia, René
1
Garg, Bhavesh
1
Geppert, Sabrina
1
Geweke, John
1
Ghosh, Taniya
1
Ghysels, Eric
1
Goeij, Peter de
1
more ...
less ...
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Applied economics letters
Energy economics
134
Finance research letters
110
Research in international business and finance
78
International review of financial analysis
75
International review of economics & finance : IREF
73
Journal of empirical finance
72
The North American journal of economics and finance : a journal of financial economics studies
71
Economic modelling
69
Applied economics
66
Journal of international financial markets, institutions & money
63
Journal of banking & finance
46
Journal of forecasting
45
Journal of risk and financial management : JRFM
45
International journal of forecasting
44
Applied financial economics
38
The European journal of finance
33
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
32
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
32
International Journal of Energy Economics and Policy : IJEEP
31
International journal of finance & economics : IJFE
31
Working paper
31
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
30
Journal of econometrics
29
Economics letters
28
Journal of international money and finance
28
International journal of economics and finance
25
International journal of economics and financial issues : IJEFI
25
Discussion paper / Tinbergen Institute
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
Review of quantitative finance and accounting
22
Cogent economics & finance
21
Econometric Institute research papers
21
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
20
Journal of financial econometrics
20
Pacific-Basin finance journal
20
Journal of multinational financial management
18
The journal of futures markets
18
International Journal of Financial Studies : open access journal
16
more ...
less ...
Source
All
ECONIS (ZBW)
63
Showing
1
-
10
of
63
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Impacts of economic policy uncertainty on the time-varying risk-return relationship : evidence from G7 countries
He, Zhifang
;
Zheng, Jie
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 270-274
Persistent link: https://www.econbiz.de/10014468759
Saved in:
2
Forecasting RMB exchange rate volatility : do time-varying higher moments and time-varying risk aversion help?
Wu, Xinyu
;
Mei, Xueting
;
Liu, Li
- In:
Applied economics letters
31
(
2024
)
8
,
pp. 757-767
Persistent link: https://www.econbiz.de/10014557859
Saved in:
3
Forecasting exchange rate markets' volatility of G7 countries : will stock market volatility help?
Zhang, Feipeng
;
Zhang, Zhao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 991-999
Persistent link: https://www.econbiz.de/10014303619
Saved in:
4
Is idiosyncratic tail risk priced in the cross-section of bond returns? : evidence from Chinese bond markets
Huang, Wei-Qiang
;
Zhang, Jing
;
Liu, Peipei
- In:
Applied economics letters
30
(
2023
)
10
,
pp. 1318-1326
Persistent link: https://www.econbiz.de/10014304235
Saved in:
5
Forecasting oil futures price volatility with economic policy uncertainty : a CARR-MIDAS model
Wu, Xinyu
;
Cui, Hao
;
Wang, Lu
- In:
Applied economics letters
30
(
2023
)
2
,
pp. 120-125
Persistent link: https://www.econbiz.de/10013553019
Saved in:
6
Integration of financial markets during COVID-19 : a dynamic correlation analysis on Euronext
Espinosa Méndez, Christian
- In:
Applied economics letters
30
(
2023
)
3
,
pp. 264-268
Persistent link: https://www.econbiz.de/10013553137
Saved in:
7
Dynamic correlations and volatility spillovers between stock price and exchange rate in BRIICS economies : evidence from the COVID-19 outbreak period
Rai, Karan
;
Garg, Bhavesh
- In:
Applied economics letters
29
(
2022
)
8
,
pp. 738-745
Persistent link: https://www.econbiz.de/10013171046
Saved in:
8
Exchange options and spread options with stochastically correlated underlyings
Wang, Xingchun
- In:
Applied economics letters
29
(
2022
)
12
,
pp. 1060-1068
Persistent link: https://www.econbiz.de/10013412038
Saved in:
9
Dynamic correlations in bond markets between US and emerging countries
Yeh, Chun-Chieh
;
Chiu, Chien-Liang
;
Chang, Tsangyao
- In:
Applied economics letters
28
(
2021
)
16
,
pp. 1371-1376
Persistent link: https://www.econbiz.de/10012609680
Saved in:
10
Corona, crisis and conditional heteroscedasticity
Kiss, Tamás
;
Österholm, Pär
- In:
Applied economics letters
28
(
2021
)
9
,
pp. 755-759
Persistent link: https://www.econbiz.de/10012501608
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->