//--> //--> //--> //-->
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:"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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Capital income
Korrelation
World
ARCH model
142
ARCH-Modell
142
Volatility
89
Volatilität
89
Estimation
53
Schätzung
53
Theorie
45
Theory
45
Börsenkurs
38
Share price
38
Forecasting model
37
Prognoseverfahren
37
Kapitaleinkommen
35
Aktienmarkt
25
Stock market
25
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
Exchange rate
10
Wechselkurs
10
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
29
Type of publication
All
Article
54
Type of publication (narrower categories)
All
Article in journal
54
Aufsatz in Zeitschrift
54
Language
All
English
54
Author
All
Chen, Yi-ting
2
Engle, Robert F.
2
Wu, Xinyu
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
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
Garg, Bhavesh
1
Geppert, Sabrina
1
Geweke, John
1
Ghosh, Taniya
1
Goeij, Peter de
1
Haas, Markus
1
Halbleib, Roxana
1
Hattori, Takahiro
1
more ...
less ...
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Applied economics letters
Energy economics
125
Finance research letters
91
Research in international business and finance
70
International review of financial analysis
67
Journal of empirical finance
65
International review of economics & finance : IREF
62
The North American journal of economics and finance : a journal of financial economics studies
62
Economic modelling
59
Applied economics
58
Journal of international financial markets, institutions & money
54
Journal of banking & finance
44
Journal of risk and financial management : JRFM
41
International journal of forecasting
40
Journal of forecasting
37
The European journal of finance
31
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
28
Working paper
28
International Journal of Energy Economics and Policy : IJEEP
27
Journal of econometrics
27
Applied financial economics
26
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
26
Economics letters
24
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
23
Journal of international money and finance
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
20
International journal of finance & economics : IJFE
20
Journal of financial econometrics
20
Review of quantitative finance and accounting
20
International journal of economics and finance
19
Pacific-Basin finance journal
19
Cogent economics & finance
18
Discussion paper / Tinbergen Institute
18
Econometric Institute research papers
18
Journal of multinational financial management
17
International journal of economics and financial issues : IJEFI
16
International Journal of Financial Studies : open access journal
15
The journal of futures markets
15
more ...
less ...
Source
All
ECONIS (ZBW)
54
Showing
11
-
20
of
54
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
11
KODAKCoin : a blockchain revolution or exploiting a potential cryptocurrency bubble?
Corbet, Shaen
;
Larkin, Charles
;
Lucey, Brian M.
; …
- In:
Applied economics letters
27
(
2020
)
7
,
pp. 518-524
Persistent link: https://www.econbiz.de/10012205716
Saved in:
12
A forecast comparison of volatility models using realized volatility : evidence from the Bitcoin market
Hattori, Takahiro
- In:
Applied economics letters
27
(
2020
)
7
,
pp. 591-595
Persistent link: https://www.econbiz.de/10012205740
Saved in:
13
Sentiment's effect on the variance of stock returns
Olson, Eric
;
Nowak, Adam
- In:
Applied economics letters
27
(
2020
)
18
,
pp. 1469-1473
Persistent link: https://www.econbiz.de/10012315615
Saved in:
14
A change in the time-varying correlation between oil prices and the stock market
Jones, Paul
;
Collins, Luke
- In:
Applied economics letters
26
(
2019
)
7
,
pp. 537-542
Persistent link: https://www.econbiz.de/10012204266
Saved in:
15
Testing the Friedman-Schwartz hypothesis using time-varying correlation analysis
Ghosh, Taniya
;
Parab, Prashant Mehul
- In:
Applied economics letters
26
(
2019
)
20
,
pp. 1694-1699
Persistent link: https://www.econbiz.de/10012204884
Saved in:
16
Can volatility models explain extreme events?
Trapin, Luca
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
2
,
pp. 297-315
Persistent link: https://www.econbiz.de/10011987768
Saved in:
17
Structural volatility impulse response function and asymptotic inference
Liu, Xiaochun
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
2
,
pp. 316-339
Persistent link: https://www.econbiz.de/10011987769
Saved in:
18
Asymmetric downside and upside co-movements between stock and REIT markets
Chang, Kuang-Liang
- In:
Applied economics letters
25
(
2018
)
2
,
pp. 78-82
Persistent link: https://www.econbiz.de/10011853694
Saved in:
19
Time-varying dependence structures of equity markets of China, ASEAN and the USA
Li, Baoxia
;
Zeng, Zhi
- In:
Applied economics letters
25
(
2018
)
2
,
pp. 87-91
Persistent link: https://www.econbiz.de/10011853697
Saved in:
20
The impact of 11/13 Paris terrorist attacks on stock prices : evidence from the international defence industry
Apergis, Emmanuel
;
Apergēs, Nikolaos
- In:
Applied economics letters
24
(
2017
)
1/3
,
pp. 45-48
Persistent link: https://www.econbiz.de/10011703810
Saved in:
First
Prev
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->