//--> //--> //--> //-->
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:"Economics letters"
~subject:"Korrelation"
~subject:"Schätzung"
~subject:"Share price"
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
Korrelation
Schätzung
Share price
ARCH model
174
ARCH-Modell
174
Volatility
92
Volatilität
92
Theorie
60
Theory
60
Time series analysis
44
Zeitreihenanalyse
44
Estimation
42
Börsenkurs
31
Estimation theory
31
Forecasting model
31
Prognoseverfahren
31
Schätztheorie
31
Capital income
25
Kapitaleinkommen
25
USA
23
United States
23
GARCH
20
Correlation
19
Aktienmarkt
15
Stock market
15
Statistical test
13
Statistischer Test
13
Inflation
12
Stochastic process
12
Stochastischer Prozess
12
Markov chain
10
Markov-Kette
10
Risikomaß
10
Risk measure
10
Statistical distribution
10
Statistische Verteilung
10
Bitcoin
8
Multivariate Analyse
7
Multivariate analysis
7
Risiko
7
more ...
less ...
Online availability
All
Undetermined
34
Type of publication
All
Article
70
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
71
Aufsatz in Zeitschrift
71
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
71
Author
All
Demirer, Rıza
3
Engle, Robert F.
3
Ardia, David
2
Chen, Yi-ting
2
Ghysels, Eric
2
Gupta, Rangan
2
Hoogerheide, Lennart F.
2
Huang, Zhuo
2
Olmo, Jose
2
Trojani, Fabio
2
Aguilar, Mike
1
Ahoniemi, Katja
1
Ali, Faek Menla
1
Amilon, Henrik
1
Anatolyev, Stanislav
1
Angelini, Giovanni
1
Audrino, Francesco
1
Avino, Davide
1
Babalos, Vasillios
1
Badescu, Alexandru
1
Balaban, Ercan
1
Barunik, Jozef
1
Bertelsen, Kristoffer Pons
1
Borup, Daniel
1
Caldeira, João F.
1
Caporale, Guglielmo Maria
1
Caporin, Massimiliano
1
Cappiello, Lorenzo
1
Chalvatzis, Konstantinos J.
1
Chan, Wing Hong
1
Chang, Chia-Lin
1
Choi, Ji-Eun
1
Corbet, Shaen
1
Corré, Nienke
1
Cui, Zhenyu
1
Cumming, Douglas J.
1
Dias, Gustavo Fruet
1
Dimitrakopoulos, Stefanos
1
Dmitriev, Mikhail
1
Durham, Garland
1
more ...
less ...
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Economics letters
Energy economics
100
Finance research letters
94
Applied economics
93
International review of economics & finance : IREF
79
Economic modelling
77
International review of financial analysis
75
Research in international business and finance
72
The North American journal of economics and finance : a journal of financial economics studies
68
Journal of empirical finance
67
Journal of international financial markets, institutions & money
61
Journal of risk and financial management : JRFM
50
Journal of econometrics
48
Applied economics letters
46
Journal of banking & finance
45
Discussion paper / Tinbergen Institute
38
International journal of forecasting
38
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
34
International Journal of Energy Economics and Policy : IJEEP
33
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
33
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
32
Applied financial economics
31
International journal of economics and financial issues : IJEFI
31
The journal of futures markets
31
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
30
Journal of forecasting
27
The European journal of finance
27
Working paper
27
International journal of economics and finance
26
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
24
International journal of finance & economics : IJFE
24
Review of quantitative finance and accounting
24
The empirical economics letters : a monthly international journal of economics
23
Econometric Institute research papers
22
Cogent economics & finance
21
Journal of financial econometrics
21
Pacific-Basin finance journal
21
Journal of international money and finance
20
Journal of risk
20
more ...
less ...
Source
All
ECONIS (ZBW)
71
Showing
1
-
10
of
71
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Stock market volatility and public information flow : a non-linear perspective
Bertelsen, Kristoffer Pons
;
Borup, Daniel
;
Jakobsen, …
- In:
Economics letters
204
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012607808
Saved in:
2
Forecasting Bitcoin realized volatility by measuring the spillover effect among cryptocurrencies
Qiu, Yue
;
Wang, Yifan
;
Xie, Tian
- In:
Economics letters
208
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013207252
Saved in:
3
Bitcoin mining activity and volatility dynamics in the power market
Karmakar, Sayar
;
Demirer, Rıza
;
Gupta, Rangan
- In:
Economics letters
209
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013209321
Saved in:
4
Crude oil price volatility and short-term predictability of the real U.S. GDP growth rate
Nonejad, Nima
- In:
Economics letters
186
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012503762
Saved in:
5
The destabilising effects of cryptocurrency cybercriminality
Corbet, Shaen
;
Cumming, Douglas J.
;
Lucey, Brian M.
; …
- In:
Economics letters
191
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012507992
Saved in:
6
A self-normalization test for correlation change
Choi, Ji-Eun
;
Shin, Dong-wan
- In:
Economics letters
193
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012509218
Saved in:
7
Presidential cycles and time-varying bond-stock market correlations : evidence from more than two centuries of data
Demirer, Rıza
;
Gupta, Rangan
- In:
Economics letters
167
(
2018
),
pp. 36-39
Persistent link: https://www.econbiz.de/10012015767
Saved in:
8
Return, volatility and shock spillovers of Bitcoin with energy and technology companies
Symitsi, Efthymia
;
Chalvatzis, Konstantinos J.
- In:
Economics letters
170
(
2018
),
pp. 127-130
Persistent link: https://www.econbiz.de/10012019682
Saved in:
9
DSGE Models with observation-driven time-varying volatility
Angelini, Giovanni
;
Gorgi, Paolo
- In:
Economics letters
171
(
2018
),
pp. 169-171
Persistent link: https://www.econbiz.de/10012021819
Saved in:
10
The spillover of macroeconomic uncertainty between the U.S. and China
Huang, Zhuo
;
Tong, Chen
;
Qiu, Han
;
Shen, Yan
- In:
Economics letters
171
(
2018
),
pp. 123-127
Persistent link: https://www.econbiz.de/10012021901
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->