//--> //--> //--> //-->
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
person:"McAleer, Michael"
~accessRights:"restricted"
~person:"Bekaert, Geert"
~person:"Caballero, Ricardo J."
~person:"Shi, Yanlin"
~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
Search: subject_exact:"Volatility"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Volatility
71
Volatilität
63
Börsenkurs
24
Share price
24
Theorie
24
Theory
24
ARCH-Modell
23
Capital income
21
Kapitaleinkommen
21
Estimation
18
Schätzung
18
Time series analysis
15
Zeitreihenanalyse
15
Stochastic process
12
Stochastischer Prozess
12
Welt
12
World
12
Forecasting model
10
Prognoseverfahren
10
Aktienmarkt
9
Capital market returns
9
Kapitalmarktrendite
9
Risikoprämie
9
Risk premium
9
Stock market
9
Ankündigungseffekt
8
Announcement effect
8
Asymmetry
8
Geldpolitik
7
Monetary policy
7
News sentiment
7
Spillover effect
7
Spillover-Effekt
7
Business cycle
6
China
6
Konjunktur
6
Schock
6
Shock
6
Stochastic volatility
6
more ...
less ...
Online availability
All
Undetermined
Free
93
Type of publication
All
Article
22
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
22
Aufsatz in Zeitschrift
22
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
23
Author
All
McAleer, Michael
Bekaert, Geert
Caballero, Ricardo J.
Shi, Yanlin
Ma, Feng
60
Gupta, Rangan
32
Zhang, Yaojie
31
Bouri, Elie
29
Liang, Chao
23
Wang, Yudong
21
Wu, Xinyu
20
Tiwari, Aviral Kumar
18
Kumar, Dilip
17
Wei, Yu
17
Serletis, Apostolos
14
Wang, Lu
14
Lucey, Brian M.
13
Hammoudeh, Shawkat
12
Kang, Sang Hoon
12
Lu, Xinjie
12
Nonejad, Nima
12
Wang, Jiqian
12
Jawadi, Fredj
11
Lee, Chien-chiang
11
Li, Yan
11
Liu, Jing
11
Molnár, Peter
11
Xuan Vinh Vo
11
Degiannakis, Stavros
10
Floros, Christos
10
Ji, Qiang
10
Lau, Chi Keung
10
Wen, Fenghua
10
Huang, Dengshi
9
Mensi, Walid
9
Wahab, M. I. M.
9
Yin, Libo
9
Brooks, Robert
8
Corbet, Shaen
8
Filis, George
8
Hamori, Shigeyuki
8
He, Mengxi
8
more ...
less ...
Published in...
All
Finance research letters
4
International review of economics & finance : IREF
4
Econometrics : open access journal
2
Applied economics
1
Computational economics
1
Discussion papers / CEPR
1
Econometric reviews
1
Economic modelling
1
Economics letters
1
Energy economics
1
International journal of forecasting
1
International review of financial analysis
1
Journal of econometrics
1
Journal of empirical finance
1
Journal of financial econometrics
1
Pacific-Basin finance journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
23
Showing
1
-
10
of
23
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting international stock market variances
Bekaert, Geert
;
Xu, Nancy
;
Ye, Tiange
-
2024
Persistent link: https://www.econbiz.de/10014536734
Saved in:
2
Modeling and forecasting volatilities of financial assets with an asymmetric zero-drift GARCH model
Shi, Yanlin
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1308-1345
Persistent link: https://www.econbiz.de/10014391461
Saved in:
3
A discussion on the robustness of conditional heteroskedasticity models : simulation evidence and applications of the crude oil returns
Shi, Yanlin
- In:
Finance research letters
44
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014494772
Saved in:
4
Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
- In:
Computational economics
59
(
2022
)
1
,
pp. 103-123
Persistent link: https://www.econbiz.de/10013168928
Saved in:
5
How does news sentiment affect the states of Japanese stock return volatility?
Feng, Lingbing
;
Fu, Tong
;
Shi, Yanlin
- In:
International review of financial analysis
84
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013472878
Saved in:
6
News sentiment and states of stock return volatility : evidence from long memory and discrete choice models
Shi, Yanlin
;
Ho, Kin-Yip
- In:
Finance research letters
38
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012485650
Saved in:
7
Discussions on the Zero-drift GARCH model : evidence from an Markov regime-switching extension
Feng, Lingbing
;
Fu, Tong
;
Shi, Yanlin
;
Wang, Zili
- In:
Finance research letters
40
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012819431
Saved in:
8
Discussions on the spurious hyperbolic memory in the conditional variance and a new model
Ho, Kin-Yip
;
Shi, Yanlin
- In:
Journal of empirical finance
55
(
2020
),
pp. 83-103
Persistent link: https://www.econbiz.de/10012175262
Saved in:
9
News and return volatility of Chinese bank stocks
Ho, Kin-Yip
;
Shi, Yanlin
;
Zhang, Zhaoyong
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 1095-1105
Persistent link: https://www.econbiz.de/10012487527
Saved in:
10
Long memory or regime switching in volatility? : evidence from high-frequency returns on the U.S. stock indices
Gao, Guangyuan
;
Ho, Kin-Yip
;
Shi, Yanlin
- In:
Pacific-Basin finance journal
61
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012494892
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->