//--> //--> //--> //-->
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
source:"edz"
~person:"Caporin, Massimiliano"
~person:"Gupta, Rangan"
~source:"econis"
~type_genre:"Arbeitspapier"
~type_genre:"Conference paper"
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:"ARCH-Modell"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
50
ARCH-Modell
50
Forecasting model
35
Prognoseverfahren
35
Volatility
32
Volatilität
32
Time series analysis
16
Zeitreihenanalyse
16
Theorie
14
Theory
14
Modellierung
13
Scientific modelling
13
Estimation
12
Risiko
12
Risk
12
Schätzung
12
Welt
12
World
12
Aktienmarkt
11
Börsenkurs
11
Capital income
11
Kapitaleinkommen
11
Share price
11
Stock market
11
Climate change
8
Klimawandel
8
Forecasting
7
Risikomaß
7
Risk measure
7
Analysis of variance
5
Climate risks
5
GARCH-MIDAS
5
Oil price
5
Spillover effect
5
Spillover-Effekt
5
Varianzanalyse
5
Ölpreis
5
Aktienindex
4
GARCH
4
Multivariate Analyse
4
more ...
less ...
Online availability
All
Free
41
Undetermined
1
Type of publication
All
Book / Working Paper
49
Article
1
Type of publication (narrower categories)
All
Arbeitspapier
Conference paper
Article in journal
64
Aufsatz in Zeitschrift
64
Working Paper
49
Graue Literatur
48
Non-commercial literature
48
Aufsatz im Buch
1
Book section
1
Konferenzbeitrag
1
more ...
less ...
Language
All
English
50
Author
All
Caporin, Massimiliano
Gupta, Rangan
McAleer, Michael
129
Chang, Chia-Lin
51
Hafner, Christian M.
35
Bauwens, Luc
31
Caporale, Guglielmo Maria
31
Teräsvirta, Timo
28
Rombouts, Jeroen V. K.
23
Engle, Robert F.
20
Herwartz, Helmut
19
Paolella, Marc S.
19
Linton, Oliver
16
Saikkonen, Pentti
16
Asai, Manabu
15
Koopman, Siem Jan
15
Mittnik, Stefan
15
Shephard, Neil G.
15
Silvennoinen, Annastiina
15
Conrad, Christian
14
Karanasos, Menelaos
14
Laurent, Sébastien
14
Allen, David E.
13
Andersen, Torben
13
Francq, Christian
13
Rahbek, Anders
13
Sheppard, Kevin
13
Spagnolo, Nicola
13
Polasek, Wolfgang
12
Zakoïan, Jean-Michel
12
Chen, Chi-chung
11
Christoffersen, Peter F.
11
Diebold, Francis X.
11
Hansen, Peter Reinhard
11
Lütkepohl, Helmut
11
Meitz, Mika
11
Preminger, Arie
11
Spagnolo, Fabio
11
Billio, Monica
10
Dijk, Herman K. van
10
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
3
Published in...
All
Department of Economics working paper series
23
Working paper
7
Econometric Institute research papers
6
Working papers
5
Finmap working paper
3
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Economics working paper
1
Global Research Unit working paper
1
SAFE working paper
1
SNB working papers
1
Working papers / University of Connecticut, Department of Economics
1
more ...
less ...
Source
All
ArchiDok
ECONIS (ZBW)
Showing
1
-
10
of
50
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Geopolitical risks and oil returns volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014576026
Saved in:
2
Energy market uncertainties and US state-level stock market volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014505054
Saved in:
3
Forecasting gold returns volatility over 1258-2023 : the role of moments
Muddana, Thanoj K.
;
Bhimreddy, Komal S. R.
;
Majumdar, …
-
2024
Persistent link: https://www.econbiz.de/10014536233
Saved in:
4
Forecasting stock returns volatility of the G7 over centuries : the role of climate risks
Bouri, Elie
;
Gupta, Rangan
;
Liphadzi, Asingamaanda
; …
-
2024
Persistent link: https://www.econbiz.de/10014553267
Saved in:
5
GARCHX-NoVaS : a model-free approach to incorporate exogenous variables
Wu, Kejin
;
Karmakar, Sayar
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014553270
Saved in:
6
Long-span multi-layer spillovers between moments of advanced equity markets : the role of climate risks
Foglia, Matteo
;
Plakandaras, Vasilios
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014515694
Saved in:
7
Energy market uncertainties and exchange rate volatility : a GARCHMIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014521267
Saved in:
8
Can municipal bonds hedge US state-level climate risks?
Polat, Onur
;
Gupta, Rangan
;
Cepni, Oguzhan
;
Ji, Qiang
-
2024
Persistent link: https://www.econbiz.de/10014521269
Saved in:
9
Climate risks and prediction of sectoral REITs volatility : international evidence
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Bouri, Elie
-
2024
Persistent link: https://www.econbiz.de/10014635867
Saved in:
10
Technological shocks and stock market volatility over a century : a GARCHMIDAS approach
Salisu, Afees A.
;
Demirer, Rıza
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014253794
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->