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subject:"ARCH-Modell"
~accessRights:"restricted"
~isPartOf:"Journal of banking & finance"
~subject:"Stock index"
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Search: subject_exact:"GARCH-Modell"
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ARCH-Modell
Stock index
ARCH model
33
Volatility
25
Volatilität
25
Capital income
15
Kapitaleinkommen
15
Börsenkurs
14
Share price
14
Estimation
12
Schätzung
12
Theorie
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Theory
12
Aktienmarkt
11
Stock market
11
GARCH
8
Portfolio selection
8
Portfolio-Management
8
Correlation
7
Forecasting model
7
Korrelation
7
Prognoseverfahren
7
Time series analysis
7
Zeitreihenanalyse
7
CAPM
6
Multivariate GARCH
6
Risikomaß
6
Risk measure
6
Multivariate Analyse
5
Multivariate analysis
5
Option pricing theory
5
Optionspreistheorie
5
Estimation theory
4
International financial market
4
Internationaler Finanzmarkt
4
Risiko
4
Risk
4
Schätztheorie
4
Statistical distribution
4
Statistische Verteilung
4
Welt
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33
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English
33
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Dungey, Mardi H.
2
Stentoft, Lars
2
Ñíguez, Trino-Manuel
2
Adams, Zeno
1
Anand, Abhinav
1
Asgharian, Hossein
1
Bartram, Söhnke M.
1
Bergbrant, Mikael
1
Chen, Yi-Hsuan
1
Chevapatrakul, Thanaset
1
Chiang, Thomas C.
1
Christiansen, Charlotte
1
Christoffersen, Peter F.
1
Dark, Jonathan
1
De Nard, Gianluca
1
De Santis, Roberto A.
1
Duxbury, Darren
1
Engle, Robert F.
1
Escobar, Marcos
1
Fernandez-Perez, Adrian
1
Feunou, Bruno
1
Füss, Roland
1
Gajurel, Dinesh
1
Glück, Thorsten
1
Green, Rikard
1
Hamori, Shigeyuki
1
Hedegaard, Esben
1
Hodrick, Robert J.
1
Hou, Ai Jun
1
Härdle, Wolfgang
1
Indriawan, Ivan
1
Jeon, Yoontae
1
Kassa, Haimanot
1
Kim, Young Shin
1
Kourtis, Apostolos
1
Kuck, Konstantin
1
Kurosaki, Tetsuo
1
Larsson, Karl
1
Ledoit, Olivier
1
León Valle, Ángel Manuel
1
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Journal of banking & finance
Finance research letters
179
Energy economics
173
Applied economics
105
The North American journal of economics and finance : a journal of financial economics studies
104
Research in international business and finance
95
International review of economics & finance : IREF
94
International review of financial analysis
89
Economic modelling
82
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
75
International journal of forecasting
62
Journal of econometrics
61
Journal of empirical finance
49
Journal of international financial markets, institutions & money
49
Economics letters
44
Applied economics letters
43
Journal of forecasting
34
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
34
Computational economics
33
Journal of financial econometrics
33
Journal of risk
31
International journal of finance & economics : IJFE
29
Quantitative finance
28
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
27
The European journal of finance
25
The journal of futures markets
25
Emerging markets, finance and trade : EMFT
24
Pacific-Basin finance journal
24
Econometric reviews
23
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
23
Theoretical economics letters
20
International journal of economics and finance
19
Journal of time series econometrics
19
Review of quantitative finance and accounting
19
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
18
Journal of mathematical finance
17
Empirical economics : a quarterly journal of the Institute for Advanced Studies
15
Global business review
15
Journal of commodity markets
15
Journal of international money and finance
15
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ECONIS (ZBW)
33
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1
Price discovery in equity markets : a state-dependent analysis of spot and futures markets
Kuck, Konstantin
;
Schweikert, Karsten
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462550
Saved in:
2
Cross-asset time-series momentum : crude oil volatility and global stock markets
Fernandez-Perez, Adrian
;
Indriawan, Ivan
;
Tse, Yiuman
; …
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014492117
Saved in:
3
The effect of uncertainty on stock market volatility and correlation
Asgharian, Hossein
;
Christiansen, Charlotte
;
Hou, Ai Jun
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014486544
Saved in:
4
GARCH option pricing with volatility derivatives
Oh, Dong Hwan
;
Park, Yang-Ho
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014248216
Saved in:
5
The conditional impact of investor sentiment in global stock markets : a two-channel examination
Wang, Wenzhao
;
Su, Chen
;
Duxbury, Darren
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013461707
Saved in:
6
Large dynamic covariance matrices : enhancements based on intraday data
De Nard, Gianluca
;
Engle, Robert F.
;
Ledoit, Olivier
; …
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013461761
Saved in:
7
Is idiosyncratic volatility related to returns? Evidence from a subset of firms with quality idiosyncratic volatility estimates
Bergbrant, Mikael
;
Kassa, Haimanot
- In:
Journal of banking & finance
127
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012821006
Saved in:
8
A non-elliptical orthogonal GARCH model for portfolio selection under transaction costs
Paolella, Marc S.
;
Polak, Pawel
;
Walker, Patrick S.
- In:
Journal of banking & finance
125
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012819586
Saved in:
9
Business-linkage volatility spillovers between US industries
Nguyen, Linh
;
Mateut, Simona
;
Chevapatrakul, Thanaset
- In:
Journal of banking & finance
111
(
2020
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012221052
Saved in:
10
Pricing individual stock options using both stock and market index information
Rombouts, Jeroen V. K.
;
Stentoft, Lars
;
Violante, Francesco
- In:
Journal of banking & finance
111
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012221075
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