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subject:"Kapitaleinkommen"
~isPartOf:"Applied economics"
~isPartOf:"Finance research letters"
~subject:"Estimation theory"
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Search: subject_exact:"Autoregressive conditional heteroscedasticity"
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Kapitaleinkommen
Estimation theory
ARCH model
361
ARCH-Modell
361
Volatility
253
Volatilität
253
Estimation
116
Schätzung
116
Börsenkurs
103
Share price
103
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101
Prognoseverfahren
101
Aktienmarkt
96
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96
Capital income
92
Theorie
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Theory
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55
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53
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53
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48
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42
Oil price
42
Ölpreis
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China
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Spillover effect
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40
Virtual currency
37
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37
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36
Risk
36
Portfolio selection
33
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33
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33
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30
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25
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109
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English
109
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Wu, Xinyu
5
Kim, Jong-Min
4
Ardia, David
2
Blazsek, Szabolcs
2
Bouri, Elie
2
Corbet, Shaen
2
Gil-Alaña, Luis A.
2
Gupta, Rangan
2
Hwang, Sun Young
2
Jung, Hojin
2
Klein, Tony
2
Licht, Adrian
2
Luo, Xingguo
2
Molnár, Peter
2
Qin, Shihua
2
Roubaud, David
2
Shi, Yanlin
2
Tiwari, Aviral Kumar
2
Xia, Michelle
2
Zhang, Wei
2
Zhang, Yaojie
2
Zhu, Huiming
2
Abakah, Emmanuel Joel Aikins
1
Akyildirim, Erdinc
1
Alagidede, Imhotep Paul
1
Alanya-Beltran, Willy
1
Allen, David E.
1
Alshammari, Saad
1
An, Na
1
Apergēs, Nikolaos
1
Arnerić, Josip
1
Asgharian, Hossein
1
Auer, Benjamin R.
1
Ayala, Astrid Loretta
1
Bagirov, Miramir
1
Bai, Fan
1
Bampinas, Georgios
1
Belhachemi, Rachid
1
Benlagha, Noureddine
1
Bilson, John F.
1
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Applied economics
Finance research letters
Journal of econometrics
67
Journal of empirical finance
58
The North American journal of economics and finance : a journal of financial economics studies
52
International review of financial analysis
50
International review of economics & finance : IREF
44
Energy economics
43
International journal of forecasting
43
Economic modelling
40
Research in international business and finance
40
Journal of banking & finance
37
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
37
Journal of forecasting
37
Journal of international financial markets, institutions & money
37
Econometric theory
35
Journal of risk and financial management : JRFM
35
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
32
The European journal of finance
32
Discussion paper / Tinbergen Institute
29
Economics letters
29
Applied economics letters
28
Applied financial economics
24
Journal of financial econometrics
23
International journal of economics and financial issues : IJEFI
22
Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
20
Econometric reviews
19
International journal of economics and finance
19
Journal of risk
19
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
18
International journal of finance & economics : IJFE
18
Review of quantitative finance and accounting
18
CREATES research paper
16
Pacific-Basin finance journal
16
Working paper
16
Cogent economics & finance
15
The econometrics journal
15
Afro-Asian Journal of Finance and Accounting : AAJFA
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
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ECONIS (ZBW)
109
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1
Performance analysis of nowcasting of GDP growth when allowing for conditional heteroscedasticity and non-Gaussianity
Javed, Farrukh
;
Kiss, Tamás
;
Österholm, Pär
- In:
Applied economics
54
(
2022
)
58
,
pp. 6669-6686
Persistent link: https://www.econbiz.de/10013494234
Saved in:
2
Score function scaling for QAR plus Beta-t-EGARCH : an empirical application to the S&P 500
Ayala, Astrid Loretta
;
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics
56
(
2024
)
31
,
pp. 3684-3697
Persistent link: https://www.econbiz.de/10014528626
Saved in:
3
Can Internet concern about COVID-19 help predict stock markets : new evidence from high-concern and low-concern periods
Ren, Jiqin
;
Guo, Yuanxuan
;
Li, Jingjing
;
Li, Jingjing
- In:
Applied economics
56
(
2024
)
35
,
pp. 4155-4176
Persistent link: https://www.econbiz.de/10014559277
Saved in:
4
Systematic extreme correlation of Chinese stock market
Long, Jun
;
Yuan, Xianghui
;
Jin, Liwei
;
Zhao, Chencheng
; …
- In:
Applied economics
56
(
2024
)
39
,
pp. 4718-4729
Persistent link: https://www.econbiz.de/10014560394
Saved in:
5
Can asymmetry, long memory, and current return information improve crude oil volatility prediction? : evidence from ASHARV-MIDAS model
Chen, Zhenlong
;
Hao, Xiaozhen
- In:
Finance research letters
64
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014531739
Saved in:
6
Copula approach to market volatility and technology stocks dependence
Rašiová, Barbara
;
Árendáš, Peter
- In:
Finance research letters
52
(
2023
),
pp. 1-3
Persistent link: https://www.econbiz.de/10014472041
Saved in:
7
Measuring systemic risk with high-frequency data : a realized GARCH approach
Chen, Qihao
;
Huang, Zhuo
;
Liang, Fang
- In:
Finance research letters
54
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472723
Saved in:
8
Forecasting stock market volatility : the sum of the parts is more than the whole
Gao, Shang
;
Zhang, Zhikai
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473040
Saved in:
9
The volatility of daily tug-of-war intensity and stock market returns
Bai, Fan
;
Zhang, Yaqi
;
Chen, Zhonglu
;
Li, Yan
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014473224
Saved in:
10
Commonality in BRICS stock markets' reaction to global economic policy uncertainty : evidence from a panel GARCH model with cross sectional dependence
Mamman, Suleiman O.
;
Wang, Zhanqin
;
Iliyasu, Jamilu
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473256
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