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subject:"Kapitaleinkommen"
~isPartOf:"Finance research letters"
~subject:"Estimation theory"
~subject:"Spillover-Effekt"
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Search: subject_exact:"Autoregressive conditional heteroscedasticity"
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Kapitaleinkommen
Estimation theory
Spillover-Effekt
ARCH model
198
ARCH-Modell
198
Volatility
148
Volatilität
148
Forecasting model
63
Prognoseverfahren
63
Capital income
59
Aktienmarkt
58
Estimation
58
Schätzung
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28
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China
27
Oil price
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Spillover effect
27
Ölpreis
27
Risiko
26
Risk
26
Correlation
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25
Volatility forecasting
24
GARCH
20
Portfolio selection
20
Portfolio-Management
20
Commodity derivative
19
Rohstoffderivat
19
Bitcoin
18
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Undetermined
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92
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92
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English
92
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Wu, Xinyu
4
Corbet, Shaen
3
Lau, Chi Keung
3
Tiwari, Aviral Kumar
3
Ardia, David
2
Brzeszczyński, Janusz
2
Gil-Alaña, Luis A.
2
Gozgor, Giray
2
Ji, Hao
2
Kinateder, Harald
2
Klein, Tony
2
Li, Ping
2
Lucey, Brian M.
2
Luo, Xingguo
2
Pan, Qunxing
2
Qin, Shihua
2
Shi, Yanlin
2
Xiong, Xiong
2
Yarovaya, Larisa
2
Zhang, Wei
2
Abakah, Emmanuel Joel Aikins
1
Abdel-Qader, Waleed
1
Akhtaruzzaman, Md.
1
Akyildirim, Erdinc
1
Alagidede, Imhotep Paul
1
Alanya-Beltran, Willy
1
Alshammari, Saad
1
An, Na
1
Apergēs, Nikolaos
1
Arnerić, Josip
1
Asgharian, Hossein
1
Bai, Fan
1
Beyene, Nardos
1
Bluteau, Keven
1
Bonaparte, Yosef
1
Bouri, Elie
1
Bouteska, Ahmed
1
Bufalo, Michele
1
Będowska-Sójka, Barbara
1
Cao, Guangxi
1
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Finance research letters
Energy economics
89
The North American journal of economics and finance : a journal of financial economics studies
72
International review of financial analysis
70
Journal of econometrics
69
Economic modelling
65
Research in international business and finance
63
International review of economics & finance : IREF
60
Journal of empirical finance
59
Applied economics
52
Journal of international financial markets, institutions & money
47
International journal of forecasting
43
Journal of banking & finance
43
Journal of risk and financial management : JRFM
40
Discussion paper / Tinbergen Institute
39
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
37
Journal of forecasting
37
The European journal of finance
36
Econometric theory
35
Economics letters
35
Applied economics letters
34
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
33
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
29
Applied financial economics
27
International journal of economics and financial issues : IJEFI
26
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
25
Financial innovation : FIN
23
International Journal of Energy Economics and Policy : IJEEP
23
Journal of financial econometrics
23
Cogent economics & finance
22
International journal of economics and finance
22
Econometric Institute research papers
21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
Journal of risk
21
Pacific-Basin finance journal
21
Econometric reviews
20
International journal of finance & economics : IJFE
20
Working paper
20
Review of quantitative finance and accounting
18
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
17
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ECONIS (ZBW)
92
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1
The cross-sector risk contagion among Chinese financial institutions : evidence from the extreme volatility spillover perspective
Ke, Rui
;
Shen, Anni
;
Tan, Changchun
- In:
Finance research letters
63
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014531332
Saved in:
2
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:
3
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:
4
Time-frequency correlations and extreme spillover effects between carbon markets and NFTs : the roles of EPU and COVID-19
Liu, Jiatong
- In:
Finance research letters
54
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014472625
Saved in:
5
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:
6
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:
7
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:
8
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
Saved in:
9
An improved FIGARCH model with the fractional differencing operator (1-νL>)d
Pan, Qunxing
;
Li, Peng
;
Du, Xiuli
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-13
Persistent link: https://www.econbiz.de/10014473485
Saved in:
10
Do extreme range estimators improve realized volatility forecasts? : evidence from G7 Stock Markets
Korkusuz, Burak
;
Kambouroudis, Dimos
;
McMillan, David G.
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473523
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