//--> //--> //--> //-->
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
subject:"Kapitaleinkommen"
~isPartOf:"The European journal of finance"
~subject:"Korrelation"
~subject:"Stock index"
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:"Autoregressive conditional heteroscedasticity"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Kapitaleinkommen
Korrelation
Stock index
ARCH model
74
ARCH-Modell
74
Volatility
40
Volatilität
40
Theorie
31
Theory
31
Capital income
27
Forecasting model
16
Prognoseverfahren
16
Estimation
15
Schätzung
15
Börsenkurs
12
Share price
12
Aktienmarkt
11
Statistical distribution
11
Statistische Verteilung
11
Stock market
11
Multivariate Verteilung
10
Multivariate distribution
10
Risikomaß
9
Risk measure
9
Portfolio selection
8
Portfolio-Management
8
Time series analysis
8
Zeitreihenanalyse
8
Deutschland
7
Germany
7
Großbritannien
7
USA
7
United Kingdom
7
United States
7
Correlation
6
Financial market
6
Finanzmarkt
6
GARCH
6
Hedging
6
Welt
6
World
6
more ...
less ...
Online availability
All
Undetermined
8
Free
2
Type of publication
All
Article
30
Type of publication (narrower categories)
All
Article in journal
30
Aufsatz in Zeitschrift
30
Conference paper
2
Konferenzbeitrag
2
Language
All
English
30
Author
All
Aktas, Nihat
1
Algaba, Andres
1
Areal, Nelson
1
Bauer, Christian
1
Beine, Michel
1
Blazsek, Szabolcs
1
Boudt, Kris
1
Byström, Hans N. E.
1
Capelle-Blancard, Gunther
1
Catania, Leopoldo
1
Chen, Shuning
1
Choudhry, Taufiq
1
Coroneo, Laura
1
Cotter, John
1
De Bodt, Eric
1
De Luca, Giovanni
1
Downarowicz, Anna
1
Dupoyet, Brice
1
Feunou, Bruno
1
Figueiredo, Antonio
1
Floros, Christos
1
Gillas, Konstantinos Gkillas
1
Hamori, Shigeyuki
1
Hanly, Jim
1
Hwang, Soosung
1
Idier, Julien
1
Jahan-Parvar, Mohammad R.
1
Jochum, Christian
1
Karoglou, Michail
1
Kim, Myeong Hyeon
1
Lanne, Markku
1
Levasseur, Michel
1
León Valle, Ángel Manuel
1
Loperfido, Nicola
1
Nonejad, Nima
1
Oliveira, Benilde
1
Parhizgari, Ali M.
1
Park, Seyoung
1
Pederzoli, Chiara
1
Pentti, Saikkonen
1
more ...
less ...
Published in...
All
The European journal of finance
Finance research letters
82
International review of financial analysis
63
Journal of empirical finance
62
Energy economics
59
Research in international business and finance
59
International review of economics & finance : IREF
58
The North American journal of economics and finance : a journal of financial economics studies
58
Economic modelling
54
Applied economics
51
Journal of international financial markets, institutions & money
50
Journal of banking & finance
40
International journal of forecasting
38
Journal of risk and financial management : JRFM
36
Applied financial economics
33
Journal of forecasting
33
Applied economics letters
32
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
32
Journal of econometrics
32
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
29
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
23
International journal of economics and financial issues : IJEFI
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
22
Discussion paper / Tinbergen Institute
21
Journal of financial econometrics
21
Review of quantitative finance and accounting
21
Working paper
21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
20
Economics letters
19
International journal of finance & economics : IJFE
19
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
International journal of economics and finance
18
The journal of futures markets
18
Cogent economics & finance
17
Pacific-Basin finance journal
17
Afro-Asian Journal of Finance and Accounting : AAJFA
16
International Journal of Energy Economics and Policy : IJEEP
15
Journal of international money and finance
15
Quantitative finance
14
Global finance journal
13
more ...
less ...
Source
All
ECONIS (ZBW)
30
Showing
1
-
10
of
30
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The information content of currency option-implied volatilities : implications for ex-ante forecasts of global equity correlations
Figueiredo, Antonio
;
Parhizgari, Ali M.
;
Dupoyet, Brice
- In:
The European journal of finance
29
(
2023
)
18
,
pp. 2128-2153
Persistent link: https://www.econbiz.de/10014418133
Saved in:
2
Polynomial adjusted student-t densities for modeling asset returns
León Valle, Ángel Manuel
;
Ñíguez, Trino-Manuel
- In:
The European journal of finance
28
(
2022
)
9
,
pp. 907-929
Persistent link: https://www.econbiz.de/10013373353
Saved in:
3
A new channel for global volatility propagation
Chen, Shuning
;
Wang, Jian-xin
- In:
The European journal of finance
30
(
2024
)
5
,
pp. 481-502
Persistent link: https://www.econbiz.de/10014547893
Saved in:
4
Industry portfolio allocation with asymmetric correlations
Kim, Myeong Hyeon
;
Park, Seyoung
;
Yoon, Jong Mun
- In:
The European journal of finance
27
(
2021
)
1/2
,
pp. 178-198
Persistent link: https://www.econbiz.de/10012424937
Saved in:
5
Quantile dependencies between discontinuities and time-varying rare disaster risks
Gillas, Konstantinos Gkillas
;
Floros, Christos
; …
- In:
The European journal of finance
27
(
2021
)
10
,
pp. 932-962
Persistent link: https://www.econbiz.de/10012609242
Saved in:
6
Density forecasts and the leverage effect : evidence from observation and parameter-driven volatility models
Catania, Leopoldo
;
Nonejad, Nima
- In:
The European journal of finance
26
(
2020
)
2/3
,
pp. 100-118
Persistent link: https://www.econbiz.de/10012207189
Saved in:
7
The variance implied conditional correlation
Algaba, Andres
;
Boudt, Kris
;
Vanduffel, Steven
- In:
The European journal of finance
26
(
2020
)
2/3
,
pp. 200-222
Persistent link: https://www.econbiz.de/10012207197
Saved in:
8
Forecasting market risk of portfolios: copula-Markov switching multifractal approach
Segnon, Mawuli
;
Trede, Mark
- In:
The European journal of finance
24
(
2018
)
14
,
pp. 1123-1143
Persistent link: https://www.econbiz.de/10012258877
Saved in:
9
Which parametric model for conditional skewness?
Feunou, Bruno
;
Jahan-Parvar, Mohammad R.
;
Tédongap, Roméo
- In:
The European journal of finance
22
(
2016
)
13/15
,
pp. 1237-1271
Persistent link: https://www.econbiz.de/10011715405
Saved in:
10
Modelling multivariate skewness in financial returns : a SGARCH approach
De Luca, Giovanni
;
Loperfido, Nicola
- In:
The European journal of finance
21
(
2015
)
13/15
,
pp. 1113-1131
Persistent link: https://www.econbiz.de/10011419767
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->