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~isPartOf:"International review of financial analysis"
~isPartOf:"Research in international business and finance"
~subject:"Portfolio-Management"
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Search: subject_exact:"GARCH-Modell"
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Portfolio-Management
ARCH model
184
ARCH-Modell
184
Volatility
153
Volatilität
153
Aktienmarkt
71
Stock market
71
Börsenkurs
70
Share price
70
Capital income
59
Kapitaleinkommen
59
Estimation
57
Schätzung
57
Spillover effect
48
Spillover-Effekt
48
Forecasting model
44
Prognoseverfahren
44
Welt
38
World
38
Correlation
30
Korrelation
30
Time series analysis
28
Zeitreihenanalyse
28
Theorie
24
Theory
24
GARCH
21
Oil price
21
Ölpreis
21
Financial crisis
20
Finanzkrise
20
Virtual currency
20
Virtuelle Währung
20
China
18
Hedging
18
Portfolio selection
18
Aktienindex
17
Stock index
17
Commodity derivative
15
Risikomaß
15
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English
18
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Hammoudeh, Shawkat
2
Abid, Ilyes
1
Aboura, Sofiane
1
Akinsomi, Omokolade
1
Al Rababa'a, Abdel Razzaq
1
Albrecht, Peter
1
Alomari, Mohammad
1
Boubaker, Adel
1
Cagliesi, Gabriella
1
Cao, Jiahui
1
Chevallier, Julien
1
Chkili, Walid
1
Degiannakis, Stavros
1
Fan, Caiyun
1
Ftiti, Zied
1
Gozgor, Giray
1
Guesmi, Khaled
1
Guidi, Francesco
1
Gupta, Rangan
1
He, Mengxi
1
Hiremath, Gourishankar S.
1
Huang, Yilong
1
Huber, Florian
1
Khalfaoui, Rabeh
1
Kočenda, Evžen
1
Kumari, Jyoti
1
Liu, Zhen
1
Mahakud, Jitendra
1
Makram, Beljid
1
McMillan, David G.
1
Odusami, Babatunde Olatunji
1
Piribauer, Philipp
1
Potamia, Artemis
1
Saadi, Samir
1
Syriopoulos, Theodore
1
Tan, Zhengxun
1
Tarchella, Salma
1
Tiwari, Aviral Kumar
1
Trabelsi, Nader
1
Tsuji, Chikashi
1
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International review of financial analysis
Research in international business and finance
Finance research letters
19
The North American journal of economics and finance : a journal of financial economics studies
13
Journal of risk
10
Applied economics
9
Journal of banking & finance
8
Journal of econometrics
8
Journal of international financial markets, institutions & money
8
Energy economics
7
International journal of forecasting
7
Economic modelling
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Computational economics
5
International review of economics & finance : IREF
5
Journal of empirical finance
5
Journal of financial econometrics
5
The European journal of finance
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
Financial markets and portfolio management
4
Insurance / Mathematics & economics
4
Quantitative finance
4
The journal of asset management
4
Working paper series / University of Zurich, Department of Economics
4
Econometric reviews
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
International journal of finance & economics : IJFE
3
Journal of forecasting
3
Risk management : a journal of risk, crisis and disaster
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Afro-Asian Journal of Finance and Accounting : AAJFA
2
Asia-Pacific journal of financial studies
2
Economics and business review
2
Economics letters
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International journal of emerging markets
2
International journal of financial engineering
2
International journal of financial research
2
Journal of mathematical finance
2
Journal of risk : JOR
2
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ECONIS (ZBW)
18
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18
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1
The safe haven, hedging, and diversification properties of oil, gold, and cryptocurrency for the G7 equity markets : evidence from the pre- and post-COVID-19 periods
Tarchella, Salma
;
Khalfaoui, Rabeh
;
Hammoudeh, Shawkat
- In:
Research in international business and finance
67
(
2024
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451553
Saved in:
2
Volatility connectedness on the central European forex markets
Albrecht, Peter
;
Kočenda, Evžen
- In:
International review of financial analysis
93
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014543551
Saved in:
3
Diversifying and hedging REIT portfolios with cryptocurrencies : evidence from global and regional REIT indices
Odusami, Babatunde Olatunji
;
Akinsomi, Omokolade
- In:
International review of financial analysis
94
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014544083
Saved in:
4
Forecasting aggregate stock market volatility with industry volatilities : the role of spillover index
He, Mengxi
;
Wang, Yudong
;
Zeng, Qing
;
Zhang, Yaojie
- In:
Research in international business and finance
65
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014435752
Saved in:
5
Nonparametric inference of expectile-based value-at-risk for financial time series with application to risk assessment
Zhang, Feipeng
;
Xu, Yixiong
;
Fan, Caiyun
- In:
International review of financial analysis
90
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014469910
Saved in:
6
A three-tiered nested analytical approach to financial integration : the case of emerging and frontier equity markets
Cagliesi, Gabriella
;
Guidi, Francesco
- In:
International review of financial analysis
74
(
2021
),
pp. 1-29
Persistent link: https://www.econbiz.de/10012803928
Saved in:
7
Dynamic volatility spillovers and investment strategies between the Chinese stock market and commodity markets
Wen, Fenghua
;
Cao, Jiahui
;
Liu, Zhen
;
Wang, Xiong
- In:
International review of financial analysis
76
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012804692
Saved in:
8
Value at risk and returns of cryptocurrencies before and after the crash : long-run relations and fractional cointegration
Tan, Zhengxun
;
Huang, Yilong
;
Xiao, Binuo
- In:
Research in international business and finance
56
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013266119
Saved in:
9
Effects of price of gold on Bombay stock exchange sectoral indices : new evidence for portfolio risk management
Trabelsi, Nader
;
Gozgor, Giray
;
Tiwari, Aviral Kumar
; …
- In:
Research in international business and finance
55
(
2021
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013264668
Saved in:
10
Multiscale stock-bond correlation : implications for risk management
Al Rababa'a, Abdel Razzaq
;
Alomari, Mohammad
;
McMillan, …
- In:
Research in international business and finance
58
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013286286
Saved in:
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