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~accessRights:"restricted"
~isPartOf:"Research in international business and finance"
~language:"eng"
~subject:"Prognoseverfahren"
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Search: subject_exact:"GARCH-Modell"
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Prognoseverfahren
ARCH model
95
ARCH-Modell
95
Volatility
74
Volatilität
74
Aktienmarkt
39
Börsenkurs
39
Share price
39
Stock market
39
Capital income
28
Kapitaleinkommen
28
Spillover effect
26
Spillover-Effekt
26
Estimation
25
Schätzung
25
Welt
24
World
24
Correlation
17
Korrelation
17
Time series analysis
15
Zeitreihenanalyse
15
GARCH
13
Virtual currency
13
Virtuelle Währung
13
Forecasting model
12
Theorie
12
Theory
12
Financial crisis
11
Finanzkrise
11
Emerging economies
10
Schwellenländer
10
Aktienindex
9
Oil price
9
Stock index
9
Ölpreis
9
China
8
Risikomaß
8
Risk measure
8
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7
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English
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Gupta, Rangan
2
Balcilar, Mehmet
1
Ben Ouda, Olfa
1
Bergsli, Lykke Øverland
1
Biekpe, Nicholas
1
Bouri, Elie
1
Chaker, Selma
1
Chi, Xie
1
Delhoumi, Ezzeddine
1
Farid, Saqib
1
Faruk, Balli
1
Gozgor, Giray
1
He, Mengxi
1
Ji, Qiang
1
Jiang, Kunliang
1
Lau, Chi Keung
1
Li, Zhao-Chen
1
Lind, Andrea Falk
1
Liu, Wei
1
Liu, Yimeng
1
Long, Jian-You
1
Molnár, Peter
1
Moussa, Faten
1
Naeem, Muhammad Abubakr
1
Othieno, Ferdinand
1
Polasik, Michał
1
Salisu, Afees A.
1
Semeyutin, Artur
1
Shahzad, Syed Jawad Hussain
1
Song, Jiashan
1
Suleman, Tahir
1
Vortelinos, Dimitrios I.
1
Wang, Gang-Jin
1
Wang, Yudong
1
Zeng, Linhui
1
Zeng, Qing
1
Zhang, Yaojie
1
Zhou, Yang
1
Zhu, You
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Research in international business and finance
International journal of forecasting
58
Energy economics
57
Finance research letters
55
The North American journal of economics and finance : a journal of financial economics studies
34
International review of financial analysis
32
Journal of forecasting
32
Applied economics
31
International review of economics & finance : IREF
30
Journal of empirical finance
24
Economic modelling
19
Journal of econometrics
14
Journal of international financial markets, institutions & money
14
Applied economics letters
13
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
13
Computational economics
12
International journal of finance & economics : IJFE
12
Quantitative finance
12
Journal of financial econometrics
10
Pacific-Basin finance journal
10
Economics letters
9
Journal of risk
9
Journal of commodity markets
8
Emerging markets, finance and trade : EMFT
7
Journal of banking & finance
7
Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Theoretical economics letters
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
International journal of economics and finance
5
Journal of economic dynamics & control
5
The European journal of finance
5
Econometric reviews
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
Journal of time series econometrics
4
The North American journal of economics and finance : a journal of theory and practice
4
The journal of futures markets
4
Annals of financial economics
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
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ECONIS (ZBW)
12
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1
Forecasting stock market volatility under parameter and model uncertainty
Li, Zhao-Chen
;
Chi, Xie
;
Wang, Gang-Jin
;
Zhu, You
; …
- In:
Research in international business and finance
66
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014463139
Saved in:
2
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:
3
Forecasting Value-at-Risk of cryptocurrencies using the time-varying mixture-accelerating generalized autoregressive score model
Jiang, Kunliang
;
Zeng, Linhui
;
Song, Jiashan
;
Liu, Yimeng
- In:
Research in international business and finance
61
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014240057
Saved in:
4
Forecasting volatility of Bitcoin
Bergsli, Lykke Øverland
;
Lind, Andrea Falk
;
Molnár, Peter
- In:
Research in international business and finance
59
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013402137
Saved in:
5
Forecasting value-at-risk of cryptocurrencies with riskmetrics type models
Liu, Wei
;
Semeyutin, Artur
;
Lau, Chi Keung
;
Gozgor, Giray
- In:
Research in international business and finance
54
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012581358
Saved in:
6
Can happiness predict future volatility in stock markets?
Naeem, Muhammad Abubakr
;
Farid, Saqib
;
Faruk, Balli
; …
- In:
Research in international business and finance
54
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012581437
Saved in:
7
The role of global economic conditions in forecasting gold market volatility : evidence from a GARCH-MIDAS approach
Salisu, Afees A.
;
Gupta, Rangan
;
Bouri, Elie
;
Ji, Qiang
- In:
Research in international business and finance
54
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012581489
Saved in:
8
Estimating the conditional equity risk premium in African frontier markets
Othieno, Ferdinand
;
Biekpe, Nicholas
- In:
Research in international business and finance
47
(
2019
),
pp. 538-551
Persistent link: https://www.econbiz.de/10012135796
Saved in:
9
The signal and the noise volatilities
Chaker, Selma
- In:
Research in international business and finance
50
(
2019
),
pp. 79-105
Persistent link: https://www.econbiz.de/10012177017
Saved in:
10
Does country risks predict stock returns and volatility? : evidence from a nonparametric approach
Suleman, Tahir
;
Gupta, Rangan
;
Balcilar, Mehmet
- In:
Research in international business and finance
42
(
2017
),
pp. 1173-1195
Persistent link: https://www.econbiz.de/10011760918
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