//--> //--> //-->
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
~accessRights:"restricted"
~isPartOf:"The European journal of finance"
~subject:"Capital income"
~subject:"Germany"
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:"GARCH model"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Capital income
Germany
ARCH model
27
ARCH-Modell
27
Volatility
17
Volatilität
17
Theorie
13
Theory
13
Kapitaleinkommen
9
Estimation
8
Schätzung
8
Statistical distribution
7
Statistische Verteilung
7
Forecasting model
6
Portfolio selection
6
Portfolio-Management
6
Prognoseverfahren
6
Risikomaß
6
Risk measure
6
Time series analysis
6
Zeitreihenanalyse
6
Börsenkurs
5
Multivariate Verteilung
5
Multivariate distribution
5
Share price
5
Estimation theory
4
Schätztheorie
4
Aktienmarkt
3
Financial crisis
3
Financial market
3
Finanzkrise
3
Finanzmarkt
3
GARCH
3
Spillover effect
3
Spillover-Effekt
3
Stock market
3
Welt
3
World
3
Correlation
2
EU countries
2
EU-Staaten
2
more ...
less ...
Online availability
All
Undetermined
Free
2
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Conference paper
2
Konferenzbeitrag
2
Language
All
English
9
Author
All
Algaba, Andres
1
Boudt, Kris
1
Catania, Leopoldo
1
Chen, Shuning
1
De Luca, Giovanni
1
Feunou, Bruno
1
Floros, Christos
1
Gillas, Konstantinos Gkillas
1
He, Mengxi
1
Jahan-Parvar, Mohammad R.
1
Kim, Myeong Hyeon
1
Loperfido, Nicola
1
Nonejad, Nima
1
Park, Seyoung
1
Segnon, Mawuli
1
Suleman, Muhammad Tahir
1
Trede, Mark
1
Tédongap, Roméo
1
Vanduffel, Steven
1
Wang, Jian-xin
1
Wen, Danyan
1
Yoon, Jong Mun
1
Zhang, Yaojie
1
more ...
less ...
Published in...
All
The European journal of finance
Finance research letters
57
The North American journal of economics and finance : a journal of financial economics studies
38
Energy economics
35
International review of economics & finance : IREF
34
International review of financial analysis
31
Research in international business and finance
28
Applied economics
26
International journal of forecasting
26
Journal of empirical finance
21
Economic modelling
20
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
Journal of financial econometrics
17
Journal of international financial markets, institutions & money
17
Journal of banking & finance
16
Journal of forecasting
16
Journal of econometrics
15
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
13
Applied economics letters
12
Pacific-Basin finance journal
12
International journal of finance & economics : IJFE
10
Quantitative finance
10
Theoretical economics letters
10
Afro-Asian Journal of Finance and Accounting : AAJFA
9
Review of quantitative finance and accounting
9
Economics letters
8
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
8
Global business review
8
Global finance journal
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
International journal of economics and finance
7
Journal of risk
7
Studies in economics and finance
7
Annals of financial economics
6
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
6
International journal of emerging markets
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Computational economics
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Industry volatility spillover and aggregate stock returns
Zhang, Yaojie
;
He, Mengxi
;
Wen, Danyan
- In:
The European journal of finance
30
(
2024
)
10
,
pp. 1097-1126
Persistent link: https://www.econbiz.de/10014636439
Saved in:
3
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:
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
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:
6
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:
7
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:
8
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:
9
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->