//--> //--> //--> //-->
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
~isPartOf:"Afro-Asian Journal of Finance and Accounting : AAJFA"
~isPartOf:"Applied economics"
~isPartOf:"Journal of risk"
~subject:"Aktienmarkt"
~type_genre:"Aufsatz in Zeitschrift"
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:"ARCH model"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Aktienmarkt
ARCH model
227
ARCH-Modell
227
Volatility
148
Volatilität
148
Estimation
83
Schätzung
83
Börsenkurs
63
Share price
63
Capital income
55
Kapitaleinkommen
55
Forecasting model
53
Prognoseverfahren
53
Stock market
53
Theorie
50
Theory
50
Risikomaß
45
Risk measure
45
Time series analysis
43
Zeitreihenanalyse
43
GARCH
26
Portfolio selection
26
Portfolio-Management
26
Estimation theory
24
Schätztheorie
24
volatility
21
Aktienindex
20
Spillover effect
20
Spillover-Effekt
20
Stock index
20
Welt
20
World
20
Correlation
19
Korrelation
19
Risiko
19
Risk
19
USA
19
United States
19
Financial crisis
18
Finanzkrise
18
more ...
less ...
Online availability
All
Undetermined
46
Free
1
Type of publication
All
Article
53
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
53
Language
All
English
53
Author
All
Zhang, Yaojie
5
Ma, Feng
3
Bouri, Elie
2
Hamori, Shigeyuki
2
He, Mengxi
2
Jawadi, Fredj
2
Roca, Eduardo
2
Saeed, Tareq
2
Wang, Yudong
2
Wen, Danyan
2
Abalala, Turki
1
Abid, Ilyes
1
Abuzayed, Bana
1
Ajmi, Ahdi Noomen
1
Akdoğu, Serpil Kahraman
1
Al Refai, Hisham M.
1
Al-Fayoumi, Nedal
1
Alhothuali, Mohammad S.
1
Allen, David E.
1
Aloui, Chaker
1
Alsulami, Hamed Hamdan
1
Barai, Parama
1
Ben Salem, Marwa
1
Cai, Xiao Jing
1
Charfeddine, Lanouar
1
Chatzikonstanti, Vasiliki
1
Cheffou, Abdoukarim Idi
1
Cheffou, Abdoulkarim Idi
1
Chen, Jiusheng
1
Choo, Wei Chong
1
Chowdhury, Biplob
1
Coronado, Semei
1
Dang Khoa Tran
1
Debasish, Sathya Swaroop
1
Dhaoui, Abderrazak
1
Dong, Xiyong
1
Eissa, Mohamed Abdelaziz
1
El Montasser, Ghassen
1
Fakhfekh, Mohamed
1
Feng, Yiyun
1
more ...
less ...
Published in...
All
Afro-Asian Journal of Finance and Accounting : AAJFA
Applied economics
Journal of risk
Finance research letters
59
International review of financial analysis
49
Energy economics
47
Research in international business and finance
47
International review of economics & finance : IREF
46
Journal of international financial markets, institutions & money
42
Economic modelling
41
The North American journal of economics and finance : a journal of financial economics studies
33
Journal of risk and financial management : JRFM
27
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
23
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
22
Applied economics letters
21
Applied financial economics
21
International journal of finance & economics : IJFE
20
Pacific-Basin finance journal
20
Journal of banking & finance
19
Journal of empirical finance
18
International journal of economics and financial issues : IJEFI
16
Journal of forecasting
15
Review of quantitative finance and accounting
15
Cogent economics & finance
14
Emerging markets review
13
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
13
International journal of economics and finance
13
Journal of international money and finance
13
The journal of applied business research
12
Economic research
11
Finance a úvěr
11
Global finance journal
11
International Journal of Financial Studies : open access journal
11
International journal of forecasting
11
The European journal of finance
11
Theoretical economics letters
11
Economics letters
10
Finance India : the quarterly journal of Indian Institute of Finance
10
Global business review
10
International Journal of Energy Economics and Policy : IJEEP
10
Investment management and financial innovations
10
more ...
less ...
Source
All
ECONIS (ZBW)
53
Showing
1
-
10
of
53
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Spillovers from stock markets to currency markets : evidence from Copula-CoVar with time-varying higher moments
Usman, Muhammad
;
Umar, Zaghum
;
Gubareva, Mariya
;
Dang …
- In:
Applied economics
55
(
2023
)
52
,
pp. 6091-6114
Persistent link: https://www.econbiz.de/10014381519
Saved in:
2
Can Internet concern about COVID-19 help predict stock markets : new evidence from high-concern and low-concern periods
Ren, Jiqin
;
Guo, Yuanxuan
;
Li, Jingjing
;
Li, Jingjing
- In:
Applied economics
56
(
2024
)
35
,
pp. 4155-4176
Persistent link: https://www.econbiz.de/10014559277
Saved in:
3
Explanatory power of realised moments
Rehman, Seema
;
Sharif, Saqib
;
Ullah, Wali
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
14
(
2024
)
1
,
pp. 22-42
Persistent link: https://www.econbiz.de/10014490919
Saved in:
4
Structural change, information asymmetry and volatility in Indian stock market : evidence from pre-and-post-COVID-19 outbreak
Mohanasundaram, T.
;
Rizwana, M.
;
Sathyanarayana, S.
; …
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
14
(
2024
)
3
,
pp. 412-431
Persistent link: https://www.econbiz.de/10014546120
Saved in:
5
Systematic extreme correlation of Chinese stock market
Long, Jun
;
Yuan, Xianghui
;
Jin, Liwei
;
Zhao, Chencheng
; …
- In:
Applied economics
56
(
2024
)
39
,
pp. 4718-4729
Persistent link: https://www.econbiz.de/10014560394
Saved in:
6
Asymmetric risk spillovers between oil and the Chinese stock market : a Beta-skew-t-EGARCH-EVT-copula approach
Chen, Jiusheng
- In:
Journal of risk
25
(
2023
)
3
,
pp. 77-127
Persistent link: https://www.econbiz.de/10014283909
Saved in:
7
Forecasting stock market realized volatility : the role of global terrorist attacks
Wen, Danyan
;
He, Mengxi
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Applied economics
55
(
2023
)
22
,
pp. 2551-2566
Persistent link: https://www.econbiz.de/10014295065
Saved in:
8
Do gulf stock markets share time varying connectedness
Saeed, Tareq
;
Nautiyal, Neeraj
;
Ur Rehman, Mobeen
; …
- In:
Applied economics
55
(
2023
)
48
,
pp. 5700-5718
Persistent link: https://www.econbiz.de/10014335664
Saved in:
9
Forecasting volatility of Saudi stock market (TASI) and sectoral indices
Kumaran, Sunitha
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
13
(
2023
)
6
,
pp. 819-842
Persistent link: https://www.econbiz.de/10014434354
Saved in:
10
Volatility dynamics of Tunisian stock market before and during COVID-19 outbreak and diversification benefits of Bitcoin
Ben Salem, Marwa
;
Fakhfekh, Mohamed
;
Jeribi, Ahmed
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
13
(
2023
)
5
,
pp. 651-672
Persistent link: https://www.econbiz.de/10014391407
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->