//--> //--> //--> //-->
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:"Applied economics"
~isPartOf:"European economic review : EER"
~language:"bos"
~language:"eng"
~language:"slv"
~person:"Blazsek, Szabolcs"
~person:"Gupta, Rangan"
~person:"Serletis, Apostolos"
~person:"Stiglitz, Joseph E."
~person:"Zenou, Yves"
~person:"Zhang, Yaojie"
~person:"Zhu, Huiming"
~subject:"ARCH model"
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:
Narrow search
Delete all filters
| 13 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Estimation
27
Forecasting model
27
Prognoseverfahren
27
Schätzung
27
Theorie
26
Theory
26
Time series analysis
17
Zeitreihenanalyse
17
Volatility
16
Volatilität
16
ARCH-Modell
15
USA
12
United States
12
Aktienmarkt
11
Börsenkurs
11
China
11
Share price
11
Stock market
11
Regression analysis
9
Regressionsanalyse
9
Capital income
8
Immobilienpreis
8
Kapitaleinkommen
8
Real estate price
8
VAR model
8
VAR-Modell
8
Welt
8
World
8
forecasting
8
Economic policy
7
Inflation
7
Risiko
7
Risk
7
South Africa
7
Südafrika
7
Wirtschaftspolitik
7
Impact assessment
6
Wirkungsanalyse
6
Beta-t-EGARCH
5
more ...
less ...
Online availability
All
Undetermined
14
Type of publication
All
Article
15
Type of publication (narrower categories)
All
Article in journal
15
Aufsatz in Zeitschrift
15
Language
All
Bosnian
English
Slovenian
Author
All
Blazsek, Szabolcs
Gupta, Rangan
Serletis, Apostolos
Stiglitz, Joseph E.
Zenou, Yves
Zhang, Yaojie
Zhu, Huiming
Ma, Feng
5
Kim, Jong-Min
4
Jawadi, Fredj
3
Roca, Eduardo
3
Allen, David E.
2
Bouri, Elie
2
Coronado, Semei
2
Goutte, Stéphane
2
Hamori, Shigeyuki
2
He, Mengxi
2
Hui, Eddie Chi Man
2
Hwang, Sun Young
2
Jung, Hojin
2
Liang, Chao
2
Licht, Adrian
2
Liu, Li
2
Louhichi, Waël
2
Monteros, Luis Antonio
2
Pereira, Pedro L. Valls
2
Powell, Robert
2
Romero, Rafael
2
Roubaud, David
2
Saeed, Tareq
2
Singh, Abhay Kumar
2
Tiwari, Aviral Kumar
2
Wahab, M. I. M.
2
Wang, Yi-Hsien
2
Wang, Yudong
2
Wei, Yu
2
Wen, Danyan
2
Wen, Fenghua
2
Zheng, Xian
2
Abalala, Turki
1
Abdoh, Hussein A.
1
Abid, Ilyes
1
Abuzayed, Bana
1
Ahalawat, Shweta
1
more ...
less ...
Published in...
All
Applied economics
European economic review : EER
Department of Economics working paper series
22
Energy economics
12
International journal of forecasting
6
Research in international business and finance
6
The North American journal of economics and finance : a journal of financial economics studies
6
Economic modelling
5
Macroeconomic dynamics
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
Journal of forecasting
4
Open economies review
4
Discussion paper / Department of Business and Management Science
3
Economics letters
3
Finmap working paper
3
International journal of finance & economics : IJFE
3
International review of financial analysis
3
Journal of economic studies
3
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
2
Defence and peace economics
2
Emerging markets, finance and trade : EMFT
2
Finance research letters
2
Financial innovation : FIN
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
Journal of multinational financial management
2
The energy journal
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Annals of financial economics
1
Applied economics letters
1
Applied financial economics
1
Bulletin of economic research
1
Economic systems
1
Economics / Discussion papers : the open-access, open-assessment e-journal
1
Economics and Business Letters : EBL
1
Economics working paper
1
Emerging markets review
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Financial markets and portfolio management
1
Global Research Unit working paper
1
International review of economics & finance : IREF
1
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Score function scaling for QAR plus Beta-t-EGARCH : an empirical application to the S&P 500
Ayala, Astrid Loretta
;
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics
56
(
2024
)
31
,
pp. 3684-3697
Persistent link: https://www.econbiz.de/10014528626
Saved in:
2
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:
3
Forecasting the Chinese stock market volatility : a regression approach with a t-distributed error
He, Mengxi
;
Zhang, Yaojie
;
Wen, Danyan
;
Wang, Yudong
- In:
Applied economics
54
(
2022
)
50
,
pp. 5811-5826
Persistent link: https://www.econbiz.de/10013411306
Saved in:
4
Forecasting the volatility of the German stock market : new evidence
Liang, Chao
;
Zhang, Yi
;
Zhang, Yaojie
- In:
Applied economics
54
(
2022
)
9
,
pp. 1055-1070
Persistent link: https://www.econbiz.de/10012875034
Saved in:
5
Dynamic conditional score models : a review of their applications
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics
52
(
2020
)
11
,
pp. 1181-1199
Persistent link: https://www.econbiz.de/10012197522
Saved in:
6
Forecasting the aggregate stock market volatility in a data-rich world
Liu, Li
;
Ma, Feng
;
Zeng, Qing
;
Zhang, Yaojie
- In:
Applied economics
52
(
2020
)
32
,
pp. 3448-3463
Persistent link: https://www.econbiz.de/10012258945
Saved in:
7
Economic policy uncertainty and the Chinese stock market volatility : new evidence
Li, Yu
;
Ma, Feng
;
Zhang, Yaojie
;
Zuoping, Xiao
- In:
Applied economics
51
(
2019
)
49
,
pp. 5398-5410
Persistent link: https://www.econbiz.de/10012197238
Saved in:
8
Volatility forecasting : long memory, regime switching and heteroscedasticity
Ma, Feng
;
Lu, Xinjie
;
Yang, Ke
;
Zhang, Yaojie
- In:
Applied economics
51
(
2019
)
38
,
pp. 4151-4163
Persistent link: https://www.econbiz.de/10012196974
Saved in:
9
Score-driven Markov-switching EGARCH models : an application to systematic risk analysis
Blazsek, Szabolcs
;
Ho, Han-Chiang
;
Liu, Su-Ping
- In:
Applied economics
50
(
2018
)
56
,
pp. 6047-6060
Persistent link: https://www.econbiz.de/10012063386
Saved in:
10
Spillovers between Bitcoin and other assets during bear and bull markets
Bouri, Elie
;
Das, Mahamitra
;
Gupta, Rangan
;
Roubaud, David
- In:
Applied economics
50
(
2018
)
55
,
pp. 5935-5949
Persistent link: https://www.econbiz.de/10012062940
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->