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~isPartOf:"Applied economics"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"Schätzung"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"ARCH model"
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Schätzung
ARCH model
267
ARCH-Modell
267
Volatility
177
Volatilität
177
Estimation
94
Aktienmarkt
78
Stock market
78
Börsenkurs
77
Share price
77
Capital income
66
Kapitaleinkommen
66
Theorie
57
Theory
57
Forecasting model
56
Prognoseverfahren
56
Time series analysis
38
Zeitreihenanalyse
38
Welt
33
World
33
GARCH
32
USA
32
United States
32
Correlation
31
Korrelation
31
Financial crisis
29
Finanzkrise
29
Risikomaß
29
Risk measure
29
Spillover effect
29
Spillover-Effekt
29
Portfolio selection
26
Portfolio-Management
26
Exchange rate
25
Wechselkurs
25
Financial market
20
Finanzmarkt
20
Hedging
20
Oil price
20
Ölpreis
20
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Undetermined
59
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1
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Article
94
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Aufsatz in Zeitschrift
Article in journal
94
Language
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English
94
Author
All
Ma, Feng
3
Zhang, Yaojie
3
Blazsek, Szabolcs
2
Filis, George
2
Floros, Christos
2
Hou, Ai Jun
2
Kim, Jong-Min
2
Liang, Chao
2
Narayan, Paresh Kumar
2
Wei, Yu
2
Wen, Fenghua
2
Wohar, Mark E.
2
Akhtaruzzaman, Md.
1
Albulescu, Claudiu Tiberiu
1
Aloui, Chaker
1
Antell, Jan
1
Antonakakis, Nikolaos
1
Apostolakis, George N.
1
Arespa, Marta
1
Asgharian, Hossein
1
Aubin, Christian
1
Babalos, Vassilios
1
Bagirov, Miramir
1
Bampinas, Georgios
1
Banerjee, Ameet Kumar
1
Benlagha, Noureddine
1
Bilson, John F.
1
Bird, Graham R.
1
Bodman, Philip M.
1
Bojnec, Štefan
1
Boroumand, Raphaël Homayoun
1
Bose, Shekar
1
Bouri, Elie
1
Broadstock, David C.
1
Brooks, Robert
1
Bénassy-Quéré, Agnès
1
Carroll, Rachael
1
Casalin, Fabrizio
1
Chakraborty, Sandip
1
Chang, Kuang-liang
1
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Applied economics
Journal of international financial markets, institutions & money
Energy economics
67
Finance research letters
54
Economic modelling
52
International review of economics & finance : IREF
46
International review of financial analysis
44
The North American journal of economics and finance : a journal of financial economics studies
44
Journal of empirical finance
43
Research in international business and finance
33
Journal of econometrics
31
Applied economics letters
30
Journal of risk and financial management : JRFM
30
Applied financial economics
26
International journal of forecasting
25
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
25
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
23
International journal of economics and financial issues : IJEFI
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
Journal of banking & finance
22
The journal of futures markets
21
International journal of economics and finance
20
International journal of finance & economics : IJFE
20
Economics letters
19
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
19
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
Journal of risk
18
Review of quantitative finance and accounting
17
International Journal of Energy Economics and Policy : IJEEP
15
The European journal of finance
15
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
14
Journal of financial econometrics
14
Cogent economics & finance
13
Journal of economics and finance
13
Pacific-Basin finance journal
13
CBN journal of applied statistics
12
Emerging markets, finance and trade : EMFT
12
Journal of international money and finance
12
Quantitative finance
12
Computational economics
11
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ECONIS (ZBW)
94
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1
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10
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94
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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
International stock market volatility : a global tail risk sight
Lu, Xinjie
;
Zeng, Qing
;
Zhong, Juandan
;
Zhu, Bo
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014494749
Saved in:
3
International stock volatility predictability : new evidence from uncertainties
Wang, Jiqian
;
Ma, Feng
;
Wang, Tianyang
;
Wu, Lan
- In:
Journal of international financial markets, …
85
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014433290
Saved in:
4
On stylized facts of cryptocurrencies returns and their relationship with other assets, with a focus on the impact of COVID-19
Cremaschini, Alessandro
;
Punzón, Antonio
;
Martellucci, …
- In:
Applied economics
55
(
2023
)
32
,
pp. 3675-3688
Persistent link: https://www.econbiz.de/10014299197
Saved in:
5
Spreading of cross-market volatility information : evidence from multiplex network analysis of volatility spillovers
Gong, Jue
;
Wang, Gang-Jin
;
Zhou, Yang
;
Zhu, You
;
Chi, Xie
; …
- In:
Journal of international financial markets, …
83
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014306328
Saved in:
6
Modelling and forecasting volatility with high-frequency and VIX information : a component realized EGARCH model with VIX
Wu, Xinyu
;
Xia, Michelle
;
Li, Xindan
- In:
Applied economics
55
(
2023
)
20
,
pp. 2273-2291
Persistent link: https://www.econbiz.de/10014294916
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
Linear time-varying regression with copula-DCC-asymmetric-GARCH models for volatility : the co-movement between industrial electricity demand and financial factors
Kim, Yunsun
;
Hwang, Sun Young
;
Kim, Jong-Min
;
Kim, Sahm
- In:
Applied economics
55
(
2023
)
3
,
pp. 255-272
Persistent link: https://www.econbiz.de/10013494421
Saved in:
9
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:
10
Petroleum prices and equity sector returns in petroleum exporting and importing countries : an analysis of volatility transmissions and hedging
Bagirov, Miramir
;
Mateus, Cesario
- In:
Applied economics
54
(
2022
)
23
,
pp. 2610-2626
Persistent link: https://www.econbiz.de/10013171109
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