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~isPartOf:"Applied economics"
~subject:"Aktienindex"
~subject:"Stock index"
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Search: subject:"ARCH model"
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Aktienindex
Stock index
ARCH model
164
ARCH-Modell
164
Volatility
106
Volatilität
106
Estimation
58
Schätzung
58
Börsenkurs
47
Share price
47
Aktienmarkt
38
Forecasting model
38
Prognoseverfahren
38
Stock market
38
Theorie
38
Theory
38
Capital income
33
Kapitaleinkommen
33
Time series analysis
27
Zeitreihenanalyse
27
GARCH
22
Risikomaß
20
Risk measure
20
Welt
19
World
19
Correlation
16
Korrelation
16
USA
16
United States
16
Oil price
15
Ölpreis
15
China
13
Portfolio selection
13
Portfolio-Management
13
Spillover effect
13
Spillover-Effekt
13
Financial crisis
12
Financial market
12
Finanzkrise
12
Finanzmarkt
12
Hedging
12
Commodity derivative
11
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English
9
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Albulescu, Claudiu Tiberiu
1
Allen, David E.
1
Aragó, Vicent
1
Aubin, Christian
1
Barai, Parama
1
Bilson, John F.
1
Cabrera, Gustavo
1
Coronado, Semei
1
Degiannakis, Stavros
1
Fernández Poncet, Adrián
1
Goyeau, Daniel
1
Li, Xindan
1
Livada, Alexandra
1
Panas, Epameinōndas E.
1
Pati, Pratap Chandra
1
Powell, Robert
1
Qiao, Gaoxiu
1
Rajib, Prabina
1
Rojas, Omar
1
Romero, Rafael
1
Singh, Abhay Kumar
1
Su, Ender
1
Teng, Yuxin
1
Wang, Lu
1
Wu, Xinyu
1
Xia, Michelle
1
Xu, Yanyan
1
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Applied economics
The North American journal of economics and finance : a journal of financial economics studies
15
Applied financial economics
13
International review of financial analysis
13
Finance research letters
11
Journal of risk and financial management : JRFM
9
Research in international business and finance
9
Economic modelling
8
Journal of international financial markets, institutions & money
8
Finance India : the quarterly journal of Indian Institute of Finance
7
International journal of economics and financial issues : IJEFI
7
International review of economics & finance : IREF
7
Journal of empirical finance
7
The journal of futures markets
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of forecasting
6
Journal of risk
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Afro-Asian Journal of Finance and Accounting : AAJFA
5
Applied economics letters
5
Discussion paper / Tinbergen Institute
5
Energy economics
5
Journal of econometrics
5
IES working paper
4
International Journal of Energy Economics and Policy : IJEEP
4
International Journal of Financial Studies : open access journal
4
International journal of financial research
4
International journal of forecasting
4
Journal of banking & finance
4
Research bulletin / The Institute of Cost Accountants of India
4
Review of financial economics : RFE
4
Umeå economic studies
4
Asia-Pacific journal of financial studies
3
CBN journal of applied statistics
3
CESifo working papers
3
Cogent economics & finance
3
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
Finance a úvěr
3
Financial innovation : FIN
3
Future Business Journal
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ECONIS (ZBW)
9
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1
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:
2
The cross-market dynamic effects of liquidity on volatility : evidence from Chinese stock index and futures markets
Qiao, Gaoxiu
;
Teng, Yuxin
;
Xu, Yanyan
;
Wang, Lu
- In:
Applied economics
52
(
2020
)
1
,
pp. 85-99
Persistent link: https://www.econbiz.de/10012197378
Saved in:
3
A Bayesian approach to model changes in volatility in the Mexican stock exchange index
Cabrera, Gustavo
;
Coronado, Semei
;
Rojas, Omar
;
Romero, …
- In:
Applied economics
50
(
2018
)
15
,
pp. 1716-1724
Persistent link: https://www.econbiz.de/10011848848
Saved in:
4
Forecasting stock market volatility and information content of implied volatility index
Pati, Pratap Chandra
;
Barai, Parama
;
Rajib, Prabina
- In:
Applied economics
50
(
2018
)
23
,
pp. 2552-2568
Persistent link: https://www.econbiz.de/10011850295
Saved in:
5
Tail dependence analysis of stock markets using extreme value theory
Singh, Abhay Kumar
;
Allen, David E.
;
Powell, Robert
- In:
Applied economics
49
(
2017
)
45
,
pp. 4588-4599
Persistent link: https://www.econbiz.de/10011844236
Saved in:
6
Stock prices, inflation and inflation uncertainty in the U.S. : testing the long-run relationship considering Dow Jones sector indexes
Albulescu, Claudiu Tiberiu
;
Aubin, Christian
;
Goyeau, Daniel
- In:
Applied economics
49
(
2017
)
18
,
pp. 1794-1807
Persistent link: https://www.econbiz.de/10011815423
Saved in:
7
Trading asymmetric trend and volatility by leverage trend GARCH in Taiwan stock index
Su, Ender
;
Bilson, John F.
- In:
Applied economics
43
(
2011
)
25/27
,
pp. 3891-3905
Persistent link: https://www.econbiz.de/10009380575
Saved in:
8
Rolling-sampled parameters of ARCH and Levy-stable models
Degiannakis, Stavros
;
Livada, Alexandra
;
Panas, …
- In:
Applied economics
40
(
2008
)
22/24
,
pp. 3051-3067
Persistent link: https://www.econbiz.de/10003803846
Saved in:
9
Expiration and maturity effect : empirical evidence from the Spanish spot and futures stock index
Aragó, Vicent
;
Fernández Poncet, Adrián
- In:
Applied economics
34
(
2002
)
13
,
pp. 1617-1626
Persistent link: https://www.econbiz.de/10001692502
Saved in:
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