//--> //--> //--> //-->
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"
~subject:"Schätztheorie"
~subject:"Theorie"
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:"ARCH-Modell"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Schätztheorie
Theorie
ARCH model
163
ARCH-Modell
163
Volatility
105
Volatilität
105
Estimation
58
Schätzung
58
Börsenkurs
47
Share price
47
Aktienmarkt
38
Forecasting model
38
Prognoseverfahren
38
Stock market
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
more ...
less ...
Online availability
All
Undetermined
28
Free
2
Type of publication
All
Article
48
Type of publication (narrower categories)
All
Article in journal
48
Aufsatz in Zeitschrift
48
Language
All
English
48
Author
All
Blazsek, Szabolcs
4
Kim, Jong-Min
4
Hwang, Sun Young
2
Jung, Hojin
2
Licht, Adrian
2
Wang, Yi-Hsien
2
Abid, Ilyes
1
Abuzayed, Bana
1
Al-Fayoumi, Nedal
1
Allen, David E.
1
Anderson, David P.
1
Ayala, Astrid Loretta
1
Bampinas, Georgios
1
Barai, Parama
1
Belhachemi, Rachid
1
Benlagha, Noureddine
1
Bollen, Bernard
1
Caporin, Massimiliano
1
Chang, Chia-Chien
1
Chang, Matthew C.
1
Chang, Ya-Chi
1
Charbonneau, Alain
1
Charfeddine, Lanouar
1
Chiu, Yen-Chen
1
Chu, Guoqing
1
Chuang, Chung-Chu
1
Chuang, I-Yuan
1
Chuang, Shuo-Li
1
Costola, Michele
1
Dang Khoa Tran
1
Dhaoui, Abderrazak
1
Diao, Xundi
1
Ding, Jin
1
Dong, Qingma
1
Goodwin, Barry K.
1
Goutte, Stéphane
1
Gubareva, Mariya
1
Guesmi, Khaled
1
He, Yingchen
1
Ho, Han-Chiang
1
more ...
less ...
Published in...
All
Applied economics
Journal of econometrics
105
Journal of empirical finance
63
Econometric theory
62
International journal of forecasting
57
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
55
Discussion paper / Tinbergen Institute
54
Economics letters
51
Finance research letters
50
Journal of forecasting
49
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
45
Journal of banking & finance
41
Econometric reviews
39
Journal of financial econometrics : official journal of the Society for Financial Econometrics
39
The European journal of finance
36
The econometrics journal
34
Economic modelling
33
International review of financial analysis
30
The North American journal of economics and finance : a journal of financial economics studies
29
International review of economics & finance : IREF
26
Journal of risk and financial management : JRFM
26
Journal of financial econometrics
25
Working paper
25
Applied economics letters
24
Journal of applied econometrics
24
Computational economics
23
Energy economics
23
Journal of international financial markets, institutions & money
22
Journal of risk
22
CREATES research paper
21
CORE discussion papers : DP
20
Quantitative finance
20
International journal of economics and financial issues : IJEFI
19
Journal of economic dynamics & control
19
Journal of time series econometrics
18
Applied financial economics
17
Econometrics : open access journal
17
Research in international business and finance
17
Working papers
17
CORE discussion paper : DP
16
more ...
less ...
Source
All
ECONIS (ZBW)
48
Showing
1
-
10
of
48
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
Performance analysis of nowcasting of GDP growth when allowing for conditional heteroscedasticity and non-Gaussianity
Javed, Farrukh
;
Kiss, Tamás
;
Österholm, Pär
- In:
Applied economics
54
(
2022
)
58
,
pp. 6669-6686
Persistent link: https://www.econbiz.de/10013494234
Saved in:
3
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:
4
Modelling and forecasting COVID-19 stock returns using asymmetric GARCH-ICAPM with mixture and heavy-tailed distributions
Rewat Khanthaporn
;
Wichitaksorn, Nuttanan
- In:
Applied economics
55
(
2023
)
51
,
pp. 6042-6061
Persistent link: https://www.econbiz.de/10014335891
Saved in:
5
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:
6
Unconditional density vs conditional density functions in estimating value-at-risk
Chiu, Yen-Chen
;
Chuang, I-Yuan
- In:
Applied economics
53
(
2021
)
4
,
pp. 482-494
Persistent link: https://www.econbiz.de/10012416070
Saved in:
7
Functional ARCH directional dependence via copula for intraday volatility from high-frequency financial time series
Kim, Jong-Min
;
Hwang, Sun Young
- In:
Applied economics
53
(
2021
)
4
,
pp. 506-520
Persistent link: https://www.econbiz.de/10012416072
Saved in:
8
Modelling asset returns in the presence of price limits with Markov-switching mixture of truncated normal GARCH distribution : evidence from China
Wang, Donghua
;
Ding, Jin
;
Chu, Guoqing
;
Xu, Dinghai
; …
- In:
Applied economics
53
(
2021
)
7
,
pp. 781-804
Persistent link: https://www.econbiz.de/10012416088
Saved in:
9
Oil volatility forecasting and risk allocation : evidence from an extended mixed-frequency volatility model
Shang, Yuhuang
;
Dong, Qingma
- In:
Applied economics
53
(
2021
)
10
,
pp. 1127-1142
Persistent link: https://www.econbiz.de/10012425453
Saved in:
10
Measuring systemic risk with a dynamic copula-based approach
Jang, Hyun Jin
;
Pan, Xiao
;
Park, Sumin
- In:
Applied economics
53
(
2021
)
50
,
pp. 5843-5863
Persistent link: https://www.econbiz.de/10012627102
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->