//--> //--> //--> //-->
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 letters"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~subject:"Börsenkurs"
~subject:"Oil price"
~subject:"USA"
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:"Generalized autoregressive conditional heteroscedasticity"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Börsenkurs
Oil price
USA
ARCH model
197
ARCH-Modell
197
Volatility
118
Volatilität
118
Estimation
70
Schätzung
70
Capital income
58
Kapitaleinkommen
58
Theorie
57
Theory
57
Share price
51
Aktienmarkt
45
Stock market
45
Forecasting model
36
Prognoseverfahren
36
Estimation theory
35
Schätztheorie
35
Correlation
33
Korrelation
33
Time series analysis
33
Zeitreihenanalyse
33
GARCH
21
United States
21
Exchange rate
20
Wechselkurs
20
Spillover effect
19
Spillover-Effekt
19
Multivariate Analyse
18
Multivariate analysis
18
Aktienindex
17
Stock index
17
Risikomaß
15
Risk measure
15
Statistical distribution
15
Statistische Verteilung
15
Financial market
14
Finanzmarkt
14
Heteroscedasticity
13
more ...
less ...
Online availability
All
Undetermined
43
Type of publication
All
Article
72
Type of publication (narrower categories)
All
Article in journal
72
Aufsatz in Zeitschrift
72
Language
All
English
72
Author
All
Apergēs, Nikolaos
2
Wu, Xinyu
2
Ahmed, Mohamed S.
1
Al-Yahyaee, Khamis Hamed
1
Alhadab, Mohammad
1
Apergis, Emmanuel
1
Ardia, David
1
Awartani, Basel
1
Baek, Changryong
1
Barassi, Marco R.
1
Bautista, Carlos C.
1
Bauwens, Luc
1
Bisaglia, Luisa
1
Bohl, Martin T.
1
Bonilla, Claudio A.
1
Bordignon, Silvano
1
Bormetti, Giacomo
1
Boughrara, Adel
1
Bourdeau-Brien, Michael
1
Bouri, Elie
1
Brandt, Michael W.
1
Brännäs, Kurt
1
Buccheri, Giuseppe
1
Chaiechi, Taha
1
Chan, Wing Hong
1
Chang, Kuang-Liang
1
Chatzitzisi, Evanthia
1
Chen, Yixiang
1
Cho, Eunyoung
1
Collins, Luke
1
Corsi, Fulvio
1
Cui, Hao
1
Cyree, Ken B.
1
Dahmene, Meriam
1
Dajcman, Silvo
1
Davidson, James E. H.
1
Devaney, Michael
1
Diao, Xundi
1
Ding, Liang
1
Eagle, Lynne C.
1
more ...
less ...
Published in...
All
Applied economics letters
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Energy economics
179
Finance research letters
79
International review of economics & finance : IREF
69
Applied economics
67
Economic modelling
67
International review of financial analysis
64
The North American journal of economics and finance : a journal of financial economics studies
55
Research in international business and finance
53
Journal of empirical finance
51
Journal of international financial markets, institutions & money
47
International Journal of Energy Economics and Policy : IJEEP
45
Journal of risk and financial management : JRFM
40
Journal of banking & finance
38
The journal of futures markets
36
Economics letters
31
International journal of forecasting
31
Journal of econometrics
30
Econometric Institute research papers
25
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
24
Working paper
23
International journal of finance & economics : IJFE
22
Journal of forecasting
22
Applied financial economics
20
Cogent economics & finance
19
Discussion paper / Tinbergen Institute
19
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
19
International journal of economics and financial issues : IJEFI
18
Journal of financial econometrics : official journal of the Society for Financial Econometrics
18
CESifo working papers
17
Emerging markets, finance and trade : EMFT
17
The empirical economics letters : a monthly international journal of economics
17
International journal of economics and finance
16
Review of quantitative finance and accounting
16
Department of Economics working paper series
15
The European journal of finance
15
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
14
Finance India : the quarterly journal of Indian Institute of Finance
13
Global business review
13
more ...
less ...
Source
All
ECONIS (ZBW)
72
Showing
1
-
10
of
72
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Impacts of economic policy uncertainty on the time-varying risk-return relationship : evidence from G7 countries
He, Zhifang
;
Zheng, Jie
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 270-274
Persistent link: https://www.econbiz.de/10014468759
Saved in:
2
The day-of-the-week effect on global stock market volatility after a market shock
Kang, Taehyeon
;
Cho, Eunyoung
- In:
Applied economics letters
31
(
2024
)
8
,
pp. 696-701
Persistent link: https://www.econbiz.de/10014557841
Saved in:
3
Frequency spillovers and portfolio risk implications between Sukuk, Islamic stock and emerging stock markets
Mensi, Walid
;
Ur Rehman, Mobeen
;
Maitra, Debasish
; …
- In:
The quarterly review of economics and finance : journal …
91
(
2023
),
pp. 139-157
Persistent link: https://www.econbiz.de/10014461547
Saved in:
4
Economic policy uncertainty in US and Europe : time-varying Granger causality
Mladenovic, Zorica
- In:
Applied economics letters
30
(
2023
)
20
,
pp. 2913-2920
Persistent link: https://www.econbiz.de/10014414040
Saved in:
5
Volatility spillovers across financial markets : the role of oil price uncertainty
Lee, Seojin
;
Kim, Young Min
- In:
Applied economics letters
30
(
2023
)
17
,
pp. 2342-2347
Persistent link: https://www.econbiz.de/10014365776
Saved in:
6
Locally stationary multiplicative volatility modeling
Walsh, Christopher
;
Vogt, Michael
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 497-508
Persistent link: https://www.econbiz.de/10014448258
Saved in:
7
Newspaper-based equity uncertainty or implied volatility index : new evidence from oil market volatility predictability
Lu, Xinjie
;
Ma, Feng
;
Li, Pan
;
Li, Tao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 960-964
Persistent link: https://www.econbiz.de/10014303607
Saved in:
8
Volatility estimation when the zero-process is nonstationary
Francq, Christian
;
Sucarrat, Genaro
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 53-66
Persistent link: https://www.econbiz.de/10013540630
Saved in:
9
Forecasting oil futures price volatility with economic policy uncertainty : a CARR-MIDAS model
Wu, Xinyu
;
Cui, Hao
;
Wang, Lu
- In:
Applied economics letters
30
(
2023
)
2
,
pp. 120-125
Persistent link: https://www.econbiz.de/10013553019
Saved in:
10
Dynamic correlations and volatility spillovers between stock price and exchange rate in BRIICS economies : evidence from the COVID-19 outbreak period
Rai, Karan
;
Garg, Bhavesh
- In:
Applied economics letters
29
(
2022
)
8
,
pp. 738-745
Persistent link: https://www.econbiz.de/10013171046
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->