//--> //--> //--> //-->
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 financial economics"
~isPartOf:"Economic modelling"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
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 model"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
615
ARCH-Modell
615
Volatility
394
Volatilität
394
Theorie
197
Theory
197
Estimation
188
Schätzung
188
Forecasting model
182
Prognoseverfahren
182
Capital income
170
Kapitaleinkommen
170
Time series analysis
149
Zeitreihenanalyse
149
Börsenkurs
118
Share price
118
Aktienmarkt
98
Stock market
98
Risikomaß
84
Risk measure
84
Correlation
74
Korrelation
74
Estimation theory
73
Schätztheorie
73
USA
69
United States
69
Exchange rate
53
Statistical distribution
53
Statistische Verteilung
53
Wechselkurs
53
Portfolio selection
46
Portfolio-Management
46
Welt
46
World
46
Markov chain
44
Markov-Kette
44
Aktienindex
40
Stock index
40
Oil price
39
Spillover effect
39
more ...
less ...
Online availability
All
Undetermined
234
Free
5
Type of publication
All
Article
613
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
614
Aufsatz in Zeitschrift
614
Collection of articles of several authors
2
Conference paper
2
Konferenzbeitrag
2
Sammelwerk
2
Bibliografie enthalten
1
Bibliography included
1
Conference proceedings
1
Konferenzschrift
1
more ...
less ...
Language
All
English
615
Author
All
Wang, Yudong
8
Zhang, Yaojie
8
Ma, Feng
7
Bauwens, Luc
6
Engle, Robert F.
6
Hafner, Christian M.
6
Lucas, André
6
Teräsvirta, Timo
6
Gupta, Rangan
5
Huang, Zhuo
5
Ruiz, Esther
5
Wu, Chongfeng
5
Catania, Leopoldo
4
Dijk, Dick van
4
Gallo, Giampiero M.
4
Horváth, Lajos
4
Karanasos, Menelaos
4
Maheu, John M.
4
McAleer, Michael
4
Olmo, Jose
4
Stentoft, Lars
4
Todorova, Neda
4
Tse, Yiu Kuen
4
Tsui, Albert K.
4
Wang, Tianyi
4
Arouri, Mohamed
3
Brooks, Chris
3
Caporin, Massimiliano
3
Chen, Cathy W. S.
3
Chiang, Min-Hsien
3
Clements, Adam
3
Conrad, Christian
3
Degiannakis, Stavros
3
Dufays, Arnaud
3
Fiszeder, Piotr
3
Francq, Christian
3
Franses, Philip Hans
3
Gerlach, Richard
3
Gerlach, Richard H.
3
Hamori, Shigeyuki
3
more ...
less ...
Institution
All
HFDF <2, 1998, Zürich>
1
Published in...
All
Applied financial economics
Economic modelling
International journal of forecasting
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of empirical finance
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Energy economics
259
Finance research letters
191
Applied economics
163
Journal of econometrics
147
International review of financial analysis
144
International review of economics & finance : IREF
125
Research in international business and finance
125
The North American journal of economics and finance : a journal of financial economics studies
123
Journal of banking & finance
113
Economics letters
109
Journal of international financial markets, institutions & money
107
Discussion paper / Tinbergen Institute
98
Journal of risk and financial management : JRFM
88
Journal of forecasting
87
Applied economics letters
79
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
76
The European journal of finance
74
The journal of futures markets
74
Econometric theory
73
Econometric Institute research papers
69
Working paper
68
International Journal of Energy Economics and Policy : IJEEP
63
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
56
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
54
International journal of finance & economics : IJFE
51
International journal of economics and financial issues : IJEFI
49
Econometric reviews
47
Journal of international money and finance
46
International journal of economics and finance
45
Review of quantitative finance and accounting
44
CREATES research paper
43
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
42
Journal of risk
42
The econometrics journal
40
more ...
less ...
Source
All
ECONIS (ZBW)
615
Showing
1
-
10
of
615
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
Saved in:
2
Bayesian nonparametric panel Markov-switching GARCH models
Casarin, Roberto
;
Costantini, Mauro
;
Osuntuyi, Anthony
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 135-146
Persistent link: https://www.econbiz.de/10014449842
Saved in:
3
2T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log returns : Out-of-sample comparison of conditional EVT models
Tomlinson, Matthew F.
;
Greenwood, David
; …
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 324-347
Persistent link: https://www.econbiz.de/10014450274
Saved in:
4
(Structural) VAR models with ignored changes in mean and volatility
Demetrescu, Matei
;
Salish, Nazarii
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 840-854
Persistent link: https://www.econbiz.de/10014547211
Saved in:
5
A False Discovery Rate approach to optimal volatility forecasting model selection
Hassanniakalager, Arman
;
Baker, Paul L.
;
Platanakis, …
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 881-902
Persistent link: https://www.econbiz.de/10014547223
Saved in:
6
Dynamic dependence of futures basis between the Chinese and international grains markets
Wang, Hao
;
Dong, Yizhe
;
Sun, Mingli
;
Shi, Baofeng
;
Ji, Hao
- In:
Economic modelling
130
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014451147
Saved in:
7
The impact of joint events on oil price volatility : evidence from a dynamic graphical news analysis model
Zhao, Lu-Tao
;
Wang, Dai-Song
;
Ren, Zhong-Yuan
- In:
Economic modelling
130
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014451154
Saved in:
8
Forecasting stock market volatility with regime-switching GARCH-MIDAS : the role of geopolitical risks
Segnon, Mawuli
;
Gupta, Rangan
;
Wilfling, Bernd
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 29-43
Persistent link: https://www.econbiz.de/10014450235
Saved in:
9
Forecasting crude oil market volatility : a comprehensive look at uncertainty variables
Wen, Danyan
;
He, Mengxi
;
Wang, Yudong
;
Zhang, Yaojie
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 1022-1041
Persistent link: https://www.econbiz.de/10014547251
Saved in:
10
Option valuation via nonaffine dynamics with realized volatility
Zhang, Yuanyuan
;
Wang, Zerong
;
Wang, Qi
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014578567
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->