//--> //--> //-->
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:"Journal of empirical finance"
~person:"Chen Zhou"
~person:"Karanasos, Menelaos"
~subject:"Börsenkurs"
~subject:"Correlation"
~subject:"United States"
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
| 7 applied filters
Year of publication
From:
To:
Subject
All
Börsenkurs
Correlation
United States
ARCH model
5
ARCH-Modell
5
Capital income
4
Kapitaleinkommen
4
Estimation
3
Schätzung
3
Share price
3
Volatility
3
Volatilität
3
Aktienmarkt
2
Stock market
2
Theorie
2
Theory
2
Aktienindex
1
Asset pricing
1
Asymmetric power ARCH
1
Autocorrelation
1
Autokorrelation
1
CAPM
1
Decomposition method
1
Dekompositionsverfahren
1
Dynamic risk management
1
East Asia
1
Extreme value theory
1
Financial crisis
1
Finanzkrise
1
Fractional integration
1
GARCH filtering
1
GARCH(1,1)
1
Hill estimator
1
Industrialized countries
1
Industrieländer
1
Jump–diffusion model
1
Korrelation
1
Multivariate Analyse
1
Multivariate analysis
1
Ostasien
1
Risikomanagement
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Chen Zhou
Karanasos, Menelaos
Conrad, Christian
2
Dark, Jonathan
2
Degiannakis, Stavros
2
Fałdziński, Marcin
2
Fiszeder, Piotr
2
Mazouz, Khelifa
2
Molnár, Peter
2
Sriananthakumar, Sivagowry
2
Agosto, Arianna
1
Ahn, Eun S.
1
Ali, Faek Menla
1
Amado, Cristina
1
Anatolyev, Stanislav
1
Andersen, Torben
1
Arize, Augustine Chuck
1
Bae, Jinho
1
Bali, Turan G.
1
Becker, Christoph
1
BenSaïda, Ahmed
1
Bera, Anil K.
1
Bhaumik, Sankar Kumar
1
Bollerslev, Tim
1
Bowe, Michael
1
Brooks, Robert
1
Brownlees, Christian
1
Brännäs, Kurt
1
Bu, Ruijun
1
Byun, Suk Joon
1
Campbell, Rachel
1
Carroll, Rachael
1
Cavaliere, Giuseppe
1
Chang, Li-Han
1
Chen, Carl R.
1
Cheng, Hung-Wen
1
Chiu, Chien-liang
1
Chow, William W.
1
Coondoo, Dipankor
1
Davidson, James E. H.
1
more ...
less ...
Published in...
All
Applied financial economics
Journal of empirical finance
Discussion paper series / University of Heidelberg, Department of Economics
3
Discussion papers in economics
2
International review of financial analysis
2
EST Working Paper Series, University of Turin
1
Economic modelling
1
Japan and the world economy : international journal of theory and policy
1
Paper / Department of Economics, Queen Mary and Westfield College
1
Scottish journal of political economy : the journal of the Scottish Economic Society
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The decomposition of jump risks in individual stock returns
Xiao, Xiao
;
Chen Zhou
- In:
Journal of empirical finance
47
(
2018
),
pp. 207-228
Persistent link: https://www.econbiz.de/10012103499
Saved in:
2
Modelling stock volatilities during financial crises : a time varying coefficient approach
Karanasos, Menelaos
;
Paraskevopoulos, Alexandros G.
; …
- In:
Journal of empirical finance
29
(
2014
),
pp. 113-128
Persistent link: https://www.econbiz.de/10011300501
Saved in:
3
Multivariate fractionally integrated APARCH modeling of stock market volatility : a multi-country study
Conrad, Christian
;
Karanasos, Menelaos
;
Zeng, Ning
- In:
Journal of empirical finance
18
(
2011
)
1
,
pp. 147-159
Persistent link: https://www.econbiz.de/10009301149
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->