//--> //--> //--> //-->
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:"Department of Economics working paper series"
~isPartOf:"Emerging markets, finance and trade : EMFT"
~isPartOf:"International review of financial analysis"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~language:"eng"
~person:"Angelidis, Timotheos"
~person:"Beljid, Makram"
~person:"Gallo, Giampiero M."
~person:"Gupta, Rangan"
~person:"Haas, Markus"
~person:"Nam, Kiseok"
~subject:"G7 stock markets"
~subject:"Markov chain"
~subject:"Schwellenländer"
~subject:"Share price"
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
| 15 applied filters
Year of publication
From:
To:
Subject
All
G7 stock markets
Markov chain
Schwellenländer
Share price
ARCH model
32
ARCH-Modell
32
Volatility
27
Volatilität
27
Forecasting model
22
Prognoseverfahren
22
Börsenkurs
15
Aktienmarkt
14
Stock market
14
Capital income
13
Kapitaleinkommen
13
Risiko
10
Risk
10
Welt
10
World
10
Estimation
8
Forecasting
8
Schätzung
8
Theorie
8
Theory
8
Climate change
7
Klimawandel
7
Time series analysis
6
Zeitreihenanalyse
6
GARCH-MIDAS
5
Markov-Kette
5
Climate risks
4
Oil price
4
Volatility forecasting
4
Ölpreis
4
Emerging economies
3
GARCH
3
Portfolio selection
3
Portfolio-Management
3
Regression analysis
3
Regressionsanalyse
3
Spillover effect
3
more ...
less ...
Online availability
All
Free
12
Undetermined
5
Type of publication
All
Book / Working Paper
12
Article
7
Type of publication (narrower categories)
All
Arbeitspapier
12
Graue Literatur
12
Non-commercial literature
12
Working Paper
12
Article in journal
7
Aufsatz in Zeitschrift
7
Language
All
English
Author
All
Angelidis, Timotheos
Beljid, Makram
Gallo, Giampiero M.
Gupta, Rangan
Haas, Markus
Nam, Kiseok
Bouri, Elie
5
Salisu, Afees A.
4
Li, Yan
3
Ma, Feng
3
Ogbonna, Ahamuefula Ephraim
3
Degiannakis, Stavros
2
Filis, George
2
Floros, Christos
2
Ivashchenko, Sergey
2
Karmakar, Sayar
2
Kouretas, Georgios P.
2
Lau, Chi Keung
2
Lee, Chien-chiang
2
Lu, Fei
2
Morelli, David
2
Pierdzioch, Christian
2
Segnon, Mawuli
2
Ureche-Rangau, Loredana
2
Wu, Kejin
2
Alhaj-Yaseen, Yaseen S.
1
An, Haizhong
1
Andrikopulos, Andreas A.
1
Ané, Thierry
1
Badshah, Ihsan Ullah
1
Bahcivan, Hulusi
1
Ballester, Laura
1
Balli, Faruk
1
Balli, Hatice Ozer
1
Barkoulas, John T.
1
Bauwens, Luc
1
Bee, Marco
1
Bevilacqua, Mattia
1
Bhimreddy, Komal S. R.
1
Bianchi, Michele Leonardo
1
Blazsek, Szabolcs
1
Boldanov, Rustam
1
Bratis, Theodoros
1
more ...
less ...
Published in...
All
Department of Economics working paper series
Emerging markets, finance and trade : EMFT
International review of financial analysis
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
CFS working paper series
5
The North American journal of economics and finance : a journal of financial economics studies
3
Economic modelling
2
Economics letters
2
International journal of forecasting
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Research in international business and finance
2
Applied economics
1
Australian economic papers
1
Defence and peace economics
1
Economics and Business Letters : EBL
1
Emerging markets review
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
Journal of economics and finance
1
Journal of empirical finance
1
Journal of risk and financial management : JRFM
1
Pacific-Basin finance journal
1
Quantitative Finanzwirtschaft : Schriftenreihe zu Statistik und Ökonometrie
1
Review of quantitative finance and accounting
1
The European journal of finance
1
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
1
The quarterly review of economics and finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
19
Showing
1
-
10
of
19
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Energy market uncertainties and US state-level stock market volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014505054
Saved in:
2
Forecasting gold returns volatility over 1258-2023 : the role of moments
Muddana, Thanoj K.
;
Bhimreddy, Komal S. R.
;
Majumdar, …
-
2024
Persistent link: https://www.econbiz.de/10014536233
Saved in:
3
Forecasting stock returns volatility of the G7 over centuries : the role of climate risks
Bouri, Elie
;
Gupta, Rangan
;
Liphadzi, Asingamaanda
; …
-
2024
Persistent link: https://www.econbiz.de/10014553267
Saved in:
4
GARCHX-NoVaS : a model-free approach to incorporate exogenous variables
Wu, Kejin
;
Karmakar, Sayar
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014553270
Saved in:
5
Climate risks and prediction of sectoral REITs volatility : international evidence
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Bouri, Elie
-
2024
Persistent link: https://www.econbiz.de/10014635867
Saved in:
6
Technological shocks and stock market volatility over a century : a GARCHMIDAS approach
Salisu, Afees A.
;
Demirer, Rıza
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014253794
Saved in:
7
Climate risks and stock market volatility over a century in an emerging market economy : the case of South Africa
Wu, Kejin
;
Karmakar, Sayar
;
Gupta, Rangan
;
Pierdzioch, …
-
2023
Persistent link: https://www.econbiz.de/10014336437
Saved in:
8
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443108
Saved in:
9
Return volatility, correlation, and hedging of green and brown stocks : is there a role for climate risk factors?
Li, Haohua
;
Bouri, Elie
;
Gupta, Rangan
;
Fang, Libing
-
2023
Persistent link: https://www.econbiz.de/10013482253
Saved in:
10
Forecasting stock market volatility with regime-switching GARCH-MIDAS : the role of geopolitical risks
Segnon, Mawuli
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10012800652
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->