//--> //--> //--> //-->
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"
~person:"Angelidis, Timotheos"
~person:"Beljid, Makram"
~person:"Gallo, Giampiero M."
~person:"Gupta, Rangan"
~person:"Haas, Markus"
~person:"Nam, Kiseok"
~subject:"G7 stock markets"
~subject:"Kapitaleinkommen"
~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
Kapitaleinkommen
Markov chain
Schwellenländer
Share price
ARCH model
28
ARCH-Modell
28
Volatility
23
Volatilität
23
Forecasting model
18
Prognoseverfahren
18
Aktienmarkt
14
Stock market
14
Börsenkurs
13
Capital income
12
Estimation
9
Schätzung
9
Welt
9
World
9
Risiko
8
Risk
8
Theorie
7
Theory
7
Forecasting
6
Climate change
5
Klimawandel
5
Markov-Kette
5
Time series analysis
5
Zeitreihenanalyse
5
GARCH-MIDAS
4
Emerging economies
3
Oil price
3
Portfolio selection
3
Portfolio-Management
3
Regression analysis
3
Regressionsanalyse
3
Spillover effect
3
Spillover-Effekt
3
USA
3
United States
3
Volatility forecasting
3
more ...
less ...
Online availability
All
Free
12
Undetermined
6
Type of publication
All
Book / Working Paper
12
Article
8
Type of publication (narrower categories)
All
Arbeitspapier
12
Graue Literatur
12
Non-commercial literature
12
Working Paper
12
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
English
20
Author
All
Angelidis, Timotheos
Beljid, Makram
Gallo, Giampiero M.
Gupta, Rangan
Haas, Markus
Nam, Kiseok
Li, Yan
4
Degiannakis, Stavros
3
Floros, Christos
3
Ma, Feng
3
Salisu, Afees A.
3
Bouri, Elie
2
Cepni, Oguzhan
2
Chan, Jennifer So Kuen
2
Fabozzi, Frank J.
2
Fang, Libing
2
Filis, George
2
Ji, Qiang
2
Kok Haur Ng
2
Kouretas, Georgios P.
2
Lau, Chi Keung
2
Liang, Chao
2
McCauley, Joseph L.
2
Morelli, David
2
Ogbonna, Ahamuefula Ephraim
2
Pierdzioch, Christian
2
Segnon, Mawuli
2
Ureche-Rangau, Loredana
2
Wei, Yu
2
Yarovaya, Larisa
2
Alhaj-Yaseen, Yaseen S.
1
Ali, Md Hakim
1
An, Haizhong
1
Anatolyev, Stanislav
1
Andrikopulos, Andreas A.
1
Ané, Thierry
1
Arkorful, Gideon Bruce
1
Arshanapalli, Bala Gangadhar
1
Badshah, Ihsan Ullah
1
Bahcivan, Hulusi
1
Ballester, Laura
1
Balli, Faruk
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
International journal of forecasting
4
The North American journal of economics and finance : a journal of financial economics studies
4
Economic modelling
3
Journal of empirical finance
3
Economics letters
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
Economics working paper
1
Emerging markets review
1
Finmap working paper
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of finance & economics : IJFE
1
International review of economics & finance : IREF
1
Journal of economics and finance
1
Journal of international financial markets, institutions & money
1
Journal of multinational financial management
1
Journal of risk
1
Journal of risk and financial management : JRFM
1
Pacific-Basin finance journal
1
Quantitative Finanzwirtschaft : Schriftenreihe zu Statistik und Ökonometrie
1
Research paper series / Swiss Finance Institute
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
more ...
less ...
Source
All
ECONIS (ZBW)
20
Showing
1
-
10
of
20
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Can municipal bonds hedge US state-level climate risks?
Polat, Onur
;
Gupta, Rangan
;
Cepni, Oguzhan
;
Ji, Qiang
-
2024
Persistent link: https://www.econbiz.de/10014521269
Saved in:
2
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:
3
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:
4
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:
5
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:
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
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:
8
Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan
;
Ji, Qiang
;
Pierdzioch, Christian
; …
-
2023
Persistent link: https://www.econbiz.de/10014304985
Saved in:
9
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:
10
Real-time forecast of DSGE models with time-varying volatility in GARCH form
Ivashchenko, Sergey
;
Ҫekin, Semih Emre
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10012800653
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->