//--> //--> //--> //-->
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:"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
| 14 applied filters
Year of publication
From:
To:
Subject
All
G7 stock markets
Markov chain
Schwellenländer
Share price
ARCH model
27
ARCH-Modell
27
Volatility
22
Volatilität
22
Forecasting model
17
Prognoseverfahren
17
Aktienmarkt
14
Stock market
14
Börsenkurs
12
Capital income
11
Kapitaleinkommen
11
Welt
9
World
9
Estimation
8
Risiko
8
Risk
8
Schätzung
8
Forecasting
6
Theorie
6
Theory
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
Spillover effect
3
Spillover-Effekt
3
USA
3
United States
3
forecasting
3
Ölpreis
3
Aktienindex
2
more ...
less ...
Online availability
All
Free
8
Undetermined
5
Type of publication
All
Book / Working Paper
8
Article
7
Type of publication (narrower categories)
All
Arbeitspapier
8
Graue Literatur
8
Non-commercial literature
8
Working Paper
8
Article in journal
7
Aufsatz in Zeitschrift
7
Language
All
English
15
Author
All
Angelidis, Timotheos
Beljid, Makram
Gallo, Giampiero M.
Gupta, Rangan
Haas, Markus
Nam, Kiseok
Li, Yan
3
Salisu, Afees A.
3
Bouri, Elie
2
Degiannakis, Stavros
2
Fang, Libing
2
Filis, George
2
Floros, Christos
2
Kouretas, Georgios P.
2
Lau, Chi Keung
2
Ma, Feng
2
Morelli, David
2
Ogbonna, Ahamuefula Ephraim
2
Segnon, Mawuli
2
Ureche-Rangau, Loredana
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
Bianchi, Michele Leonardo
1
Blazsek, Szabolcs
1
Boldanov, Rustam
1
Bouras, Christos
1
Bratis, Theodoros
1
Brooks, Robert
1
Brzeszczyński, Janusz
1
Bu, Ruijun
1
Bugge, Sebastian A.
1
Cagliesi, Gabriella
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
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
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Conventional and unconventional monetary policy rate uncertainty and stock market volatility : a forecasting perspective
Liu, Ruipeng
;
Gupta, Rangan
-
2021
Persistent link: https://www.econbiz.de/10012665261
Saved in:
9
Are multifractal processes suited to forecasting electricity price volatility? : evidence from Australian intraday data
Segnon, Mawuli
;
Lau, Chi Keung
;
Wilfling, Bernd
;
Gupta, …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 73-98
Persistent link: https://www.econbiz.de/10013334628
Saved in:
10
Predicting international equity returns: evidence from time-varying parameter vector autoregressive models
Gupta, Rangan
;
Huber, Florian
;
Piribauer, Philipp
- In:
International review of financial analysis
68
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012300967
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->