//--> //--> //--> //-->
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:"Discussion paper / Department of Economics, University of California San Diego"
~isPartOf:"Journal of international money and finance"
~subject:"EU-Staaten"
~subject:"International financial market"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
EU-Staaten
International financial market
ARCH model
64
ARCH-Modell
64
Volatility
37
Volatilität
37
Theorie
24
Theory
24
Aktienmarkt
16
Estimation
16
Schätzung
16
Stock market
16
Welt
13
World
13
Correlation
12
Exchange rate
12
Korrelation
12
Wechselkurs
12
Capital income
10
Kapitaleinkommen
10
Forecasting model
9
Internationaler Finanzmarkt
9
Prognoseverfahren
9
EU countries
7
Financial crisis
7
Finanzkrise
7
USA
7
United States
7
Börsenkurs
6
Deutschland
6
Germany
6
Japan
6
Share price
6
Spillover effect
6
Spillover-Effekt
6
Financial market
5
Finanzmarkt
5
Großbritannien
5
Market integration
5
Marktintegration
5
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
12
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
15
Author
All
Engle, Robert F.
2
Susmel, Raul
2
Avesani, Renzo G.
1
Becker, Christoph
1
Berg, Kimberly A.
1
Bredin, Donal
1
Buncic, Daniel
1
Chang, Kook-hyun
1
Chang, Kuang-Liang
1
Connor, Gregory
1
Cotter, John
1
Fountas, Stilianos
1
Gallo, Giampiero M.
1
Giannellis, Nikolaos
1
Gisler, Katja Ida Maria
1
Golosnoy, Vasyl
1
Gribisch, Bastian
1
Heil, Thomas L. A.
1
Javed, Farrukh
1
Kim, Myung-jig
1
Liesenfeld, Roman
1
Papadopoulos, Athanasios P.
1
Peter, Franziska Julia
1
Prange, Philipp
1
Schmidt, Wolfgang M.
1
Suurlaht, Anita
1
Virk, Nader
1
Vu, Nam T.
1
more ...
less ...
Published in...
All
Discussion paper / Department of Economics, University of California San Diego
Journal of international money and finance
Economic modelling
16
Journal of international financial markets, institutions & money
14
Journal of banking & finance
12
Research in international business and finance
12
Finance research letters
11
Energy economics
10
Applied economics
9
International review of financial analysis
9
Journal of economics and finance
7
Journal of risk and financial management : JRFM
7
The North American journal of economics and finance : a journal of financial economics studies
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
International review of economics & finance : IREF
6
The European journal of finance
6
Applied financial economics
5
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
5
Global finance journal
5
SFB 649 discussion paper
5
CESifo working papers
4
Emerging markets review
4
International journal of finance & economics : IJFE
4
Journal of empirical finance
4
Computational economics
3
Discussion paper series
3
Environmental economics and policy studies
3
International Journal of Financial Studies : open access journal
3
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
The international journal of business and finance research : IJBFR
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Working paper series / European Central Bank
3
Applied economics letters
2
CESifo Working Paper Series
2
CFS working paper series
2
Cogent economics & finance
2
Discussion paper / Tinbergen Institute
2
Econometric Institute research papers
2
European financial management : the journal of the European Financial Management Association
2
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The low-magnitude and high-magnitude asymmetries in tail dependence structures in international equity markets and the role of bilateral exchange rate
Chang, Kuang-Liang
- In:
Journal of international money and finance
133
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014304729
Saved in:
2
Measuring 25 years of global equity market co-movement using a time-varying spatial model
Heil, Thomas L. A.
;
Peter, Franziska Julia
;
Prange, Philipp
- In:
Journal of international money and finance
128
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013438365
Saved in:
3
International spillovers of U.S. financial volatility
Berg, Kimberly A.
;
Vu, Nam T.
- In:
Journal of international money and finance
97
(
2019
),
pp. 19-34
Persistent link: https://www.econbiz.de/10012139846
Saved in:
4
European equity market integration and joint relationship of conditional volatility and correlations
Virk, Nader
;
Javed, Farrukh
- In:
Journal of international money and finance
71
(
2017
),
pp. 53-77
Persistent link: https://www.econbiz.de/10011787669
Saved in:
5
The role of jumps and leverage in forecasting volatility in international equity markets
Buncic, Daniel
;
Gisler, Katja Ida Maria
- In:
Journal of international money and finance
79
(
2017
),
pp. 1-19
Persistent link: https://www.econbiz.de/10011788346
Saved in:
6
Intra-daily volatility spillovers in international stock markets
Golosnoy, Vasyl
;
Gribisch, Bastian
;
Liesenfeld, Roman
- In:
Journal of international money and finance
53
(
2015
),
pp. 95-114
Persistent link: https://www.econbiz.de/10011475912
Saved in:
7
How past market movements affect correlation and volatility
Becker, Christoph
;
Schmidt, Wolfgang M.
- In:
Journal of international money and finance
50
(
2015
),
pp. 78-107
Persistent link: https://www.econbiz.de/10010465421
Saved in:
8
Dynamic stock market covariances in the Eurozone
Connor, Gregory
;
Suurlaht, Anita
- In:
Journal of international money and finance
37
(
2013
),
pp. 353-370
Persistent link: https://www.econbiz.de/10010209054
Saved in:
9
What causes exchange rate volatility? : evidence from selected EMU members and candidates for EMU membership countries
Giannellis, Nikolaos
;
Papadopoulos, Athanasios P.
- In:
Journal of international money and finance
30
(
2011
)
1
,
pp. 39-61
Persistent link: https://www.econbiz.de/10009268866
Saved in:
10
Macroeconomic uncertainty and performance in the European Union
Bredin, Donal
;
Fountas, Stilianos
- In:
Journal of international money and finance
28
(
2009
)
6
,
pp. 972-986
Persistent link: https://www.econbiz.de/10003888026
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->