//--> //--> //--> //-->
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 / Tinbergen Institute"
~isPartOf:"Journal of empirical finance"
~subject:"GARCH"
~subject:"Germany"
~type_genre:"Article in journal"
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:"GARCH model"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
GARCH
Germany
ARCH model
134
ARCH-Modell
134
Volatility
93
Volatilität
93
Theorie
52
Theory
52
Capital income
50
Kapitaleinkommen
50
Estimation
43
Schätzung
43
Time series analysis
37
Zeitreihenanalyse
37
Börsenkurs
34
Share price
34
Forecasting model
33
Prognoseverfahren
33
Risikomaß
26
Risk measure
26
Correlation
20
Korrelation
20
USA
19
United States
19
Aktienmarkt
18
Stock market
18
Statistical distribution
14
Statistische Verteilung
14
Estimation theory
13
Portfolio selection
13
Portfolio-Management
13
Schätztheorie
13
Welt
13
World
13
Markov chain
12
Markov-Kette
12
Stochastic process
10
Stochastischer Prozess
10
Exchange rate
9
Realized volatility
9
Wechselkurs
9
more ...
less ...
Online availability
All
Undetermined
8
Type of publication
All
Article
17
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
17
Arbeitspapier
12
Graue Literatur
12
Non-commercial literature
12
Working Paper
12
Language
All
English
17
Author
All
Bauwens, Luc
1
Benavides, Guillermo
1
Capistrán Carmona, Carlos
1
Caporin, Massimiliano
1
Chan, Felix
1
Chang, Li-Han
1
Cheng, Hung-Wen
1
Chiang, Min-Hsien
1
Clements, Adam
1
Constantinou, Nick
1
Davidson, James E. H.
1
De Backer, Bruno
1
Dufays, Arnaud
1
Díaz-Hernández, Adán
1
Frijns, Bart
1
Gagnon, Louis
1
Gould, John
1
Hafner, Christian M.
1
Herrera, Rodrigo
1
Herwartz, Helmut
1
Huang, Hsin-yi
1
Hurn, Stan
1
Lamberte, Antonio
1
Lehnert, Thorsten
1
Li, Xiaoyu
1
Lo, Chien-Ling
1
Lypny, Gregory J.
1
Malik, Farooq
1
Marvasti, Akbar
1
McCurdy, Thomas H.
1
Neely, Christopher J.
1
Schipp, Bernhard
1
Singh, Ranjodh B.
1
Stindl, Tom
1
Tsai, Jeffrey Tzuhao
1
Volkov, V. V.
1
Wang, Jian-xin
1
Yang, Minxian
1
Yang, Wenling
1
Zwinkels, Remco C. J.
1
more ...
less ...
Published in...
All
Discussion paper / Tinbergen Institute
Journal of empirical finance
Energy economics
26
Applied economics
25
Journal of risk and financial management : JRFM
22
Finance research letters
21
The North American journal of economics and finance : a journal of financial economics studies
20
Journal of econometrics
17
Economics letters
16
Research in international business and finance
16
International review of economics & finance : IREF
15
Journal of banking & finance
15
Journal of international financial markets, institutions & money
15
Applied economics letters
13
Economic modelling
12
The European journal of finance
12
International review of financial analysis
11
Cogent economics & finance
9
International journal of economics and finance
9
International journal of forecasting
9
Review of quantitative finance and accounting
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
CBN journal of applied statistics
8
Computational economics
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Finance India : the quarterly journal of Indian Institute of Finance
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
Journal of international money and finance
8
Risks : open access journal
8
Journal of economics and finance
7
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
7
Financial innovation : FIN
6
International Journal of Financial Studies : open access journal
6
International journal of finance & economics : IJFE
6
International journal of financial research
6
Journal of mathematical finance
6
The empirical economics letters : a monthly international journal of economics
6
Theoretical economics letters
6
Applied financial economics
5
Econometrics : open access journal
5
Global business & economics review
5
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Empirical performance of component GARCH models in pricing VIX term structure and VIX futures
Cheng, Hung-Wen
;
Chang, Li-Han
;
Lo, Chien-Ling
;
Tsai, …
- In:
Journal of empirical finance
72
(
2023
),
pp. 122-142
Persistent link: https://www.econbiz.de/10014476812
Saved in:
2
Forecasting intraday market risk : a marked self-exciting point process with exogenous renewals
Stindl, Tom
- In:
Journal of empirical finance
70
(
2023
),
pp. 182-198
Persistent link: https://www.econbiz.de/10014423627
Saved in:
3
Do structural breaks in volatility cause spurious volatility transmission?
Caporin, Massimiliano
;
Malik, Farooq
- In:
Journal of empirical finance
55
(
2020
),
pp. 60-82
Persistent link: https://www.econbiz.de/10012175260
Saved in:
4
A multiple regime extension to the Heston–Nandi GARCH(1,1) model
Díaz-Hernández, Adán
;
Constantinou, Nick
- In:
Journal of empirical finance
53
(
2019
),
pp. 162-180
Persistent link: https://www.econbiz.de/10012171628
Saved in:
5
Liquidation discount : a novel application of ARFIMA-GARCH
Singh, Ranjodh B.
;
Gould, John
;
Chan, Felix
;
Yang, Wenling
- In:
Journal of empirical finance
36
(
2016
),
pp. 151-161
Persistent link: https://www.econbiz.de/10011662835
Saved in:
6
Strict stationarity, persistence and volatility forecasting in ARCH (∞) processes
Davidson, James E. H.
;
Li, Xiaoyu
- In:
Journal of empirical finance
38
(
2016
),
pp. 534-547
Persistent link: https://www.econbiz.de/10011663340
Saved in:
7
Commodity price volatility under regulatory changes and disaster
Marvasti, Akbar
;
Lamberte, Antonio
- In:
Journal of empirical finance
38
(
2016
),
pp. 355-361
Persistent link: https://www.econbiz.de/10011664764
Saved in:
8
Volatility transmission in global financial markets
Clements, Adam
;
Hurn, Stan
;
Volkov, V. V.
- In:
Journal of empirical finance
32
(
2015
),
pp. 3-18
Persistent link: https://www.econbiz.de/10011556742
Saved in:
9
A Bayesian method of change-point estimation with recurrent regimes : application to GARCH models
Bauwens, Luc
;
De Backer, Bruno
;
Dufays, Arnaud
- In:
Journal of empirical finance
29
(
2014
),
pp. 207-229
Persistent link: https://www.econbiz.de/10011300484
Saved in:
10
On the risk return relationship
Wang, Jian-xin
;
Yang, Minxian
- In:
Journal of empirical finance
21
(
2013
),
pp. 132-141
Persistent link: https://www.econbiz.de/10009745277
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->