//--> //--> //--> //-->
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:"Economic modelling"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~type:"article"
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
| 3 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
210
ARCH-Modell
210
Volatility
140
Volatilität
140
Estimation
75
Schätzung
75
Aktienmarkt
47
Capital income
47
Kapitaleinkommen
47
Stock market
47
Börsenkurs
46
Share price
46
Time series analysis
40
Zeitreihenanalyse
40
Theorie
37
Theory
37
Forecasting model
35
Oil price
35
Prognoseverfahren
35
Ölpreis
35
Spillover effect
34
Spillover-Effekt
34
Welt
30
World
30
Correlation
26
Korrelation
26
USA
26
United States
26
Risikomaß
25
Risk measure
25
Exchange rate
24
Wechselkurs
24
Financial crisis
22
Finanzkrise
22
Commodity derivative
18
Portfolio selection
18
Portfolio-Management
18
Rohstoffderivat
18
China
17
Financial market
17
more ...
less ...
Online availability
All
Undetermined
105
Type of publication
All
Article
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
210
Aufsatz in Zeitschrift
210
Conference paper
2
Konferenzbeitrag
2
Language
All
English
210
Author
All
Ma, Feng
4
Arouri, Mohamed
3
Huang, Zhuo
3
Iglesias, Emma M.
3
Kumar, Dilip
3
Lahiani, Amine
3
Todorova, Neda
3
Wang, Tianyi
3
Wang, Yudong
3
Zhang, Yaojie
3
Ahmed, Abdullahi Dahir
2
Amendola, Alessandra
2
Belkhouja, Mustapha
2
Candila, Vincenzo
2
Chang, Kuang-liang
2
Charfeddine, Lanouar
2
Charles, Amélie
2
Cheffou, Abdoulkarim Idi
2
Chen, Wang
2
Darné, Olivier
2
Fountas, Stilianos
2
Gupta, Rangan
2
Huo, Rui
2
Jawadi, Fredj
2
Jayawardena, Nirodha I.
2
Joëts, Marc
2
Kanas, Angelos
2
Klaassen, Franc
2
Kyrtsou, Catherine
2
Li, Bin
2
Liang, Fang
2
Lin, Xiaoqiang
2
Liu, Jing
2
Liu, Li
2
Maheswaran, S.
2
Melo-Velandia, Luis Fernando
2
Mensi, Walid
2
Min, Hong-ghi
2
Nguyen, Duc Khuong
2
Pal, Debdatta
2
more ...
less ...
Published in...
All
Economic modelling
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Energy economics
267
Finance research letters
203
Applied economics
164
Journal of econometrics
147
International review of financial analysis
144
Journal of empirical finance
133
International review of economics & finance : IREF
125
Research in international business and finance
125
The North American journal of economics and finance : a journal of financial economics studies
123
Journal of banking & finance
113
Economics letters
109
Journal of international financial markets, institutions & money
107
Applied financial economics
101
International journal of forecasting
96
Journal of risk and financial management : JRFM
88
Journal of forecasting
87
Applied economics letters
79
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
76
The European journal of finance
76
The journal of futures markets
74
Econometric theory
73
International Journal of Energy Economics and Policy : IJEEP
64
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
64
Journal of financial econometrics : official journal of the Society for Financial Econometrics
64
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
54
International journal of finance & economics : IJFE
52
International journal of economics and financial issues : IJEFI
50
Econometric reviews
47
Journal of international money and finance
46
International journal of economics and finance
45
Review of quantitative finance and accounting
44
Computational economics
43
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
42
Journal of risk
42
The econometrics journal
40
Pacific-Basin finance journal
38
Cogent economics & finance
37
Journal of applied econometrics
36
more ...
less ...
Source
All
ECONIS (ZBW)
210
Showing
1
-
10
of
210
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Dynamic dependence of futures basis between the Chinese and international grains markets
Wang, Hao
;
Dong, Yizhe
;
Sun, Mingli
;
Shi, Baofeng
;
Ji, Hao
- In:
Economic modelling
130
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014451147
Saved in:
2
The impact of joint events on oil price volatility : evidence from a dynamic graphical news analysis model
Zhao, Lu-Tao
;
Wang, Dai-Song
;
Ren, Zhong-Yuan
- In:
Economic modelling
130
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014451154
Saved in:
3
How do monetary shock, financial crisis, and quotation reform affect the long memory of exchange rate volatility? : evidence from major currencies
Wang, Xinyu
;
Qi, Zikang
;
Huang, Jianglu
- In:
Economic modelling
120
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014383984
Saved in:
4
The asymmetric dynamics of stock-bond liquidity correlation in China : the role of macro-financial determinants
Pan, Beier
- In:
Economic modelling
124
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463273
Saved in:
5
Price risk analysis using GARCH family models : evidence from Shanghai crude oil futures market
Bei, Shuhua
;
Yang, Aijun
;
Pei, Haotian
;
Si, Xiaoli
- In:
Economic modelling
125
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014463673
Saved in:
6
Regime-dependent effects of macroeconomic uncertainty on realized volatility in the US stock market
Liu, Wei
;
Garrett, Ian
- In:
Economic modelling
128
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014464307
Saved in:
7
Extreme risk spillovers across financial markets under different crises
Cao, Yufei
- In:
Economic modelling
116
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014512465
Saved in:
8
Improving the accuracy of tail risk forecasting models by combining several realized volatility estimators
Naimoli, Antonio
;
Gerlach, Richard
;
Storti, Giuseppe
- In:
Economic modelling
107
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013367470
Saved in:
9
How does oil price volatility affect unemployment rates? : a dynamic stochastic general equilibrium model
Chan, Ying Tung
;
Dong, Yilin
- In:
Economic modelling
114
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013367576
Saved in:
10
Asymmetric multivariate HAR models for realized covariance matrix : a study based on volatility timing strategies
Qu, Hui
;
Zhang, Yi
- In:
Economic modelling
106
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013347668
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->