//--> //--> //--> //-->
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:"International journal of finance & economics : IJFE"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~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
| 4 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
330
ARCH-Modell
330
Volatility
252
Volatilität
252
Estimation
118
Schätzung
118
Capital income
95
Kapitaleinkommen
95
Aktienmarkt
94
Stock market
94
Börsenkurs
89
Share price
89
Forecasting model
80
Prognoseverfahren
80
Spillover effect
68
Spillover-Effekt
68
Time series analysis
60
Zeitreihenanalyse
60
Theorie
57
Theory
57
Risikomaß
50
Risk measure
50
Welt
49
World
49
Oil price
48
Ölpreis
48
Correlation
35
Exchange rate
34
GARCH
34
Korrelation
34
Portfolio selection
34
Portfolio-Management
34
Wechselkurs
34
China
30
Financial crisis
29
Finanzkrise
29
USA
29
United States
29
Commodity derivative
27
Rohstoffderivat
27
more ...
less ...
Online availability
All
Undetermined
216
Free
3
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
330
Aufsatz in Zeitschrift
330
Conference paper
2
Konferenzbeitrag
2
Language
All
English
330
Author
All
Ma, Feng
8
Gupta, Rangan
7
Mensi, Walid
7
Kang, Sang Hoon
6
Wei, Yu
5
Wu, Xinyu
5
Zhang, Yaojie
5
Hammoudeh, Shawkat
4
Arouri, Mohamed
3
Balcilar, Mehmet
3
Chang, Chia-Lin
3
Chen, Cathy W. S.
3
Hamori, Shigeyuki
3
Huang, Zhuo
3
Iglesias, Emma M.
3
Kumar, Dilip
3
Lahiani, Amine
3
Liang, Chao
3
McAleer, Michael
3
Qiao, Gaoxiu
3
Sadorsky, Perry A.
3
Shi, Yanlin
3
Su, Jung-bin
3
Todorova, Neda
3
Wang, Tianyi
3
Xuan Vinh Vo
3
Zhang, Zhaoyong
3
Ahmed, Abdullahi Dahir
2
Al-Jarrah, Idries Mohammad Wanas
2
Al-Yahyaee, Khamis Hamed
2
Allen, David E.
2
Asai, Manabu
2
Aslanidis, Nektarios
2
Beckmann, Joscha
2
Belkhouja, Mustapha
2
Chang, Kuang-Liang
2
Chang, Kuang-liang
2
Charfeddine, Lanouar
2
Cheffou, Abdoulkarim Idi
2
Chen, Wang
2
more ...
less ...
Published in...
All
Economic modelling
International journal of finance & economics : IJFE
The North American journal of economics and finance : a journal of financial economics studies
Energy economics
259
Finance research letters
201
Applied economics
163
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
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
74
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
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
55
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
54
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
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
42
Journal of risk
42
The econometrics journal
40
Computational economics
39
Pacific-Basin finance journal
38
Cogent economics & finance
37
Journal of applied econometrics
36
more ...
less ...
Source
All
ECONIS (ZBW)
330
Showing
1
-
10
of
330
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Oil price uncertainty and the relation to tanker shipping
Pouliasis, Panos K.
;
Bentsos, Christos
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 2472-2494
Persistent link: https://www.econbiz.de/10014533431
Saved in:
2
Are lower interest rates really associated with higher growth? : new empirical evidence on the interest rate thesis from 19 countries
Lee, Kang-Soek
;
Werner, Richard A.
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3960-3975
Persistent link: https://www.econbiz.de/10014429221
Saved in:
3
From Black Wednesday to Brexit : macroeconomic shocks and correlations of equity returns in France, Germany, Italy, Spain, and the United Kingdom
Gottschalk, Sylvia
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 2843-2873
Persistent link: https://www.econbiz.de/10014327598
Saved in:
4
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:
5
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:
6
Stock market efficiency in Asia : evidence from the Narayan-Liu-Westerlund's GARCH-based unit root test
Yaya, OlaOluwa S.
;
Adekoya, Oluwasegun B.
;
Xuan Vinh Vo
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 91-101
Persistent link: https://www.econbiz.de/10014468989
Saved in:
7
Forecasting the Asian stock market volatility : evidence from WTI and INE oil futures
Ghani, Maria
;
Ma, Feng
;
Huang, Dengshi
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1496-1512
Persistent link: https://www.econbiz.de/10014533268
Saved in:
8
Inventory information arrival and the crude oil futures market
Chebbi, Tarek
;
Hmedat, Waleed
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1513-1533
Persistent link: https://www.econbiz.de/10014533269
Saved in:
9
How the effective reproductive number impacts global stock markets
Kristjanpoller Rodríguez, Werner
;
Michell, Kevin
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1972-1987
Persistent link: https://www.econbiz.de/10014533382
Saved in:
10
Impact of return and volatility spillover from banking industry to other industries : an evidence from Pakistan
In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1680-1695
Persistent link: https://www.econbiz.de/10014533304
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...
//-->