//--> //--> //-->
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:"Journal of applied econometrics"
~isPartOf:"Journal of empirical finance"
~person:"Arouri, Mohamed"
~person:"Bauwens, Luc"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
7
ARCH-Modell
7
Aktienmarkt
3
Stock market
3
Bayes-Statistik
2
Bayesian inference
2
Hedging
2
Portfolio selection
2
Portfolio-Management
2
Volatility
2
Volatilität
2
Welt
2
World
2
2002-2010
1
2005-2010
1
Arabische Golf-Staaten
1
Börsenkurs
1
CAPM
1
Capital income
1
China
1
Derivat
1
Derivative
1
Diversification
1
Diversification and hedging effectiveness
1
Diversifikation
1
EU countries
1
EU-Staaten
1
Electricity
1
Electricity price
1
Elektrizität
1
Emerging markets
1
Estimation
1
Estimation theory
1
Financial market
1
Finanzmarkt
1
Forecasting
1
Forecasting model
1
GARCH
1
GARCH models
1
Gold
1
more ...
less ...
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Language
All
English
7
Author
All
Arouri, Mohamed
Bauwens, Luc
Huang, Zhuo
5
Karanasos, Menelaos
4
Laurent, Sébastien
4
Ma, Feng
4
Wang, Tianyi
4
Wang, Yudong
4
Zhang, Yaojie
4
Hansen, Peter Reinhard
3
Ho, Kin-Yip
3
Iglesias, Emma M.
3
Kumar, Dilip
3
Lahiani, Amine
3
Shi, Yanlin
3
Todorova, Neda
3
Tsui, Albert K.
3
Wu, Chongfeng
3
Ahmed, Abdullahi Dahir
2
Belkhouja, Mustapha
2
BenSaïda, Ahmed
2
Bollerslev, Tim
2
Brooks, Chris
2
Chan, Felix
2
Chang, Kuang-liang
2
Charfeddine, Lanouar
2
Cheffou, Abdoulkarim Idi
2
Chen Zhou
2
Chen, Yi-ting
2
Christensen, Bent Jesper
2
Conrad, Christian
2
Dark, Jonathan
2
Dijk, Dick van
2
Fałdziński, Marcin
2
Fiszeder, Piotr
2
Fountas, Stilianos
2
Franses, Philip Hans
2
Gallo, Giampiero M.
2
Giot, Pierre
2
Gupta, Rangan
2
more ...
less ...
Published in...
All
Economic modelling
Journal of applied econometrics
Journal of empirical finance
CORE discussion papers : DP
15
Discussion papers / UCL, Département des Sciences Economiques
5
CORE discussion paper : DP
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Cahiers de recherche / HEC Montréal, Institut d'Economie Appliquée
2
Energy economics
2
Journal of econometrics
2
LIDAM discussion paper CORE
2
The econometrics journal
2
The journal of applied business research
2
Wiley handbooks in financial engineering and econometrics
2
Advanced Studies in Theoretical and Applied Econometrics
1
Advanced studies in theoretical and applied econometrics : ASTA
1
Annales d'économie et de statistique
1
CIRANO - Scientific Publication
1
CREATES research paper
1
CRREP working serie 2016-09
1
Cardiff economics working papers
1
Discussion paper / Tinbergen Institute
1
Econometric reviews
1
Economie & prévision : EP
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
European business review : EBR ; the official journal of the International Management Centres, Europe
1
Finance : revue de l'Association Française de Finance
1
International journal of forecasting
1
Journal of quantitative economics : official journal of the Indian Econometric Society
1
Managerial finance
1
SFB 649 discussion paper
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Wiley Handbooks in Financial Engineering and Econometrics Ser
1
more ...
less ...
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
World gold prices and stock returns in China : insights for hedging and diversification strategies
Arouri, Mohamed
;
Lahiani, Amine
;
Nguyen, Duc Khuong
- In:
Economic modelling
44
(
2015
),
pp. 273-282
Persistent link: https://www.econbiz.de/10011326226
Saved in:
2
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:
3
Multivariate volatility modeling of electricity futures
Bauwens, Luc
;
Hafner, Christian M.
;
Pierret, Diane
- In:
Journal of applied econometrics
28
(
2013
)
5
,
pp. 743-761
Persistent link: https://www.econbiz.de/10010351104
Saved in:
4
Financial market integration : theory and empirical results
Arouri, Mohamed
;
Foulquier, Philippe
- In:
Economic modelling
29
(
2012
)
2
,
pp. 382-394
Persistent link: https://www.econbiz.de/10009536808
Saved in:
5
Return and volatility transmission between world oil prices and stock markets of the GCC countries
Arouri, Mohamed
;
Lahiani, Amine
;
Nguyen, Duc Khuong
- In:
Economic modelling
28
(
2011
)
4
,
pp. 1815-1825
Persistent link: https://www.econbiz.de/10009272445
Saved in:
6
Multivariate GARCH models : a survey
Bauwens, Luc
;
Laurent, Sébastien
;
Rombouts, Jeroen V. K.
- In:
Journal of applied econometrics
21
(
2006
)
1
,
pp. 79-109
Persistent link: https://www.econbiz.de/10003310013
Saved in:
7
Bayesian option pricing using asymmetric GARCH models
Bauwens, Luc
;
Lubrano, Michel
- In:
Journal of empirical finance
9
(
2002
)
3
,
pp. 287-319
Persistent link: https://www.econbiz.de/10001705439
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->