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~isPartOf:"Economic modelling"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"The journal of futures markets"
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Search: subject_exact:"ARCH model"
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ARCH model
492
ARCH-Modell
492
Volatility
312
Volatilität
312
Estimation
158
Schätzung
158
Theorie
147
Theory
147
Capital income
120
Kapitaleinkommen
120
Time series analysis
109
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109
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99
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99
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91
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91
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77
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77
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72
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72
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71
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71
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62
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43
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40
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38
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35
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35
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35
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Article
490
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2
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Article in journal
491
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491
Conference paper
3
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3
Collection of articles of several authors
2
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English
492
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Huang, Zhuo
8
Engle, Robert F.
6
Wang, Tianyi
6
Bauwens, Luc
5
Lai, Yu-Sheng
5
Ma, Feng
5
Teräsvirta, Timo
5
Wang, Yudong
5
Zhang, Yaojie
5
Hafner, Christian M.
4
Horváth, Lajos
4
Karanasos, Menelaos
4
Lee, Hsiang-Tai
4
Arouri, Mohamed
3
Bali, Turan G.
3
Bohl, Martin T.
3
Caporin, Massimiliano
3
Chan, Wing Hong
3
Conrad, Christian
3
Dufays, Arnaud
3
Ederington, Louis H.
3
Fleming, Jeff
3
Fountas, Stilianos
3
Francq, Christian
3
Giot, Pierre
3
Hansen, Peter Reinhard
3
Iglesias, Emma M.
3
Kirby, Chris
3
Kumar, Dilip
3
Lahiani, Amine
3
Laurent, Sébastien
3
Lee, Hsiang-tai
3
Li, Wai Keung
3
Liang, Fang
3
Lucas, André
3
Maheu, John M.
3
Mittnik, Stefan
3
Paolella, Marc S.
3
Park, Sung Y.
3
Sheppard, Kevin
3
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HFDF <2, 1998, Zürich>
1
Published in...
All
Economic modelling
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of empirical finance
Journal of financial econometrics : official journal of the Society for Financial Econometrics
The journal of futures markets
Energy economics
259
Finance research letters
191
Applied economics
163
Journal of econometrics
147
International review of financial analysis
144
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
Discussion paper / Tinbergen Institute
98
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
Econometric theory
73
Econometric Institute research papers
69
Working paper
68
International Journal of Energy Economics and Policy : IJEEP
63
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
56
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
51
International journal of economics and financial issues : IJEFI
49
Econometric reviews
47
Journal of international money and finance
46
International journal of economics and finance
45
Review of quantitative finance and accounting
44
CREATES research paper
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
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ECONIS (ZBW)
492
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1
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10
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492
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1
Assessing the asymmetric volatility linkages of energy and agricultural commodity futures during low and high volatility regimes
Rezitis, Anthony N.
;
Andrikopoulos, Panagiotis
;
Daglis, …
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 451-483
Persistent link: https://www.econbiz.de/10014475504
Saved in:
2
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
Saved in:
3
Bayesian nonparametric panel Markov-switching GARCH models
Casarin, Roberto
;
Costantini, Mauro
;
Osuntuyi, Anthony
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 135-146
Persistent link: https://www.econbiz.de/10014449842
Saved in:
4
Petroleum market volatility tracker in China
Bian, Huabin
;
Hua, Renhai
;
Liu, Qingfu
;
Zhang, Ping
- In:
The journal of futures markets
42
(
2022
)
11
,
pp. 2022-2040
Persistent link: https://www.econbiz.de/10013465839
Saved in:
5
Option pricing with state-dependent pricing kernel
Tong, Chen
;
Hansen, Peter Reinhard
;
Huang, Zhuo
- In:
The journal of futures markets
42
(
2022
)
8
,
pp. 1409-1433
Persistent link: https://www.econbiz.de/10013287978
Saved in:
6
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:
7
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:
8
Air pollution, weather factors, and realized volatility forecasts of agricultural commodity futures
Luo, Jiawen
;
Zhang, Qun
- In:
The journal of futures markets
44
(
2024
)
2
,
pp. 151-217
Persistent link: https://www.econbiz.de/10014475455
Saved in:
9
The predictability of carbon futures volatility : new evidence from the spillovers of fossil energy futures returns
Zhang, Zhikai
;
Zhang, Yaojie
;
Wang, Yudong
;
Wang, Qunwei
- In:
The journal of futures markets
44
(
2024
)
4
,
pp. 557-584
Persistent link: https://www.econbiz.de/10014536649
Saved in:
10
Riemannian-geometric regime-switching covariance hedging
Lee, Hsiang-Tai
- In:
The journal of futures markets
44
(
2024
)
6
,
pp. 1003-1054
Persistent link: https://www.econbiz.de/10014536714
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