//--> //--> //--> //-->
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 empirical finance"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"United States"
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
United States
ARCH model
352
ARCH-Modell
352
Volatility
239
Volatilität
239
Estimation
118
Schätzung
118
Theorie
105
Theory
105
Capital income
95
Kapitaleinkommen
95
Time series analysis
85
Zeitreihenanalyse
85
Börsenkurs
82
Share price
82
Forecasting model
75
Prognoseverfahren
75
Aktienmarkt
63
Stock market
63
Risikomaß
55
Risk measure
55
Correlation
49
Korrelation
49
USA
43
Welt
36
World
36
Estimation theory
33
Oil price
33
Schätztheorie
33
Ölpreis
33
Spillover effect
32
Spillover-Effekt
32
Statistical distribution
30
Statistische Verteilung
30
Portfolio selection
26
Portfolio-Management
26
Exchange rate
25
GARCH
25
Markov chain
25
Markov-Kette
25
more ...
less ...
Online availability
All
Undetermined
9
Type of publication
All
Article
43
Type of publication (narrower categories)
All
Article in journal
43
Aufsatz in Zeitschrift
43
Language
All
English
43
Author
All
Aftab, Muhammad
1
Alexandre, Fernando
1
Ameur, Hachmi Ben
1
Andersen, Torben
1
Arize, Augustine Chuck
1
Audrino, Francesco
1
Bae, Jinho
1
Bahmani-Oskooee, Mohsen
1
Bali, Turan G.
1
Baç~ao, Pedro
1
Bollerslev, Tim
1
Brooks, Robert
1
Chang, Kuang-Liang
1
Chang, Kuang-liang
1
Cheffou, Abdoulkarim Idi
1
Chen, Carl R.
1
Chow, William W.
1
Conrad, Christian
1
Ehouman, Yao Axel
1
Enders, Walter
1
Engle, Robert F.
1
Fountas, Stilianos
1
Francis, Bill B.
1
Fung, Michael Ka-yiu
1
Gabriel, Vasco J.
1
Garrett, Ian
1
Haas, Markus
1
Hou, Yang
1
Huang, Ying
1
Hwang, Inwook
1
Jawadi, Fredj
1
Jondeau, Eric
1
Karanasos, Menelaos
1
Keddad, Benjamin
1
Kim, Chang-jin
1
Kim, Hyun Seok
1
Kim, Jaebeom
1
Lange, Steve
1
Lanne, Markku
1
Lee, Jack C.
1
more ...
less ...
Published in...
All
Economic modelling
Journal of empirical finance
Journal of financial econometrics : official journal of the Society for Financial Econometrics
The journal of futures markets
29
Journal of banking & finance
17
Applied economics
16
Energy economics
16
Journal of international financial markets, institutions & money
16
Applied financial economics
14
Economics letters
14
International review of financial analysis
14
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Journal of multinational financial management
11
The North American journal of economics and finance : a journal of financial economics studies
11
Econometric Institute research papers
10
Working paper
10
International review of economics & finance : IREF
9
Journal of applied econometrics
9
Journal of economics and finance
9
Discussion paper / Tinbergen Institute
8
CFS working paper series
7
CORE discussion paper : DP
7
International journal of forecasting
7
The European journal of finance
7
The journal of real estate finance and economics
7
Working papers / University of Connecticut, Department of Economics
7
Econometric reviews
6
Global finance journal
6
Journal of econometrics
6
Journal of international money and finance
6
Journal of risk and financial management : JRFM
6
Research in international business and finance
6
Southern economic journal
6
International Journal of Energy Economics and Policy : IJEEP
5
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Pacific-Basin finance journal
5
SFB 649 discussion paper
5
Applied economics letters
4
more ...
less ...
Source
All
ECONIS (ZBW)
43
Showing
1
-
10
of
43
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Oil price shocks and the US stock market : a nonlinear approach
Hwang, Inwook
;
Kim, Jaebeom
- In:
Journal of empirical finance
64
(
2021
),
pp. 23-36
Persistent link: https://www.econbiz.de/10013259395
Saved in:
3
Volatility transmission between oil prices and banks' stock prices as a new source of instability : lessons from the United States experience
Ehouman, Yao Axel
- In:
Economic modelling
91
(
2020
),
pp. 198-217
Persistent link: https://www.econbiz.de/10012429033
Saved in:
4
On the asymmetric effects of exchange rate volatility on trade flows : new evidence from US-Malaysia trade at the industry level
Bahmani-Oskooee, Mohsen
;
Aftab, Muhammad
- In:
Economic modelling
63
(
2017
),
pp. 86-103
Persistent link: https://www.econbiz.de/10011813437
Saved in:
5
Returns, correlations, and volatilities in equity markets : evidence from six OECD countries during the US financial crisis
Kim, Hyun Seok
;
Min, Hong-ghi
;
McDonald, Judith Ann
- In:
Economic modelling
59
(
2016
),
pp. 9-22
Persistent link: https://www.econbiz.de/10011647590
Saved in:
6
Information transmission between U.S. and China index futures markets : an asymmetric DCC GARCH approach
Hou, Yang
;
Li, Steven
- In:
Economic modelling
52
(
2016
),
pp. 884-897
Persistent link: https://www.econbiz.de/10011643072
Saved in:
7
On the risk comovements between the crude oil market and U.S. dollar exchange rates
Truchis, Gilles de
;
Keddad, Benjamin
- In:
Economic modelling
52
(
2016
),
pp. 206-215
Persistent link: https://www.econbiz.de/10011645629
Saved in:
8
Smooth volatility shifts and spillovers in U.S. crude oil and corn futures markets
Teterin, Pavel
;
Brooks, Robert
;
Enders, Walter
- In:
Journal of empirical finance
38
(
2016
),
pp. 22-36
Persistent link: https://www.econbiz.de/10011663220
Saved in:
9
On oil-US exchange rate volatility relationships : an intraday analysis
Jawadi, Fredj
;
Louhichi, Waël
;
Ameur, Hachmi Ben
; …
- In:
Economic modelling
59
(
2016
),
pp. 329-334
Persistent link: https://www.econbiz.de/10011647852
Saved in:
10
On the macroeconomic determinants of long-term volatilities and correlations in US stock and crude oil markets
Conrad, Christian
;
Stürmer, Karin
;
Rittler, Daniel
- In:
Journal of empirical finance
29
(
2014
),
pp. 26-40
Persistent link: https://www.econbiz.de/10011300507
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->