//--> //--> //-->
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"
~person:"Bauwens, Luc"
~person:"Christensen, Bent Jesper"
~person:"Gallo, Giampiero M."
~person:"Wang, Yudong"
~person:"Wu, Chongfeng"
~subject:"ARCH model"
~subject:"Financial crises"
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
| 9 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Financial crises
ARCH-Modell
10
Volatility
7
Volatilität
7
Forecasting model
6
Prognoseverfahren
6
Capital income
5
Kapitaleinkommen
5
Forecasting
3
Oil price
3
Ölpreis
3
Bayes-Statistik
2
Bayesian inference
2
Estimation
2
Markov chain
2
Markov-Kette
2
Schätzung
2
Welt
2
World
2
1990-2010
1
Aktienindex
1
Aktienmarkt
1
Asymmetry
1
Börsenkurs
1
Capital market returns
1
Capital structure
1
China
1
Chinese crude oil futures market
1
Commodity derivative
1
Crude oil
1
Crude oil volatility
1
Economic gains
1
Economic significance
1
Erdöl
1
Estimation theory
1
FIEGARCH-M
1
Financial crisis
1
Financial leverage
1
Financial market
1
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Language
All
English
10
Author
All
Bauwens, Luc
Christensen, Bent Jesper
Gallo, Giampiero M.
Wang, Yudong
Wu, Chongfeng
Huang, Zhuo
4
Karanasos, Menelaos
4
Ma, Feng
4
Wang, Tianyi
4
Zhang, Yaojie
4
Arouri, Mohamed
3
Iglesias, Emma M.
3
Kumar, Dilip
3
Lahiani, Amine
3
Shi, Yanlin
3
Todorova, Neda
3
Ahmed, Abdullahi Dahir
2
Belkhouja, Mustapha
2
BenSaïda, Ahmed
2
Chang, Kuang-liang
2
Charfeddine, Lanouar
2
Cheffou, Abdoulkarim Idi
2
Chen Zhou
2
Conrad, Christian
2
Dark, Jonathan
2
Fałdziński, Marcin
2
Fiszeder, Piotr
2
Fountas, Stilianos
2
Gupta, Rangan
2
Ho, Kin-Yip
2
Hung, Jui-cheng
2
Huo, Rui
2
Jawadi, Fredj
2
Jayawardena, Nirodha I.
2
Joëts, Marc
2
Li, Bin
2
Liang, Fang
2
Lin, Xiaoqiang
2
Liu, Jing
2
Maheswaran, S.
2
more ...
less ...
Published in...
All
Economic modelling
Journal of empirical finance
CORE discussion papers : DP
15
Energy economics
7
International journal of forecasting
7
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
Journal of econometrics
3
Journal of forecasting
3
Queen's Economics Department working paper
3
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
3
Applied economics
2
Cahiers de recherche / HEC Montréal, Institut d'Economie Appliquée
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of applied econometrics
2
LIDAM discussion paper CORE
2
The econometrics journal
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
Australian economic papers
1
CIRANO - Scientific Publication
1
CREATES research paper
1
CRREP working serie 2016-09
1
Cardiff economics working papers
1
Discussion paper / Department of Economics, University of California San Diego
1
Discussion paper / Tinbergen Institute
1
Econometric reviews
1
Econometrics : open access journal
1
Finance research letters
1
Financial innovation : FIN
1
Journal of Asian economics
1
Oxford bulletin of economics and statistics
1
Pacific-Basin finance journal
1
Quantitative finance
1
Research in international business and finance
1
SFB 649 discussion paper
1
Socio-economic planning sciences : the international journal of public sector decision-making
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Intraday return predictability in China's crude oil futures market : new evidence from a unique trading mechanism
Wen, Danyan
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Economic modelling
96
(
2021
),
pp. 209-219
Persistent link: https://www.econbiz.de/10012745351
Saved in:
2
On the asymmetric impact of macro-variables on volatility
Amendola, Alessandra
;
Candila, Vincenzo
;
Gallo, Giampiero M.
- In:
Economic modelling
76
(
2019
),
pp. 135-152
Persistent link: https://www.econbiz.de/10012198276
Saved in:
3
Oil and the short-term predictability of stock return volatility
Wang, Yudong
;
Wei, Yu
;
Wu, Chongfeng
;
Yin, Libo
- In:
Journal of empirical finance
47
(
2018
),
pp. 90-104
Persistent link: https://www.econbiz.de/10012103481
Saved in:
4
Oil price volatility and macroeconomic fundamentals : a regime switching GARCH-MIDAS model
Pan, Zhiyuan
;
Wang, Yudong
;
Wu, Chongfeng
;
Yin, Libo
- In:
Journal of empirical finance
43
(
2017
),
pp. 130-142
Persistent link: https://www.econbiz.de/10011817944
Saved in:
5
The impact of financial crises on the risk-return tradeoff and the leverage effect
Christensen, Bent Jesper
;
Nielsen, Morten Ørregaard
; …
- In:
Economic modelling
49
(
2015
),
pp. 407-418
Persistent link: https://www.econbiz.de/10011439598
Saved in:
6
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:
7
Can GARCH-class models capture long memory in WTI crude oil markets?
Wang, Yudong
;
Wu, Chongfeng
;
Wei, Yu
- In:
Economic modelling
28
(
2011
)
3
,
pp. 921-927
Persistent link: https://www.econbiz.de/10009271384
Saved in:
8
Long memory in stock market volatility and the volatility-in-mean effect : the FIEGARCH-M model
Christensen, Bent Jesper
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of empirical finance
17
(
2010
)
3
,
pp. 460-470
Persistent link: https://www.econbiz.de/10009267288
Saved in:
9
Volatility estimation via hidden Markov models
Rossi, Alessandro
;
Gallo, Giampiero M.
- In:
Journal of empirical finance
13
(
2006
)
2
,
pp. 203-230
Persistent link: https://www.econbiz.de/10003296949
Saved in:
10
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...
//-->