//--> //--> //-->
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:"Ho, Kin-Yip"
~person:"Jayawardena, Nirodha I."
~person:"Zhang, Yaojie"
~subject:"ARCH-Modell"
~subject:"Risikomaß"
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
| 7 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Risikomaß
ARCH model
8
Volatility
8
Volatilität
8
Forecasting model
6
Prognoseverfahren
6
Börsenkurs
3
Oil price
3
Share price
3
Time series analysis
3
Volatility forecasting
3
Zeitreihenanalyse
3
Ölpreis
3
Capital income
2
China
2
Commodity derivative
2
Forecasting
2
Kapitaleinkommen
2
Overnight volatility
2
Rohstoffderivat
2
Theorie
2
Theory
2
Aktienmarkt
1
Australia
1
Australien
1
Bourse
1
Börse
1
Capital market returns
1
Change detection
1
Chinese crude oil futures market
1
Cojumps
1
Combinations forecasts
1
EPU
1
Economic forecast
1
Economic gains
1
Economic indicator
1
Economic policy
1
Economic significance
1
Erdöl
1
Estimation
1
more ...
less ...
Online availability
All
Undetermined
8
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
English
8
Author
All
Ho, Kin-Yip
Jayawardena, Nirodha I.
Zhang, Yaojie
Huang, Zhuo
4
Karanasos, Menelaos
4
Ma, Feng
4
Wang, Tianyi
4
Wang, Yudong
4
Arouri, Mohamed
3
Iglesias, Emma M.
3
Kumar, Dilip
3
Lahiani, Amine
3
Shi, Yanlin
3
Todorova, Neda
3
Wu, Chongfeng
3
Ahmed, Abdullahi Dahir
2
Bauwens, Luc
2
Belkhouja, Mustapha
2
BenSaïda, Ahmed
2
Chang, Kuang-liang
2
Charfeddine, Lanouar
2
Cheffou, Abdoulkarim Idi
2
Chen Zhou
2
Christensen, Bent Jesper
2
Conrad, Christian
2
Dark, Jonathan
2
Fałdziński, Marcin
2
Fiszeder, Piotr
2
Fountas, Stilianos
2
Gallo, Giampiero M.
2
Gupta, Rangan
2
Hung, Jui-cheng
2
Huo, Rui
2
Jawadi, Fredj
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
Applied economics
6
Energy economics
6
International journal of forecasting
4
Journal of forecasting
3
Finance research letters
2
International review of economics & finance : IREF
2
Journal of economic development
2
Pacific-Basin finance journal
2
The North American journal of economics and finance : a journal of financial economics studies
2
Bulletin of economic research
1
China's rise and internationalization : regional and global challenges and impacts
1
Emerging markets, finance and trade : EMFT
1
Financial innovation : FIN
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of finance & economics : IJFE
1
Japan and the world economy : international journal of theory and policy
1
Journal of applied econometrics
1
Research in international business and finance
1
The journal of futures markets
1
The world economy : the leading journal on international economic relations
1
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
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
Discussions on the spurious hyperbolic memory in the conditional variance and a new model
Ho, Kin-Yip
;
Shi, Yanlin
- In:
Journal of empirical finance
55
(
2020
),
pp. 83-103
Persistent link: https://www.econbiz.de/10012175262
Saved in:
3
Volatility forecasting using related markets' information for the Tokyo stock exchange
Jayawardena, Nirodha I.
;
Todorova, Neda
;
Li, Bin
;
Su, Jen-je
- In:
Economic modelling
90
(
2020
),
pp. 143-158
Persistent link: https://www.econbiz.de/10012428085
Saved in:
4
Economic policy uncertainty and the Chinese stock market volatility : novel evidence
Li, Tao
;
Ma, Feng
;
Zhang, Xuehua
;
Zhang, Yaojie
- In:
Economic modelling
87
(
2020
),
pp. 24-33
Persistent link: https://www.econbiz.de/10012416291
Saved in:
5
Harnessing jump component for crude oil volatility forecasting in the presence of extreme shocks
Ma, Feng
;
Liao, Yin
;
Zhang, Yaojie
;
Cao, Yang
- In:
Journal of empirical finance
52
(
2019
),
pp. 40-55
Persistent link: https://www.econbiz.de/10012170621
Saved in:
6
Forecasting the aggregate oil price volatility in a data-rich environment
Ma, Feng
;
Liu, Jing
;
Wahab, M. I. M.
;
Zhang, Yaojie
- In:
Economic modelling
72
(
2018
),
pp. 320-332
Persistent link: https://www.econbiz.de/10012100341
Saved in:
7
Forecasting stock volatility using after-hour information : evidence from the Australian Stock Exchange
Jayawardena, Nirodha I.
;
Todorova, Neda
;
Li, Bin
;
Su, Jen-je
- In:
Economic modelling
52
(
2016
),
pp. 592-608
Persistent link: https://www.econbiz.de/10011642932
Saved in:
8
Modeling high-frequency volatility with three-state FIGARCH models
Shi, Yanlin
;
Ho, Kin-Yip
- In:
Economic modelling
51
(
2015
),
pp. 473-483
Persistent link: https://www.econbiz.de/10011476127
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->