//--> //--> //--> //-->
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"
~subject:"ARCH-Modell"
~subject:"Volatility"
~subject:"Zeitreihenanalyse"
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-Modell
Volatility
Zeitreihenanalyse
ARCH model
289
Volatilität
201
Estimation
95
Schätzung
95
Capital income
83
Kapitaleinkommen
83
Theorie
77
Theory
77
Börsenkurs
69
Share price
69
Time series analysis
68
Aktienmarkt
59
Forecasting model
59
Prognoseverfahren
59
Stock market
59
Risikomaß
47
Risk measure
47
Correlation
41
Korrelation
41
Welt
35
World
35
USA
34
United States
34
Oil price
33
Ölpreis
33
Spillover effect
32
Spillover-Effekt
32
Statistical distribution
26
Statistische Verteilung
26
Portfolio selection
25
Portfolio-Management
25
Exchange rate
23
Financial crisis
23
Wechselkurs
23
Estimation theory
22
Finanzkrise
22
Schätztheorie
22
more ...
less ...
Online availability
All
Undetermined
131
Free
1
Type of publication
All
Article
288
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
289
Aufsatz in Zeitschrift
289
Conference paper
2
Konferenzbeitrag
2
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Sammelwerk
1
more ...
less ...
Language
All
English
289
Author
All
Huang, Zhuo
4
Karanasos, Menelaos
4
Ma, Feng
4
Wang, Tianyi
4
Wang, Yudong
4
Zhang, Yaojie
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
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 ...
Institution
All
HFDF <2, 1998, Zürich>
1
Published in...
All
Economic modelling
Journal of empirical finance
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
The journal of futures markets
74
Econometric theory
73
Econometric Institute research papers
69
Working paper
68
Journal of financial econometrics : official journal of the Society for Financial Econometrics
65
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
64
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
more ...
less ...
Source
All
ECONIS (ZBW)
289
Showing
1
-
10
of
289
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
Option valuation via nonaffine dynamics with realized volatility
Zhang, Yuanyuan
;
Wang, Zerong
;
Wang, Qi
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014578567
Saved in:
5
Equity markets volatility clustering : a multiscale analysis of intraday and overnight returns
Zhao, Xiaojun
;
Zhang, Na
;
Zhang, Yali
;
Xu, Chao
;
Shang, …
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-
Persistent link: https://www.econbiz.de/10014578531
Saved in:
6
Using, taming or avoiding the factor zoo? : a double-shrinkage estimator for covariance matrices
De Nard, Gianluca
;
Zhao, Zhao
- In:
Journal of empirical finance
72
(
2023
),
pp. 23-35
Persistent link: https://www.econbiz.de/10014476795
Saved in:
7
Empirical performance of component GARCH models in pricing VIX term structure and VIX futures
Cheng, Hung-Wen
;
Chang, Li-Han
;
Lo, Chien-Ling
;
Tsai, …
- In:
Journal of empirical finance
72
(
2023
),
pp. 122-142
Persistent link: https://www.econbiz.de/10014476812
Saved in:
8
The effects of economic uncertainty on financial volatility : a comprehensive investigation
Tong, Chen
;
Huang, Zhuo
;
Wang, Tianyi
;
Zhang, Cong
- In:
Journal of empirical finance
73
(
2023
),
pp. 369-389
Persistent link: https://www.econbiz.de/10014477040
Saved in:
9
The asymmetric dynamics of stock-bond liquidity correlation in China : the role of macro-financial determinants
Pan, Beier
- In:
Economic modelling
124
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463273
Saved in:
10
Conditional out-of-sample predictability of aggregate equity returns and aggregate equity return volatility using economic variables
Nonejad, Nima
- In:
Journal of empirical finance
70
(
2023
),
pp. 91-122
Persistent link: https://www.econbiz.de/10014423619
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->