//--> //--> //-->
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"
~person:"Cheffou, Abdoulkarim Idi"
~person:"Gupta, Rangan"
~person:"Liang, Fang"
~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
9
Volatility
8
Volatilität
8
Forecasting model
6
Prognoseverfahren
6
Capital income
5
Kapitaleinkommen
5
Aktienmarkt
3
China
3
Estimation
3
Oil price
3
Schätzung
3
Stock market
3
Volatility forecasting
3
Ölpreis
3
Börsenkurs
2
Share price
2
Time series analysis
2
Zeitreihenanalyse
2
Ansteckungseffekt
1
Bitcoin
1
Capital market returns
1
Causality analysis
1
Chinese crude oil futures market
1
Chinese stock market
1
Combinations forecasts
1
Commodity derivative
1
Contagion
1
Contagion effect
1
DCC-MGARCH model
1
EPU
1
Economic forecast
1
Economic gains
1
Economic indicator
1
Economic policy
1
Erdöl
1
Exchange rate
1
Financial crisis
1
Finanzkrise
1
more ...
less ...
Online availability
All
Undetermined
8
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Language
All
English
9
Author
All
Cheffou, Abdoulkarim Idi
Gupta, Rangan
Liang, Fang
Zhang, Yaojie
Arouri, Mohamed
3
Huang, Zhuo
3
Iglesias, Emma M.
3
Kumar, Dilip
3
Lahiani, Amine
3
Ma, Feng
3
Todorova, Neda
3
Wang, Tianyi
3
Ahmed, Abdullahi Dahir
2
Belkhouja, Mustapha
2
Chang, Kuang-liang
2
Charfeddine, Lanouar
2
Fountas, Stilianos
2
Huo, Rui
2
Jawadi, Fredj
2
Jayawardena, Nirodha I.
2
Joëts, Marc
2
Li, Bin
2
Lin, Xiaoqiang
2
Liu, Jing
2
Maheswaran, S.
2
Mensi, Walid
2
Min, Hong-ghi
2
Nguyen, Duc Khuong
2
Pal, Debdatta
2
Sadorsky, Perry A.
2
Shi, Yanlin
2
Su, Jen-je
2
Su, Jung-bin
2
Tsui, Albert K.
2
Wang, Yudong
2
Zhang, Zhaoyong
2
Abdallah, Oussama
1
Abosedra, Salah S.
1
Aftab, Muhammad
1
Ahmad, Wasim
1
more ...
less ...
Published in...
All
Economic modelling
Department of Economics working paper series
22
Applied economics
8
Energy economics
8
International journal of forecasting
6
The North American journal of economics and finance : a journal of financial economics studies
5
Finance research letters
4
Journal of forecasting
4
Research in international business and finance
4
Finmap working paper
3
Defence and peace economics
2
Economics letters
2
Emerging markets, finance and trade : EMFT
2
Financial innovation : FIN
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International journal of finance & economics : IJFE
2
International review of financial analysis
2
Journal of multinational financial management
2
The journal of futures markets
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Annals of financial economics
1
Applied financial economics
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Bulletin of economic research
1
Decision making and risk/return optimization in financial economics
1
Economic systems
1
Economics and Business Letters : EBL
1
Economics working paper
1
Emerging markets review
1
Global Research Unit working paper
1
International review of economics & finance : IREF
1
Journal of economics and finance
1
Journal of empirical finance
1
Journal of risk
1
Journal of risk and financial management : JRFM
1
Pacific-Basin finance journal
1
Review of quantitative finance and accounting
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
1
The journal of real estate finance and economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Do realized higher moments have information content? : VaR forecasting based on the realized GARCH-RSRK model
Wang, Tianyi
;
Liang, Fang
;
Huang, Zhuo
;
Yan, Hong
- In:
Economic modelling
109
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013348237
Saved in:
2
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:
3
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:
4
Does measurement error matter in volatility forecasting? : empirical evidence from the Chinese stock market
Wang, Yajing
;
Liang, Fang
;
Wang, Tianyi
;
Huang, Zhuo
- In:
Economic modelling
87
(
2020
),
pp. 148-157
Persistent link: https://www.econbiz.de/10012416413
Saved in:
5
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:
6
Can volume predict Bitcoin returns and volatility? : a quantiles-based approach
Balcilar, Mehmet
;
Bouri, Elie
;
Gupta, Rangan
;
Roubaud, David
- In:
Economic modelling
64
(
2017
),
pp. 74-81
Persistent link: https://www.econbiz.de/10011756479
Saved in:
7
On the study of contagion in the context of the subprime crisis : a dynamic conditional correlation-multivariate GARCH approach
Hemche, Omar
;
Jawadi, Fredj
;
Maliki, Samir B.
;
Cheffou, …
- In:
Economic modelling
52
(
2016
),
pp. 292-299
Persistent link: https://www.econbiz.de/10011645655
Saved in:
8
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:
9
Structural breaks and GARCH models of stock return volatility : the case of South Africa
Babikir, Ali
;
Gupta, Rangan
;
Mwabutwa, Chance
; …
- In:
Economic modelling
29
(
2012
)
6
,
pp. 2435-2443
Persistent link: https://www.econbiz.de/10009673703
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->