//--> //--> //--> //-->
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:"Emerging markets, finance and trade : EMFT"
~isPartOf:"International review of financial analysis"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"Alhaj-Yaseen, Yaseen S."
~person:"Angelidis, Timotheos"
~person:"Beljid, Makram"
~person:"Conrad, Christian"
~person:"Gallo, Giampiero M."
~person:"Gupta, Rangan"
~person:"Ma, Feng"
~person:"Nam, Kiseok"
~subject:"Emerging economies"
~subject:"Markov chain"
~subject:"Schwellenländer"
~subject:"Share price"
~subject:"Welt"
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
| 16 applied filters
Year of publication
From:
To:
Subject
All
Emerging economies
Markov chain
Schwellenländer
Share price
Welt
ARCH model
14
ARCH-Modell
14
Volatility
13
Volatilität
13
Forecasting model
8
Prognoseverfahren
8
Aktienmarkt
7
Börsenkurs
7
Capital income
7
Kapitaleinkommen
7
Stock market
7
World
6
Estimation
5
Schätzung
5
Oil price
4
Ölpreis
4
Risiko
3
Risk
3
Volatility forecasting
3
Commodity derivative
2
Forecast
2
Geopolitics
2
Geopolitik
2
Prognose
2
Rohstoffderivat
2
Schock
2
Shock
2
Spillover effect
2
Spillover-Effekt
2
VAR model
2
VAR-Modell
2
1926-1997
1
Artificial intelligence
1
Australia
1
Australien
1
Bayes-Statistik
1
more ...
less ...
Online availability
All
Undetermined
8
Type of publication
All
Article
11
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Language
All
English
11
Author
All
Alhaj-Yaseen, Yaseen S.
Angelidis, Timotheos
Beljid, Makram
Conrad, Christian
Gallo, Giampiero M.
Gupta, Rangan
Ma, Feng
Nam, Kiseok
Li, Yan
3
Degiannakis, Stavros
2
Filis, George
2
Floros, Christos
2
Haas, Markus
2
Kouretas, Georgios P.
2
Lau, Chi Keung
2
Lu, Fei
2
Morelli, David
2
Nonejad, Nima
2
Ureche-Rangau, Loredana
2
An, Haizhong
1
Andrikopulos, Andreas A.
1
Ané, Thierry
1
Badshah, Ihsan Ullah
1
Bahcivan, Hulusi
1
Ballester, Laura
1
Balli, Faruk
1
Balli, Hatice Ozer
1
Barkoulas, John T.
1
Bauwens, Luc
1
Bee, Marco
1
Bevilacqua, Mattia
1
Bianchi, Michele Leonardo
1
Blazsek, Szabolcs
1
Boldanov, Rustam
1
Bouazizi, Tarek
1
Bouras, Christos
1
Bouri, Elie
1
Bratis, Theodoros
1
Brooks, Robert
1
Brzeszczyński, Janusz
1
Bu, Ruijun
1
Bugge, Sebastian A.
1
Cagliesi, Gabriella
1
Cai, Yuzhi
1
more ...
less ...
Published in...
All
Emerging markets, finance and trade : EMFT
International review of financial analysis
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Department of Economics working paper series
15
Energy economics
10
Applied economics
6
International journal of forecasting
6
International journal of finance & economics : IJFE
4
Journal of forecasting
4
Economic modelling
3
International review of economics & finance : IREF
3
Journal of empirical finance
3
Research in international business and finance
3
Applied economics letters
2
Defence and peace economics
2
Economics letters
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
Pacific-Basin finance journal
2
The North American journal of economics and finance : a journal of financial economics studies
2
Australian economic papers
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Discussion paper series / University of Heidelberg, Department of Economics
1
Economics and Business Letters : EBL
1
Emerging markets review
1
Finance research letters
1
Financial innovation : FIN
1
Finmap working paper
1
Global Research Unit working paper
1
Journal of economics and finance
1
Journal of international financial markets, institutions & money
1
Journal of management science and engineering
1
Journal of risk and financial management : JRFM
1
Review of quantitative finance and accounting
1
Technological forecasting & social change : an international journal
1
The European journal of finance
1
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
1
The journal of futures markets
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Less is more? : new evidence from stock market volatility predictability
Lu, Fei
;
Ma, Feng
;
Guo, Qiang
- In:
International review of financial analysis
89
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014467087
Saved in:
2
Oil price volatility predictability based on global economic conditions
Guo, Yangli
;
Ma, Feng
;
Li, Haibo
;
Lai, Xiaodong
- In:
International review of financial analysis
82
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013431150
Saved in:
3
Natural gas volatility predictability in a data-rich world
Lu, Fei
;
Ma, Feng
;
Li, Pan
;
Huang, Dengshi
- In:
International review of financial analysis
83
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013454950
Saved in:
4
Are multifractal processes suited to forecasting electricity price volatility? : evidence from Australian intraday data
Segnon, Mawuli
;
Lau, Chi Keung
;
Wilfling, Bernd
;
Gupta, …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 73-98
Persistent link: https://www.econbiz.de/10013334628
Saved in:
5
Global equity market volatilities forecasting : a comparison of leverage effects, jumps, and overnight information
Liang, Chao
;
Li, Yan
;
Ma, Feng
;
Wei, Yu
- In:
International review of financial analysis
75
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012804153
Saved in:
6
Forecasting crude oil volatility with geopolitical risk : do time-varying switching probabilities play a role?
Wang, Lu
;
Ma, Feng
;
Hao, Jianyang
;
Gao, Xinxin
- In:
International review of financial analysis
76
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012804675
Saved in:
7
Predicting international equity returns: evidence from time-varying parameter vector autoregressive models
Gupta, Rangan
;
Huber, Florian
;
Piribauer, Philipp
- In:
International review of financial analysis
68
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012300967
Saved in:
8
Geopolitical risks, returns, and volatility in emerging stock markets : evidence from a panel GARCH model
Bouras, Christos
;
Christou, Christina
;
Gupta, Rangan
; …
- In:
Emerging markets, finance and trade : EMFT
55
(
2019
)
8
,
pp. 1841-1856
Persistent link: https://www.econbiz.de/10012210912
Saved in:
9
Illiquidity, return and risk in G7 stock markets : interdependencies and spillovers
Andrikopulos, Andreas A.
;
Angelidis, Timotheos
; …
- In:
International review of financial analysis
35
(
2014
),
pp. 118-127
Persistent link: https://www.econbiz.de/10010529618
Saved in:
10
Price discovery for cross-listed firms with foreign IPOs
Alhaj-Yaseen, Yaseen S.
;
Lam, Eddery
;
Barkoulas, John T.
- In:
International review of financial analysis
31
(
2014
),
pp. 80-87
Persistent link: https://www.econbiz.de/10010461534
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->