//--> //--> //-->
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:"Angelidis, Timotheos"
~person:"Beljid, Makram"
~person:"Conrad, Christian"
~person:"Gallo, Giampiero M."
~person:"Gupta, Rangan"
~person:"Nam, Kiseok"
~subject:"G7 stock markets"
~subject:"Markov chain"
~subject:"Panel study"
~subject:"Schwellenländer"
~subject:"Share price"
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
| 14 applied filters
Year of publication
From:
To:
Subject
All
G7 stock markets
Markov chain
Panel study
Schwellenländer
Share price
ARCH model
6
ARCH-Modell
6
Aktienmarkt
5
Stock market
5
Volatility
5
Volatilität
5
Börsenkurs
4
Capital income
4
Kapitaleinkommen
4
Emerging economies
2
Estimation
2
Forecasting model
2
Prognoseverfahren
2
Schätzung
2
VAR model
2
VAR-Modell
2
Welt
2
World
2
1926-1997
1
Australia
1
Australien
1
Bayes-Statistik
1
Bayesian inference
1
Electricity price
1
GARCH-type processes
1
Geopolitics
1
Geopolitik
1
Handelsvolumen der Börse
1
Illiquidity spillovers
1
International equity markets
1
Japan
1
Markov-Kette
1
Markov-switching processes
1
Panel
1
Point and density forecasts
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Angelidis, Timotheos
Beljid, Makram
Conrad, Christian
Gallo, Giampiero M.
Gupta, Rangan
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
Ma, Feng
2
Morelli, David
2
Ureche-Rangau, Loredana
2
Alhaj-Yaseen, Yaseen S.
1
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
Bouras, Christos
1
Bratis, Theodoros
1
Brooks, Robert
1
Brzeszczyński, Janusz
1
Bu, Ruijun
1
Bugge, Sebastian A.
1
Cagliesi, Gabriella
1
Cai, Yuzhi
1
Chan, Jennifer So Kuen
1
Chao, Shih-Wei
1
Chen, Liming
1
Cheng, Jie
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
8
Journal of empirical finance
3
Economic modelling
2
Economics letters
2
International journal of forecasting
2
Research in international business and finance
2
The North American journal of economics and finance : a journal of financial economics studies
2
Applied economics
1
Australian economic papers
1
Defence and peace economics
1
Discussion paper series / University of Heidelberg, Department of Economics
1
Economics and Business Letters : EBL
1
Emerging markets review
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
Journal of economics and finance
1
Journal of risk and financial management : JRFM
1
Pacific-Basin finance journal
1
Review of quantitative finance and accounting
1
The European journal of finance
1
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
1
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
Volatility and information flows in emerging equity market : a case of the Korean Stock Exchange
Pyun, Chong-soo
;
Lee, Sa Young
;
Nam, Kiseok
- In:
International review of financial analysis
9
(
2000
)
4
,
pp. 405-420
Persistent link: https://www.econbiz.de/10001545828
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->