//--> //--> //--> //-->
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:"Journal of empirical finance"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"Aragó Manzana, Vicent"
~person:"Beljid, Makram"
~person:"Belkhouja, Mustapha"
~person:"Blazsek, Szabolcs"
~person:"Chen Zhou"
~person:"Conrad, Christian"
~person:"Gallo, Giampiero M."
~person:"Gupta, Rangan"
~person:"Nam, Kiseok"
~subject:"ARCH-Modell"
~subject:"Markov chain"
~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
| 15 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Markov chain
Share price
ARCH model
14
Volatility
10
Volatilität
10
Capital income
8
Kapitaleinkommen
8
Estimation
6
Schätzung
6
Aktienmarkt
5
Börsenkurs
5
Stock market
5
Time series analysis
5
Zeitreihenanalyse
5
Markov-Kette
4
Forecasting model
3
Prognoseverfahren
3
Risikomaß
3
Risk measure
3
Theorie
3
Theory
3
USA
3
United States
3
1926-1997
2
Business cycle
2
CAPM
2
Correlation
2
Konjunktur
2
Korrelation
2
Risiko
2
Risikoprämie
2
Risk
2
Risk premium
2
Statistical distribution
2
Statistische Verteilung
2
Stochastic process
2
Stochastischer Prozess
2
Welt
2
World
2
more ...
less ...
Online availability
All
Undetermined
6
Free
1
Type of publication
All
Article
14
Type of publication (narrower categories)
All
Article in journal
14
Aufsatz in Zeitschrift
14
Language
All
English
14
Author
All
Aragó Manzana, Vicent
Beljid, Makram
Belkhouja, Mustapha
Blazsek, Szabolcs
Chen Zhou
Conrad, Christian
Gallo, Giampiero M.
Gupta, Rangan
Nam, Kiseok
Bauwens, Luc
3
Haas, Markus
3
Karanasos, Menelaos
3
Maheu, John M.
3
Aknouche, Abdelhakim
2
Bu, Ruijun
2
Carnero, M. Angeles
2
Chan, Jennifer So Kuen
2
Chung, Huimin
2
Dark, Jonathan
2
Dimitrakopoulos, Stefanos
2
Dufays, Arnaud
2
Enders, Walter
2
Escribano, Álvaro
2
Fabozzi, Frank J.
2
Fałdziński, Marcin
2
Fiszeder, Piotr
2
Herwartz, Helmut
2
Jawadi, Fredj
2
Kiliç, Rehim
2
Kim, Chang-jin
2
Kim, Young Shin
2
Kok Haur Ng
2
Ma, Feng
2
McCurdy, Thomas H.
2
Molnár, Peter
2
Nelson, Charles R.
2
Payá, Ivan
2
Račev, Svetlozar T.
2
Stentoft, Lars
2
Teräsvirta, Timo
2
Wang, Yudong
2
Wu, Chongfeng
2
Xiao, Jihong
2
Xue, Wenjun
2
more ...
less ...
Published in...
All
Emerging markets, finance and trade : EMFT
Journal of empirical finance
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Department of Economics working paper series
18
Discussion paper series / University of Heidelberg, Department of Economics
10
Applied economics
7
Economic modelling
6
Economics letters
5
International journal of forecasting
4
The North American journal of economics and finance : a journal of financial economics studies
4
Finmap working paper
3
Research in international business and finance
3
Defence and peace economics
2
Energy economics
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International review of financial analysis
2
Journal of econometrics
2
Journal of multinational financial management
2
Journal of risk and financial management : JRFM
2
Quantitative finance
2
The European journal of finance
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Working papers
2
Annals of financial economics
1
Applied economics letters
1
Applied financial economics
1
Australian economic papers
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
DNB working paper
1
DNB working papers
1
Discussion paper / Department of Economics, University of California San Diego
1
Discussion paper / Tinbergen Institute
1
Econometrics : open access journal
1
Economic systems
1
Economics and Business Letters : EBL
1
Economics working paper
1
Emerging markets review
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Financial innovation : FIN
1
Financial markets and portfolio management
1
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Anticipating extreme losses using score-driven shape filters
Ayala, Astrid
;
Blazsek, Szabolcs
;
Escribano, Álvaro
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
4
,
pp. 449-484
Persistent link: https://www.econbiz.de/10014372905
Saved in:
2
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
3
Score-driven multi-regime Markov-switching EGARCH : empirical evidence using the Meixner distribution
Blazsek, Szabolcs
;
Haddad, Michel Ferreira Cardia
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
4
,
pp. 589-634
Persistent link: https://www.econbiz.de/10014372917
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
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:
6
The decomposition of jump risks in individual stock returns
Xiao, Xiao
;
Chen Zhou
- In:
Journal of empirical finance
47
(
2018
),
pp. 207-228
Persistent link: https://www.econbiz.de/10012103499
Saved in:
7
Diagnosing the distribution of GARCH innovations
Sun, Pengfei
;
Chen Zhou
- In:
Journal of empirical finance
29
(
2014
),
pp. 287-303
Persistent link: https://www.econbiz.de/10011300465
Saved in:
8
On the macroeconomic determinants of long-term volatilities and correlations in US stock and crude oil markets
Conrad, Christian
;
Stürmer, Karin
;
Rittler, Daniel
- In:
Journal of empirical finance
29
(
2014
),
pp. 26-40
Persistent link: https://www.econbiz.de/10011300507
Saved in:
9
Re-examining the risk-return relationship in Europe : linear or non-linear trade-off?
Salvador, Enrique
;
Floros, Christos
;
Aragó Manzana, Vicent
- In:
Journal of empirical finance
28
(
2014
),
pp. 60-77
Persistent link: https://www.econbiz.de/10011284508
Saved in:
10
Multivariate fractionally integrated APARCH modeling of stock market volatility : a multi-country study
Conrad, Christian
;
Karanasos, Menelaos
;
Zeng, Ning
- In:
Journal of empirical finance
18
(
2011
)
1
,
pp. 147-159
Persistent link: https://www.econbiz.de/10009301149
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->