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~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:"Beljid, Makram"
~person:"Belkhouja, Mustapha"
~person:"Conrad, Christian"
~person:"Gallo, Giampiero M."
~person:"Gupta, Rangan"
~person:"Nam, Kiseok"
~subject:"Aktienmarkt"
~subject:"Kapitaleinkommen"
~subject:"Markov chain"
~subject:"Share price"
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Search: subject_exact:"ARCH model"
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Aktienmarkt
Kapitaleinkommen
Markov chain
Share price
ARCH model
8
ARCH-Modell
8
Capital income
6
Volatility
6
Volatilität
6
Stock market
5
Börsenkurs
3
Estimation
3
Schätzung
3
USA
3
United States
3
1926-1997
2
Correlation
2
Forecasting model
2
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World
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Asymmetric power ARCH
1
Australia
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Australien
1
Business cycle
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DCC-MIDAS
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Economic growth
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Electricity price
1
Emerging economies
1
Fractional integration
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GARCH-MIDAS
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GARCH-type processes
1
Geopolitics
1
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8
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Beljid, Makram
Belkhouja, Mustapha
Conrad, Christian
Gallo, Giampiero M.
Gupta, Rangan
Nam, Kiseok
Karanasos, Menelaos
3
Bu, Ruijun
2
Chan, Jennifer So Kuen
2
Haas, Markus
2
Kim, Chang-jin
2
Kok Haur Ng
2
Teräsvirta, Timo
2
Wang, Yudong
2
Wu, Chongfeng
2
Xiao, Jihong
2
Xue, Wenjun
2
Yin, Libo
2
Ali, Faek Menla
1
Amado, Cristina
1
Anatolyev, Stanislav
1
Antoniou, Antonios
1
Aragó Manzana, Vicent
1
Arize, Augustine Chuck
1
Bae, Jinho
1
Baur, Dirk G.
1
Bauwens, Luc
1
Bee, Marco
1
BenSaïda, Ahmed
1
Bera, Anil K.
1
Bernardi, Mauro
1
Bianchi, Michele Leonardo
1
Blazsek, Szabolcs
1
Bouras, Christos
1
Brownlees, Christian
1
Byun, Suk Joon
1
Caglayan, Mustafa O.
1
Chan, Felix
1
Chang, Li-Han
1
Chang, Young-jae
1
Changchien, Chang-Cheng
1
Chao, Shih-Wei
1
Chen Zhou
1
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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
14
International journal of forecasting
4
Economic modelling
3
The North American journal of economics and finance : a journal of financial economics studies
3
Economics letters
2
International review of financial analysis
2
Research in international business and finance
2
Applied economics
1
Applied financial 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
Economics working paper
1
Emerging markets review
1
Finmap working paper
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of finance & economics : IJFE
1
International review of economics & finance : IREF
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economics and finance
1
Journal of international financial markets, institutions & money
1
Journal of multinational financial management
1
Journal of risk
1
Journal of risk and financial management : JRFM
1
Oxford bulletin of economics and statistics
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
Working paper series in economics
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ECONIS (ZBW)
8
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1
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8
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8
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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
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:
3
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:
4
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:
5
Asymmetric and leptokurtic distribution for heteroscedastic asset returns : the S[U]-normal distribution
Choi, Pilsun
;
Nam, Kiseok
- In:
Journal of empirical finance
15
(
2008
)
1
,
pp. 41-63
Persistent link: https://www.econbiz.de/10003692974
Saved in:
6
Volatility estimation via hidden Markov models
Rossi, Alessandro
;
Gallo, Giampiero M.
- In:
Journal of empirical finance
13
(
2006
)
2
,
pp. 203-230
Persistent link: https://www.econbiz.de/10003296949
Saved in:
7
The asymmetric reverting property of stock returns
Nam, Kiseok
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
6
(
2002
)
4
Persistent link: https://www.econbiz.de/10001790050
Saved in:
8
Asymmetric mean-reversion and contrarian profits : ANST-GARCH approach
Nam, Kiseok
;
Pyun, Chong-soo
;
Arize, Augustine Chuck
- In:
Journal of empirical finance
9
(
2002
)
5
,
pp. 563-588
Persistent link: https://www.econbiz.de/10001712022
Saved in:
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