//--> //--> //--> //-->
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:"Finance research letters"
~subject:"Theorie"
~subject:"Volatility"
~subject:"Welt"
~type_genre:"Article in journal"
~type_genre:"Biografie"
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-Modell"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Theorie
Volatility
Welt
ARCH model
176
ARCH-Modell
176
Volatilität
128
Capital income
54
Estimation
54
Kapitaleinkommen
54
Schätzung
54
Aktienmarkt
53
Stock market
53
Börsenkurs
50
Forecasting model
50
Prognoseverfahren
50
Share price
50
Theory
33
Virtual currency
30
Virtuelle Währung
30
World
27
Time series analysis
26
Zeitreihenanalyse
26
China
24
Spillover effect
24
Spillover-Effekt
24
Correlation
23
Korrelation
23
Risiko
22
Risikomaß
22
Risk
22
Risk measure
22
Oil price
21
Ölpreis
21
GARCH
20
Volatility forecasting
19
Bitcoin
17
Portfolio selection
17
Portfolio-Management
17
Commodity derivative
14
Coronavirus
14
more ...
less ...
Online availability
All
Undetermined
140
Type of publication
All
Article
143
Type of publication (narrower categories)
All
Article in journal
Biografie
Aufsatz in Zeitschrift
143
Language
All
English
143
Author
All
Lucey, Brian M.
4
Tiwari, Aviral Kumar
4
Wu, Xinyu
4
Corbet, Shaen
3
Gozgor, Giray
3
Lau, Chi Keung
3
Luo, Xingguo
3
Shi, Yanlin
3
Xie, Haibin
3
Bouri, Elie
2
Brzeszczyński, Janusz
2
Caporale, Guglielmo Maria
2
Gil-Alaña, Luis A.
2
Huang, Zhuo
2
Jiang, Yong
2
Katsiampa, Paraskevi
2
Kinateder, Harald
2
Klein, Tony
2
Li, Ping
2
Li, Yan
2
Liang, Fang
2
Lin, Ling
2
Lu, Xinjie
2
Lyócsa, Štefan
2
Ma, Feng
2
Molnár, Peter
2
Qin, Shihua
2
Wang, Jiqian
2
Wu, Lan
2
Xiong, Xiong
2
Yarovaya, Larisa
2
Ye, Zinan
2
Zeng, Qing
2
Zhang, Wei
2
Zhou, Zhongbao
2
Abakah, Emmanuel Joel Aikins
1
Ahn, Yongkil
1
Akyildirim, Erdinc
1
Alagidede, Imhotep Paul
1
Alshammari, Saad
1
more ...
less ...
Published in...
All
Finance research letters
Energy economics
227
Applied economics
127
Economic modelling
123
International review of financial analysis
117
Journal of empirical finance
112
The North American journal of economics and finance : a journal of financial economics studies
109
Research in international business and finance
100
Journal of econometrics
98
International review of economics & finance : IREF
92
Journal of international financial markets, institutions & money
83
Journal of banking & finance
81
International journal of forecasting
78
Journal of risk and financial management : JRFM
75
Economics letters
72
Applied financial economics
69
Journal of forecasting
69
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
57
Applied economics letters
56
International Journal of Energy Economics and Policy : IJEEP
52
Journal of financial econometrics : official journal of the Society for Financial Econometrics
51
The European journal of finance
48
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
46
The journal of futures markets
43
Econometric theory
40
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
40
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
40
International journal of finance & economics : IJFE
38
Journal of international money and finance
38
Econometric reviews
36
Cogent economics & finance
33
International journal of economics and financial issues : IJEFI
33
Review of quantitative finance and accounting
33
International journal of economics and finance
32
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
31
Journal of applied econometrics
31
The empirical economics letters : a monthly international journal of economics
31
Journal of financial econometrics
30
Pacific-Basin finance journal
29
Quantitative finance
28
more ...
less ...
Source
All
ECONIS (ZBW)
143
Showing
31
-
40
of
143
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
31
Deconstructing the Gerber statistic
Flint, Emlyn
;
Polakow, Daniel
- In:
Finance research letters
56
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014473719
Saved in:
32
Macroeconomic attention and oil futures volatility prediction
Liu, Shan
;
Li, Ziwei
- In:
Finance research letters
57
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014505944
Saved in:
33
Bitcoin volatility and the introduction of bitcoin futures : a portfolio construction approach
Bouteska, Ahmed
;
Harasheh, Murad
- In:
Finance research letters
57
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014513636
Saved in:
34
Which component of air quality index drives stock price volatility in China : a decomposition-based forecasting method
Yu, Jize
;
Zhang, Li
;
Peng, Lijuan
;
Wu, Rui
- In:
Finance research letters
51
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014286581
Saved in:
35
S&P volatility, VIX, and asymptotic volatility estimates
Bonaparte, Yosef
;
Chatrath, Arjun
;
Christie-David, Rohan
- In:
Finance research letters
51
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014286751
Saved in:
36
Tail risk forecasting of realized volatility CAViaR models
Chen, Cathy W. S.
;
Hsu, Hsiao-Yun
;
Watanabe, Toshiaki
- In:
Finance research letters
51
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014304842
Saved in:
37
Forecasting realized volatility of Chinese crude oil futures with a new secondary decomposition ensemble learning approach
Jiang, Wei
;
Tang, Wanqing
;
Liu, Xiao
- In:
Finance research letters
57
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014526701
Saved in:
38
Dependences and dynamic spillovers across the crude oil and stock markets throughout the COVID-19 pandemic and Russia-Ukraine conflict : evidence from the ASEAN+6
Surachai Chancharat
;
Parichat Sinlapates
- In:
Finance research letters
57
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014526667
Saved in:
39
A discussion on the robustness of conditional heteroskedasticity models : simulation evidence and applications of the crude oil returns
Shi, Yanlin
- In:
Finance research letters
44
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014494772
Saved in:
40
Price discovery in the volatility index option market : a univariate GARCH approach
Venter, Pierre J
;
Maré, E.
- In:
Finance research letters
44
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014494881
Saved in:
First
Prev
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->