//--> //--> //--> //-->
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:"International journal of economics and finance"
~subject:"ARCH-Modell"
~subject:"Risikomaß"
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:"GARCH-Modell"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Risikomaß
ARCH model
45
Volatility
30
Volatilität
30
Estimation
20
Schätzung
20
Capital income
16
Kapitaleinkommen
16
Aktienmarkt
13
Stock market
13
Börsenkurs
11
Share price
11
GARCH
9
Time series analysis
9
Zeitreihenanalyse
9
Exchange rate
8
Forecasting model
8
Prognoseverfahren
8
Wechselkurs
8
Financial crisis
5
Finanzkrise
5
volatility
5
China
4
Estimation theory
4
Risk measure
4
Schätztheorie
4
Spillover effect
4
Spillover-Effekt
4
Theorie
4
Theory
4
Aktienindex
3
Bourse
3
Börse
3
Causality analysis
3
Kausalanalyse
3
Markov chain
3
Markov-Kette
3
Oil price
3
Stock index
3
more ...
less ...
Online availability
All
Undetermined
19
Type of publication
All
Article
45
Type of publication (narrower categories)
All
Article in journal
45
Aufsatz in Zeitschrift
45
Mehrbändiges Werk
1
Multi-volume publication
1
Language
All
English
45
Author
All
Abdalla, Suliman Zakaria Suliman
2
Azimi, Mohammad Naim
2
Chen, Lu-Jui
2
Liu, Hung-Chun
2
Wang, Jying-Nan
2
Aduda, Jane
1
Al-Deehani, Talla
1
Al-Raimony, Ahmed Diab
1
Alam, Md. Zahangir
1
Arabi, Khalafalla Ahmed Mohamed
1
Arekar, Kirti
1
Azar, Samih Antoine
1
Bagnied, Mohsen
1
Bhat, Aparna
1
Bhuyan, Rafiq
1
Bodkhe, Naresh
1
Brahim, Salem
1
Cai, Huan
1
Candido, Osvaldo
1
Chaisrisawatsuk, Santi
1
Chen, Shaozhen
1
Chowdhury, Abdul Hannan
1
Darwish, Marwan
1
Dawood, Aly Saad Mohamed
1
Demiralay, Sercan
1
Dong, Weijia
1
Dritsakis, Nikolaos
1
Dryver, Arthur L.
1
Du, Zhen
1
El-Giziry, Khairy
1
El-Nader, Hasan Mohammed
1
Elian, Mohammad I.
1
Erol, Umit
1
Fang, Fang
1
Fang, Zheng
1
Gencer, Hatice Gaye
1
Godeiro, Lucas Lúcio
1
Gong, Jian
1
Gökbulut, Rasim lker
1
Hamori, Shigeyuki
1
more ...
less ...
Published in...
All
International journal of economics and finance
Energy economics
267
Finance research letters
203
Applied economics
164
Economic modelling
155
Journal of econometrics
147
International review of financial analysis
144
Journal of empirical finance
134
Research in international business and finance
128
International review of economics & finance : IREF
125
The North American journal of economics and finance : a journal of financial economics studies
123
Journal of banking & finance
113
Economics letters
109
Journal of international financial markets, institutions & money
107
Applied financial economics
101
Discussion paper / Tinbergen Institute
98
International journal of forecasting
96
Journal of risk and financial management : JRFM
88
Journal of forecasting
87
Applied economics letters
79
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
76
The European journal of finance
76
The journal of futures markets
74
Econometric theory
73
Econometric Institute research papers
69
Working paper
69
Journal of financial econometrics : official journal of the Society for Financial Econometrics
65
International Journal of Energy Economics and Policy : IJEEP
64
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
64
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
56
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
54
International journal of finance & economics : IJFE
52
International journal of economics and financial issues : IJEFI
50
Econometric reviews
47
Journal of international money and finance
46
Review of quantitative finance and accounting
44
CREATES research paper
43
Computational economics
43
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
42
Journal of risk
42
more ...
less ...
Source
All
ECONIS (ZBW)
45
Showing
1
-
10
of
45
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Optimal hedging strategies for natural gas
Zhou, Changfeng
;
Cai, Huan
- In:
International journal of economics and finance
12
(
2020
)
8
,
pp. 1-11
Persistent link: https://www.econbiz.de/10012425888
Saved in:
2
A correcting note on forecasting conditional variance using ARIMA vs. GARCH model
Azimi, Mohammad Naim
;
Shahidzada, Seyed Farhad
- In:
International journal of economics and finance
11
(
2019
)
5
,
pp. 145-152
Persistent link: https://www.econbiz.de/10012012282
Saved in:
3
Volatility spillover effects among securities exchanges in East Africa
Yunvirusaba, Nelson
;
Aduda, Jane
;
Kube, Ananda
- In:
International journal of economics and finance
11
(
2019
)
10
,
pp. 32-41
Persistent link: https://www.econbiz.de/10012129562
Saved in:
4
Relationship between financial and real sectors : implications for stable economic development : (evidence from Thailand)
Khalil, Muhammad Azhar
;
Chaisrisawatsuk, Santi
- In:
International journal of economics and finance
10
(
2018
)
6
,
pp. 204-217
Persistent link: https://www.econbiz.de/10011885050
Saved in:
5
The impact of securities margin trading on Chinese stock market
Chen, Shaozhen
;
Su, Liang
;
Lin, Li
;
Zhou, Chaoqun
;
Lin, …
- In:
International journal of economics and finance
10
(
2018
)
4
,
pp. 101-111
Persistent link: https://www.econbiz.de/10011859979
Saved in:
6
Volatility and causality in strategic commodities : characteristics, myth and evidence
Youngho, Chang
;
Fang, Zheng
;
Hamori, Shigeyuki
- In:
International journal of economics and finance
9
(
2017
)
8
,
pp. 162-178
Persistent link: https://www.econbiz.de/10011714755
Saved in:
7
Informed trading of futures markets during the financial crisis : evidence from the VPIN
Lee, Yen-Hsien
;
Liu, Wen-Chien
;
Hsieh, Chia-Lin
- In:
International journal of economics and finance
9
(
2017
)
9
,
pp. 123-132
Persistent link: https://www.econbiz.de/10011762717
Saved in:
8
On forecasting Taiwanese stock index option prices : the role of implied volatility index
Wang, Jying-Nan
;
Liu, Hung-Chun
;
Chen, Lu-Jui
- In:
International journal of economics and finance
9
(
2017
)
9
,
pp. 133-136
Persistent link: https://www.econbiz.de/10011762731
Saved in:
9
A comparison study of copula models for European financial index returns
Tofoli, Paula V.
;
Ziegelmann, Flávio A.
;
Candido, Osvaldo
- In:
International journal of economics and finance
9
(
2017
)
10
,
pp. 155-178
Persistent link: https://www.econbiz.de/10011764112
Saved in:
10
Forecasting volatility stock return : evidence from the Nordic stock exchanges
Dritsakis, Nikolaos
;
Savvas, Georgios
- In:
International journal of economics and finance
9
(
2017
)
2
,
pp. 15-31
Persistent link: https://www.econbiz.de/10011617883
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->