//--> //--> //--> //-->
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 financial issues : IJEFI"
~isPartOf:"Journal of financial econometrics"
~subject:"ARCH-Modell"
~subject:"Analysis of variance"
~subject:"Theorie"
~subject:"Welt"
~type:"article"
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
| 7 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Analysis of variance
Theorie
Welt
ARCH model
83
Volatility
57
Volatilität
57
Estimation
37
Schätzung
37
Capital income
32
Kapitaleinkommen
32
Theory
25
Börsenkurs
24
Share price
24
Time series analysis
24
Zeitreihenanalyse
24
Aktienmarkt
19
Estimation theory
19
Schätztheorie
19
Stock market
19
Risikomaß
15
Risk measure
15
Forecasting model
14
Prognoseverfahren
14
Correlation
13
Korrelation
13
Exchange rate
11
Wechselkurs
11
Portfolio selection
10
Portfolio-Management
10
Aktienindex
9
Stock index
9
GARCH
8
Risiko
7
Risk
7
Statistical distribution
7
Statistische Verteilung
7
CAPM
5
Causality analysis
5
Inflation
5
Kausalanalyse
5
Multivariate Analyse
5
more ...
less ...
Online availability
All
Free
50
Undetermined
33
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
83
Aufsatz in Zeitschrift
83
Case study
1
Conference paper
1
Fallstudie
1
Konferenzbeitrag
1
Language
All
English
83
Author
All
Balibey, Mesut
2
Hamzaoui, Nessrine
2
Hansen, Peter Reinhard
2
Ledoit, Olivier
2
Regaieg, Boutheina
2
Talbi, Mariem
2
Turkyilmaz, Serpil
2
Wolf, Michael
2
Abaoub, Ezzeddine
1
Abdoh, Hussein A.
1
Abdurehman, Abderezak Ali
1
Afsal, E. M.
1
Ahmad, Mumtaz
1
Ahmed, Farhan
1
Al Saggaf, Majid Ibrahim
1
Al-Zuhd, Tariq A. H.
1
Ali, Abdullahi Osman
1
Amiri, Ashkan
1
Ananzeh, Izz Eddien Naif
1
Azar, Samih Antoine
1
Babajide, Abiola
1
Baharumshah, Ahmad Zubaidi
1
Baur, Dirk G.
1
Bee, Marco
1
Belasri, Yassine
1
Belhaj, Fethi
1
Ben Halima, Amel
1
Boubaker, Adel
1
Buberkoku, Onder
1
Cai, Charlie X.
1
Cai, Yuzhi
1
Catania, Leopoldo
1
Cavicchioli, Maddalena
1
Celik, Gulsah Gencer
1
Cenesizoglu, Tolga
1
Cheng, Jao-Hong
1
Chimrani, Charan Raj
1
Chorro, Christophe
1
Christensen, Kim
1
Cucuringu, Mihai
1
more ...
less ...
Published in...
All
International journal of economics and financial issues : IJEFI
Journal of financial econometrics
Energy economics
253
Finance research letters
176
Applied economics
160
Economic modelling
155
Journal of econometrics
147
International review of financial analysis
136
Journal of empirical finance
131
Research in international business and finance
125
The North American journal of economics and finance : a journal of financial economics studies
123
International review of economics & finance : IREF
113
Journal of banking & finance
113
Economics letters
109
Journal of international financial markets, institutions & money
107
Applied financial economics
101
International journal of forecasting
93
Journal of risk and financial management : JRFM
88
Journal of forecasting
86
Applied economics letters
77
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
76
Econometric theory
73
The European journal of finance
70
The journal of futures markets
70
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
64
Journal of financial econometrics : official journal of the Society for Financial Econometrics
64
International Journal of Energy Economics and Policy : IJEEP
62
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
55
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
54
Econometric reviews
46
International journal of finance & economics : IJFE
46
Journal of international money and finance
46
International journal of economics and finance
45
Review of quantitative finance and accounting
44
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
42
Journal of risk
40
The econometrics journal
40
Cogent economics & finance
37
Pacific-Basin finance journal
37
Computational economics
36
Journal of applied econometrics
36
more ...
less ...
Source
All
ECONIS (ZBW)
83
Showing
1
-
10
of
83
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Volatility forecasting with machine learning and intraday commonality
Zhang, Chao
;
Zhang, Yihuang
;
Cucuringu, Mihai
;
Qian, …
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 492-530
Persistent link: https://www.econbiz.de/10014526335
Saved in:
2
On the effectiveness of stock index futures for tail risk protection
Zouari, Hammadi
- In:
International journal of economics and financial issues …
12
(
2022
)
3
,
pp. 38-52
Persistent link: https://www.econbiz.de/10013259361
Saved in:
3
Cryptocurrency returns, cybercrime and stock market volatility : GAS and regime switching approaches
Sanusi, Kazeem Abimbola
;
Dickason Koekemoer, Zandri
- In:
International journal of economics and financial issues …
12
(
2022
)
6
,
pp. 52-64
Persistent link: https://www.econbiz.de/10014227215
Saved in:
4
Realized GARCH, CBOE VIX, and the volatility risk premium
Hansen, Peter Reinhard
;
Huang, Zhuo
;
Tong, Chen
;
Wang, …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 187-223
Persistent link: https://www.econbiz.de/10014526311
Saved in:
5
Volatility of volatility estimation : central limit theorems for the fourier transform estimator and empirical study of the daily time series stylized facts
Toscano, Giacomo
;
Livieri, Giulia
;
Mancino, Maria Elvira
; …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 252-296
Persistent link: https://www.econbiz.de/10014526318
Saved in:
6
Volatility forecasting using hybrid GARCH Neural Network models : the case of the Italian stock market
Kartsonakis Mademlis, Dimitrios
;
Dritsakis, Nikolaos
- In:
International journal of economics and financial issues …
11
(
2021
)
1
,
pp. 49-60
Persistent link: https://www.econbiz.de/10012436893
Saved in:
7
Modelling exchange rate volatility of Somali Shilling against US Dollar by utilizing GARCH models
Ali, Abdullahi Osman
- In:
International journal of economics and financial issues …
11
(
2021
)
2
,
pp. 35-39
Persistent link: https://www.econbiz.de/10012509707
Saved in:
8
Testing hypotheses on the innovations distribution in semi-parametric conditional volatility models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1443-1482
Persistent link: https://www.econbiz.de/10014444685
Saved in:
9
News arrival, time-varying jump intensity, and realized volatility : conditional testing approach
Erdemlioglu, Deniz
;
Yang, Xiye
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1519-1556
Persistent link: https://www.econbiz.de/10014444697
Saved in:
10
Time variation in cash flows and discount rates
Cenesizoglu, Tolga
;
Ibrushi, Denada
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1557-1589
Persistent link: https://www.econbiz.de/10014444702
Saved in:
1
2
3
4
5
6
7
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->