//--> //--> //--> //-->
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 review of economics & finance : IREF"
~isPartOf:"Journal of forecasting"
~isPartOf:"Tourism economics : the business and finance of tourism and recreation"
~language:"eng"
~person:"Gupta, Rangan"
~person:"McAleer, Michael"
~person:"So, Mike Ka-pui"
~person:"Speight, Alan E. H."
~subject:"ARCH-Modell"
~type_genre:"Article in journal"
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:
Narrow search
Delete all filters
| 10 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Forecasting model
33
Prognoseverfahren
33
Volatility
24
Volatilität
24
Capital income
13
Estimation
13
Kapitaleinkommen
13
Schätzung
13
Welt
13
World
13
ARCH model
12
Theorie
12
Theory
12
Risiko
10
Risk
10
Time series analysis
10
USA
10
United States
10
Zeitreihenanalyse
10
Immobilienpreis
8
Real estate price
8
forecasting
8
Aktienmarkt
7
Risikomaß
7
Risk measure
7
Stock market
7
VAR model
7
VAR-Modell
7
Börsenkurs
6
Financial crisis
6
Finanzkrise
6
Share price
6
Causality analysis
5
Forecast
5
Kausalanalyse
5
Oil price
5
Portfolio selection
5
Portfolio-Management
5
Prognose
5
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
12
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
12
Language
All
English
Author
All
Gupta, Rangan
McAleer, Michael
So, Mike Ka-pui
Speight, Alan E. H.
Ma, Feng
9
Hammoudeh, Shawkat
4
Malik, Farooq
4
Wang, Jiqian
4
Caporin, Massimiliano
3
Chen, Cathy W. S.
3
Chen, Wang
3
Choudhry, Taufiq
3
Huang, Dengshi
3
Kumar, Dilip
3
Li, Steven
3
Liang, Chao
3
Lu, Xinjie
3
Salisu, Afees A.
3
Song, Yuping
3
Tang, Xiaolong
3
Wang, Lu
3
Wang, Yudong
3
Zhang, Yaojie
3
Abraham, Bovas
2
Balakrishna, N.
2
Brooks, Robert
2
Chang, Kuang-Liang
2
Chen, Yi-Hsuan
2
Chiu, Chien-Liang
2
Ewing, Bradley T.
2
He, Mengxi
2
Ho, Kin-Yip
2
Hou, Yang
2
Ji, Qiang
2
Jin, Xiaoye
2
Li, Tao
2
Li, Wai Keung
2
Lien, Da-hsiang Donald
2
Lin, Edward M. H.
2
Liu, Jing
2
Lux, Thomas
2
more ...
less ...
Published in...
All
International review of economics & finance : IREF
Journal of forecasting
Tourism economics : the business and finance of tourism and recreation
The North American journal of economics and finance : a journal of financial economics studies
7
Applied financial economics
5
Energy economics
5
Econometrics : open access journal
4
International journal of forecasting
4
Journal of economic surveys
4
Journal of risk and financial management : JRFM
4
Asia-Pacific financial markets
3
Econometric reviews
3
Econometric theory
3
Economics letters
3
Finance research letters
3
Journal of econometrics
3
Journal of multinational financial management
3
Journal of time series econometrics
3
Research in international business and finance
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Annals of financial economics
2
Applied economics
2
Defence and peace economics
2
Economic modelling
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International journal of finance & economics : IJFE
2
International review of financial analysis
2
The European journal of finance
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Computational economics
1
Economia : revista da ANPEC
1
Economic systems
1
Economics and Business Letters : EBL
1
Emerging markets review
1
Emerging markets, finance and trade : EMFT
1
Financial innovation : FIN
1
International Journal of Financial Studies : open access journal
1
International review of finance
1
Journal of applied econometrics
1
Journal of economics and finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Mixed-frequency forecasting of crude oil volatility based on the information content of global economic conditions
Salisu, Afees A.
;
Gupta, Rangan
;
Bouri, Elie
;
Ji, Qiang
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 134-157
Persistent link: https://www.econbiz.de/10012796279
Saved in:
2
Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
Saved in:
3
Volatility spillovers from Australia's major trading partners across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
- In:
International review of economics & finance : IREF
47
(
2017
),
pp. 159-175
Persistent link: https://www.econbiz.de/10011740133
Saved in:
4
Forecasting the volatility of the Dow Jones Islamic Stock Market Index : long memory vs. regime switching
Nasr, Adnen Ben
;
Lux, Thomas
;
Ajmi, Ahdi Noomen
;
Gupta, …
- In:
International review of economics & finance : IREF
45
(
2016
),
pp. 559-571
Persistent link: https://www.econbiz.de/10011626589
Saved in:
5
Daily FX volatility forecasts : can the GARCH (1,1) model be beaten using high-frequency data?
McMillan, David G.
;
Speight, Alan E. H.
- In:
Journal of forecasting
31
(
2012
)
4
,
pp. 330-343
Persistent link: https://www.econbiz.de/10009576375
Saved in:
6
Volatility forecasting with double Markov switching GARCH models
Chen, Cathy W. S.
;
So, Mike Ka-pui
;
Lin, Edward M. H.
- In:
Journal of forecasting
28
(
2009
)
8
,
pp. 681-697
Persistent link: https://www.econbiz.de/10003918204
Saved in:
7
Forecasting value-at-risk with a parsimonious Portfolio Spillover GARCH (PS-GARCH) model
McAleer, Michael
;
Da Veiga, Bernardo
- In:
Journal of forecasting
27
(
2008
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10003738381
Saved in:
8
Scalar BEKK and indirect DCC
Caporin, Massimiliano
;
McAleer, Michael
- In:
Journal of forecasting
27
(
2008
)
6
,
pp. 537-549
Persistent link: https://www.econbiz.de/10003761681
Saved in:
9
Modeling country risk and uncertainty in small island tourism economies
Hoti, Suhejla
;
McAleer, Michael
;
Shareef, Riaz
- In:
Tourism economics : the business and finance of tourism …
11
(
2005
)
2
,
pp. 159-183
Persistent link: https://www.econbiz.de/10003057269
Saved in:
10
A Bayesian threshold nonlinearity test for financial time series
So, Mike Ka-pui
;
Chen, Cathy W. S.
;
Chen, Ming-tien
- In:
Journal of forecasting
24
(
2005
)
1
,
pp. 61-75
Persistent link: https://www.econbiz.de/10002569984
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->