//--> //--> //--> //-->
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 financial analysis"
~isPartOf:"Journal of financial econometrics"
~subject:"Risk measure"
~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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Risk measure
Theorie
Welt
ARCH model
178
ARCH-Modell
178
Volatility
135
Volatilität
135
Capital income
66
Kapitaleinkommen
66
Estimation
60
Schätzung
60
Aktienmarkt
52
Stock market
52
Börsenkurs
51
Forecasting model
51
Prognoseverfahren
51
Share price
51
Theory
44
Spillover effect
31
Spillover-Effekt
31
Time series analysis
31
Zeitreihenanalyse
31
Correlation
24
Korrelation
24
Risikomaß
24
Portfolio selection
18
Portfolio-Management
18
World
17
Aktienindex
15
Financial crisis
15
Finanzkrise
15
Stock index
15
Hedging
14
Oil price
14
Statistical distribution
14
Statistische Verteilung
14
USA
14
United States
14
Volatility forecasting
14
Ölpreis
14
more ...
less ...
Online availability
All
Undetermined
53
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
71
Aufsatz in Zeitschrift
71
Language
All
English
71
Author
All
Ma, Feng
4
Bee, Marco
2
Degiannakis, Stavros
2
Guesmi, Khaled
2
Ledoit, Olivier
2
Li, Yan
2
Nonejad, Nima
2
Wolf, Michael
2
Zarangas, Leonidas P.
2
Akinsomi, Omokolade
1
Alexander, Carol
1
An, Haizhong
1
Apostolakis, George N.
1
Bedoui, Rihab
1
Berger, Theo
1
Bhattacharyya, Malay
1
Bouazizi, Tarek
1
Bouri, Elie
1
Braeik, Sana
1
Brooks, Robert
1
Cagliesi, Gabriella
1
Cai, Charlie X.
1
Cai, Yuzhi
1
Caloia, Francesco Giuseppe
1
Catania, Leopoldo
1
Cavicchioli, Maddalena
1
Cenesizoglu, Tolga
1
Chan, Wai-Sum
1
Cho, Sungjun
1
Choi, Youngsoo
1
Choudhry, Taufiq
1
Christensen, Kim
1
Chrétien, Stéphane
1
Cipollini, Andrea
1
Coggins, Frank
1
De Nard, Gianluca
1
Dent, Pamela
1
Diamandis, Panayotis F.
1
Ding, Hui
1
Do, Hung Xuan
1
more ...
less ...
Published in...
All
International review of financial analysis
Journal of financial econometrics
Energy economics
117
Finance research letters
81
Journal of empirical finance
72
Applied economics
65
International journal of forecasting
61
Journal of econometrics
60
Economic modelling
58
The North American journal of economics and finance : a journal of financial economics studies
57
International review of economics & finance : IREF
53
Journal of banking & finance
53
Journal of forecasting
53
Research in international business and finance
52
The European journal of finance
40
Economics letters
39
Journal of risk and financial management : JRFM
39
Econometric theory
38
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
36
Journal of international financial markets, institutions & money
35
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
35
Journal of financial econometrics : official journal of the Society for Financial Econometrics
33
Applied economics letters
29
Journal of risk
28
Econometric reviews
27
International Journal of Energy Economics and Policy : IJEEP
25
Journal of applied econometrics
24
Journal of international money and finance
24
Computational economics
22
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
22
International journal of finance & economics : IJFE
21
Quantitative finance
21
The econometrics journal
21
Applied financial economics
19
The journal of futures markets
19
The journal of risk model validation
18
Journal of economic dynamics & control
17
Review of quantitative finance and accounting
17
Risks : open access journal
16
International journal of economics and financial issues : IJEFI
14
more ...
less ...
Source
All
ECONIS (ZBW)
71
Showing
1
-
10
of
71
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
GARCH-M model with an asymmetric risk premium : distinguishing between "good" and "bad" volatility periods
Trifonov, Juri
;
Potanin, Bogdan
- In:
International review of financial analysis
91
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014446930
Saved in:
2
Crude oil prices in times of crisis : the role of Covid-19 and historical events
Bouazizi, Tarek
;
Guesmi, Khaled
;
Galariotis, Emilios
; …
- In:
International review of financial analysis
91
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014446934
Saved in:
3
Bitcoin price volatility transmission between spot and futures markets
Apostolakis, George N.
- In:
International review of financial analysis
94
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014543923
Saved in:
4
Diversifying and hedging REIT portfolios with cryptocurrencies : evidence from global and regional REIT indices
Odusami, Babatunde Olatunji
;
Akinsomi, Omokolade
- In:
International review of financial analysis
94
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014544083
Saved in:
5
Spillovers of joint volatility-skewness-kurtosis of major cryptocurrencies and their determinants
Bouri, Elie
;
Jalkh, Naji
- In:
International review of financial analysis
90
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014470883
Saved in:
6
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:
7
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:
8
A machine learning approach to volatility forecasting
Christensen, Kim
;
Siggaard, Mathias Voldum
;
Veliyev, …
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1680-1727
Persistent link: https://www.econbiz.de/10014444717
Saved in:
9
Have the predictability of oil changed during the COVID-19 pandemic : evidence from international stock markets
Ding, Hui
;
Huang, Yisu
;
Wang, Jiqian
- In:
International review of financial analysis
87
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014460444
Saved in:
10
The impacts of climate policy uncertainty on stock markets : comparison between China and the US
Xu, Xin
;
Huang, Shupei
;
Lucey, Brian M.
;
An, Haizhong
- In:
International review of financial analysis
88
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014462184
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->