//--> //--> //-->
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:"Journal of empirical finance"
~person:"Antonakakis, Nikolaos"
~person:"Conrad, Christian"
~person:"Gronwald, Marc"
~person:"McAleer, Michael"
~subject:"United States"
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:"conditional heteroskedasticity"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
United States
ARCH model
2
ARCH-Modell
2
Aktienmarkt
2
Börsenkurs
2
Correlation
2
Estimation
2
Korrelation
2
Schätzung
2
Share price
2
Stock market
2
Volatility
2
Volatilität
2
Asymmetric power ARCH
1
Business cycle
1
Capital income
1
DCC-MIDAS
1
Economic growth
1
Fractional integration
1
GARCH-MIDAS
1
Industrialized countries
1
Industrieländer
1
Kapitaleinkommen
1
Konjunktur
1
Long-term correlation
1
Long-term volatility
1
Multivariate Analyse
1
Multivariate analysis
1
Oil price
1
Oil-stock relationship
1
Stock returns
1
Theorie
1
Theory
1
USA
1
Volatility forecast evaluation
1
Welt
1
Wirtschaftswachstum
1
World
1
Ölpreis
1
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Antonakakis, Nikolaos
Conrad, Christian
Gronwald, Marc
McAleer, Michael
Andersen, Torben
1
Arize, Augustine Chuck
1
Bae, Jinho
1
Bali, Turan G.
1
Bollerslev, Tim
1
Brooks, Robert
1
Chen, Carl R.
1
Chow, William W.
1
Enders, Walter
1
Francis, Bill B.
1
Fung, Michael Ka-yiu
1
Huang, Ying
1
Hwang, Inwook
1
Kim, Chang-jin
1
Kim, Jaebeom
1
Lange, Steve
1
Maheu, John M.
1
Mazouz, Khelifa
1
McCurdy, Thomas H.
1
Moschini, Giancarlo
1
Mougoué, Mbodja
1
Myers, Robert J.
1
Nam, Kiseok
1
Neftci, Salih N.
1
Nelson, Charles R.
1
Panchenko, Valentyn
1
Pyun, Chong-soo
1
Rittler, Daniel
1
Stentoft, Lars
1
Stürmer, Karin
1
Su, Yuli
1
Teterin, Pavel
1
Vanden, Joel M.
1
Wang, Jian-xin
1
Wei, Steven X.
1
Wu, Guojun
1
Xiao, Zhijie
1
Yang, Minxian
1
Zhou, Anjun
1
more ...
less ...
Published in...
All
Journal of empirical finance
Econometric Institute research papers
10
Discussion paper / Tinbergen Institute
6
Discussion paper series / University of Heidelberg, Department of Economics
3
Working paper
3
FIW working paper
2
BOFIT Discussion Paper
1
BOFIT discussion papers
1
CESifo Working Paper Series
1
CESifo working papers
1
Econometric reviews
1
Economic systems
1
Journal of economics and finance
1
Journal of risk and financial management : JRFM
1
Research in international business and finance
1
Scottish journal of political economy : the journal of the Scottish Economic Society
1
The world economy : the leading journal on international economic relations
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On the macroeconomic determinants of long-term volatilities and correlations in US stock and crude oil markets
Conrad, Christian
;
Stürmer, Karin
;
Rittler, Daniel
- In:
Journal of empirical finance
29
(
2014
),
pp. 26-40
Persistent link: https://www.econbiz.de/10011300507
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->