//--> //--> //--> //-->
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 financial econometrics"
~isPartOf:"Journal of risk"
~subject:"Estimation"
~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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Estimation
Welt
ARCH model
76
ARCH-Modell
76
Volatility
47
Volatilität
47
Schätzung
32
Risikomaß
31
Risk measure
31
Capital income
27
Kapitaleinkommen
27
Theorie
27
Theory
27
Time series analysis
23
Zeitreihenanalyse
23
Forecasting model
22
Prognoseverfahren
22
Estimation theory
20
Schätztheorie
20
Börsenkurs
16
Portfolio selection
16
Portfolio-Management
16
Share price
16
Statistical distribution
11
Statistische Verteilung
11
Correlation
10
Korrelation
10
value-at-risk (VaR)
10
Risiko
9
Risikomanagement
9
Risk
9
Risk management
9
Aktienindex
8
Stock index
8
Measurement
7
Messung
7
Multivariate Verteilung
7
Multivariate distribution
7
Aktienmarkt
6
Original research
6
Stock market
6
more ...
less ...
Online availability
All
Undetermined
32
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
34
Aufsatz in Zeitschrift
34
Language
All
English
34
Author
All
Wu, Xinyu
3
Hansen, Peter Reinhard
2
Alemany, Ramon
1
Babbs, Simon H.
1
Baur, Dirk G.
1
Bee, Marco
1
Berens, Tobias
1
Bolancé, Catalina
1
Bouri, Elie
1
Cameron, James
1
Cenesizoglu, Tolga
1
Chen, Jiusheng
1
Chorro, Christophe
1
Dimpfl, Thomas
1
Dupuis, Debbie J.
1
Erdemlioglu, Deniz
1
Feng, Yiyun
1
Francq, Christian
1
Gillas, Konstantinos Gkillas
1
Goldman, Elena
1
Gorgi, P.
1
Grønneberg, Steffen
1
Gulati, Chandra M.
1
Guo, Chuan
1
Gupta, Rangan
1
Han, Yang
1
Hansen, Anne Lundgaard
1
Huang, Zhuo
1
Ibrushi, Denada
1
Inoue, Atsushi
1
Jach, Agnieszka
1
Janus, Paweł
1
Jiang, Cuixia
1
Kabaila, Paul
1
Kang, Long
1
Koopman, Siem Jan
1
Kudła, Janusz
1
Kyei, Clement Kewku
1
Lamb, John D.
1
Li, Yuqian
1
more ...
less ...
Published in...
All
Journal of financial econometrics
Journal of risk
Energy economics
130
Finance research letters
81
Applied economics
68
International review of economics & finance : IREF
62
Economic modelling
61
The North American journal of economics and finance : a journal of financial economics studies
59
International review of financial analysis
57
Research in international business and finance
55
Journal of empirical finance
53
Journal of international financial markets, institutions & money
45
Journal of risk and financial management : JRFM
42
Applied economics letters
37
Journal of banking & finance
33
Journal of econometrics
33
International journal of forecasting
31
International journal of finance & economics : IJFE
29
Applied financial economics
27
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
27
International Journal of Energy Economics and Policy : IJEEP
26
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
26
The journal of futures markets
26
Economics letters
24
International journal of economics and financial issues : IJEFI
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
22
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
22
International journal of economics and finance
21
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
19
Journal of forecasting
19
Journal of international money and finance
19
Review of quantitative finance and accounting
19
The European journal of finance
19
Cogent economics & finance
16
Computational economics
14
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
14
Pacific-Basin finance journal
14
CBN journal of applied statistics
13
Econometric reviews
13
Emerging markets, finance and trade : EMFT
13
more ...
less ...
Source
All
ECONIS (ZBW)
34
Showing
1
-
10
of
34
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
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:
6
A joint model for the term structure of interest rates and realized volatility
Hansen, Anne Lundgaard
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1196-1227
Persistent link: https://www.econbiz.de/10014391449
Saved in:
7
Modeling and forecasting volatilities of financial assets with an asymmetric zero-drift GARCH model
Shi, Yanlin
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1308-1345
Persistent link: https://www.econbiz.de/10014391461
Saved in:
8
Time-varying higher moments, economic policy uncertainty and renminbi exchange rate volatility
Wu, Xinyu
;
Mei, Xueting
;
Yin, Xuebao
- In:
Journal of risk
25
(
2023
)
5
,
pp. 71-99
Persistent link: https://www.econbiz.de/10014370725
Saved in:
9
A new tail-based correlation measure and its application in global equity markets
Liu, Jinjing
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 959-987
Persistent link: https://www.econbiz.de/10014314844
Saved in:
10
Asymmetric risk spillovers between oil and the Chinese stock market : a Beta-skew-t-EGARCH-EVT-copula approach
Chen, Jiusheng
- In:
Journal of risk
25
(
2023
)
3
,
pp. 77-127
Persistent link: https://www.econbiz.de/10014283909
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->