//--> //--> //-->
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"
~person:"Gupta, Rangan"
~person:"Huang, Zhuo"
~subject:"Capital income"
~subject:"Exchange rate"
~subject:"Forecasting model"
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:"ARCH model"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Capital income
Exchange rate
Forecasting model
ARCH model
1
ARCH-Modell
1
Börsenkurs
1
Estimation
1
Kapitaleinkommen
1
Option trading
1
Optionsgeschäft
1
Risikoprämie
1
Risk premium
1
Schätzung
1
Share price
1
VIX
1
Volatility
1
Volatilität
1
high frequency data
1
realized GARCH
1
realized variance
1
volatility risk premium
1
more ...
less ...
Online availability
All
Undetermined
1
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
Gupta, Rangan
Huang, Zhuo
Hansen, Peter Reinhard
2
Baur, Dirk G.
1
Bee, Marco
1
Cai, Charlie X.
1
Cai, Yuzhi
1
Catania, Leopoldo
1
Cenesizoglu, Tolga
1
Christensen, Kim
1
Cucuringu, Mihai
1
Dimpfl, Thomas
1
Dupuis, Debbie J.
1
Erdemlioglu, Deniz
1
Fabozzi, Francesco A.
1
Francq, Christian
1
Gorgi, P.
1
Grønneberg, Steffen
1
Hansen, Anne Lundgaard
1
Ibrushi, Denada
1
Inoue, Atsushi
1
Janus, Paweł
1
Jiang, Yushuang
1
Kim, Minjoo
1
Koopman, Siem Jan
1
Lazar, Emese
1
Ledoit, Olivier
1
Liu, Jinjing
1
Lu, Jin
1
Pelletier, Denis
1
Peng, Shige
1
Qian, Zhongmin
1
Qiu, Yue
1
Sheppard, Kevin
1
Shi, Yanlin
1
Shin, Yongcheol
1
Siggaard, Mathias Voldum
1
Stander, Julian
1
Stoyanov, Stoyan V.
1
Sucarrat, Genaro
1
Tong, Chen
1
more ...
less ...
Published in...
All
Journal of financial econometrics
Department of Economics working paper series
20
Economic modelling
4
Finmap working paper
3
The North American journal of economics and finance : a journal of financial economics studies
3
Finance research letters
2
International journal of forecasting
2
International review of financial analysis
2
Journal of multinational financial management
2
Research in international business and finance
2
Annals of financial economics
1
Applied economics
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
China economic journal : the official journal of the China Center for Economic Research (CCER) at National School of Development (NSD), Peking University
1
Defence and peace economics
1
Economics and Business Letters : EBL
1
Economics letters
1
Economics working paper
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Energy economics
1
Financial innovation : FIN
1
Global Research Unit working paper
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of finance & economics : IJFE
1
International review of economics & finance : IREF
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economics and finance
1
Journal of empirical finance
1
Journal of forecasting
1
Journal of risk
1
Journal of risk and financial management : JRFM
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
1
The journal of real estate finance and economics
1
The quarterly review of economics and finance
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Working paper series
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->