//--> //--> //-->
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 : official journal of the Society for Financial Econometrics"
~person:"Engle, Robert F."
~person:"McAleer, Michael"
~type:"article"
~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: subject_exact:"ARCH model"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
4
ARCH-Modell
4
Aktienmarkt
2
Börsenkurs
2
Share price
2
Stock market
2
Volatility
2
Volatilität
2
1987-2001
1
Beta risk
1
Betafaktor
1
Bond market
1
CAPM
1
Capital income
1
Correlation
1
DCC
1
EU countries
1
EU-Staaten
1
Estimation
1
Estimation theory
1
Euro
1
Euro area
1
Eurozone
1
Forecasting model
1
GARCH
1
International financial market
1
Internationaler Finanzmarkt
1
Kapitaleinkommen
1
Korrelation
1
Prognoseverfahren
1
Rentenmarkt
1
Risikoprämie
1
Risk premium
1
SRISK
1
Schätztheorie
1
Schätzung
1
Time series analysis
1
USA
1
United States
1
Zeitreihenanalyse
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Engle, Robert F.
McAleer, Michael
Horváth, Lajos
3
Caporin, Massimiliano
2
Chen, Yi-ting
2
Fleming, Jeff
2
Francq, Christian
2
Haas, Markus
2
Kirby, Chris
2
Mittnik, Stefan
2
Olmo, Jose
2
Paolella, Marc S.
2
Ruiz, Esther
2
Silvennoinen, Annastiina
2
Teräsvirta, Timo
2
Trojani, Fabio
2
Zakoïan, Jean-Michel
2
Aguilar, Mike
1
Ahoniemi, Katja
1
Audrino, Francesco
1
Badescu, Alexandru
1
Barunik, Jozef
1
Brooks, Chris
1
Burke, Simon P.
1
Caldeira, João F.
1
Caporale, Guglielmo Maria
1
Cappiello, Lorenzo
1
Carnero, M. Angeles
1
Christoffersen, Peter F.
1
Conrad, Christian A.
1
Cui, Zhenyu
1
Di, Jianing
1
Dufays, Arnaud
1
Durham, Garland
1
Escanciano, J. Carlos
1
Fantazzini, Dean
1
Franses, Philip Hans
1
Fuertes, Ana María
1
Gagliardini, Patrick
1
Galeano, Pedro
1
Gangopadhyay, Ashis
1
more ...
less ...
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Econometrics : open access journal
5
Journal of economic surveys
4
Econometric reviews
3
Econometric theory
3
Energy economics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of risk and financial management : JRFM
3
The North American journal of economics and finance : a journal of financial economics studies
3
The review of financial studies
3
Finance research letters
2
International journal of forecasting
2
International review of economics & finance : IREF
2
Journal of applied econometrics
2
Journal of econometrics
2
Journal of forecasting
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Applied economics
1
Applied financial economics
1
Computational economics
1
Economia : revista da ANPEC
1
Economics letters
1
International Journal of Financial Studies : open access journal
1
Jingji-lunwen
1
Journal of banking & finance
1
Journal of economic literature
1
Journal of risk
1
Journal of time series econometrics
1
Risks : open access journal
1
The American economic review
1
The Japanese economic review : the journal of the Japanese Economic Association
1
The Korean economic review
1
The journal of economic perspectives : EP ; a journal of the American Economic Association
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Tourism economics : the business and finance of tourism and recreation
1
Tourism management : research, policies, practice
1
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
1
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Dynamic conditional beta
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 643-667
Persistent link: https://www.econbiz.de/10011623818
Saved in:
2
Forecasting intraday volatility in the US equity market : multiplicative component GARCH
Engle, Robert F.
;
Sokalska, Magdalena E.
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
1
,
pp. 54-83
Persistent link: https://www.econbiz.de/10009519713
Saved in:
3
Asymmetric dynamics in the correlations of global equity and bond returns
Cappiello, Lorenzo
;
Engle, Robert F.
;
Sheppard, Kevin
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
4
,
pp. 537-572
Persistent link: https://www.econbiz.de/10003565737
Saved in:
4
Dynamic asymmetric GARCH
Caporin, Massimiliano
;
McAleer, Michael
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
3
,
pp. 385-412
Persistent link: https://www.econbiz.de/10003354083
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->