//--> //--> //--> //-->
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:"Working paper"
~language:"eng"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
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-Modell"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
67
ARCH-Modell
67
Volatility
39
Volatilität
39
Theorie
24
Theory
24
Estimation
21
Schätzung
21
Time series analysis
18
Zeitreihenanalyse
18
Capital income
14
Kapitaleinkommen
14
Modellierung
12
Scientific modelling
12
Forecasting model
11
Prognoseverfahren
11
Commodity derivative
10
Rohstoffderivat
10
USA
10
United States
10
Oil price
9
Welt
9
World
9
Ölpreis
9
Börsenkurs
7
Share price
7
Aktienmarkt
6
Correlation
6
Korrelation
6
Stock market
6
Hedging
5
Stochastic process
5
Stochastischer Prozess
5
GARCH
4
Spillover effect
4
Spillover-Effekt
4
CAPM
3
Cointegration
3
Commodity exchange
3
Exchange rate
3
more ...
less ...
Online availability
All
Free
42
Type of publication
All
Book / Working Paper
67
Type of publication (narrower categories)
All
Arbeitspapier
Aufsatz in Zeitschrift
Graue Literatur
67
Non-commercial literature
67
Working Paper
67
Language
All
English
Author
All
McAleer, Michael
29
Chang, Chia-Lin
9
Caporin, Massimiliano
7
Manera, Matteo
6
Roengchai Tansuchat
5
Chen, Chi-chung
4
Christiansen, Charlotte
3
Guo, Hui
3
Morana, Claudio
3
Neely, Christopher J.
3
Nicolini, Marcella
3
Asai, Manabu
2
Baillie, Richard
2
Chen, Ping-yu
2
Escribano, Álvaro
2
Lan Fen Chu
2
Lanne, Markku
2
Saikkonen, Pentti
2
Vignati, Ilaria
2
Allen, David E.
1
Awartani, Basel
1
Bardgett, Chris
1
Basu, Parantap
1
Batra, Amita
1
Behmiri, Niaz Bashiri
1
Blake, Andrew P.
1
Blazsek, Szabolcs
1
Brandner, Peter
1
Busetti, Giorgio
1
Chan, Felix
1
Chang, Chia-lin
1
Chen, Long
1
Comincioli, Nicola
1
Coudert, Virginie
1
Erdemlioglu, Deniz
1
Escobar, Marcos
1
Forte, Gianfranco
1
Gabrisch, Hubert
1
Gavin, William T.
1
Giraitis, Liudas
1
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
8
Federal Reserve Bank of St. Louis
2
Queen Mary College / Department of Economics
2
Published in...
All
Working paper
Energy economics
253
Finance research letters
176
Applied economics
160
Economic modelling
155
Journal of econometrics
146
International review of financial analysis
144
Journal of empirical finance
132
Research in international business and finance
125
The North American journal of economics and finance : a journal of financial economics studies
123
International review of economics & finance : IREF
120
Journal of banking & finance
113
Economics letters
109
Journal of international financial markets, institutions & money
107
Applied financial economics
101
Discussion paper / Tinbergen Institute
98
International journal of forecasting
96
Journal of risk and financial management : JRFM
88
Journal of forecasting
87
Applied economics letters
77
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
76
The European journal of finance
74
The journal of futures markets
74
Econometric theory
73
Econometric Institute research papers
69
Journal of financial econometrics : official journal of the Society for Financial Econometrics
65
International Journal of Energy Economics and Policy : IJEEP
63
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
63
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
56
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
54
International journal of finance & economics : IJFE
51
International journal of economics and financial issues : IJEFI
49
Econometric reviews
47
Journal of international money and finance
46
International journal of economics and finance
45
Review of quantitative finance and accounting
44
CREATES research paper
43
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
42
Journal of risk
42
The econometrics journal
40
more ...
less ...
Source
All
ECONIS (ZBW)
67
Showing
51
-
60
of
67
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
51
Modeling the volatility in global fertilizer prices
Chen, Ping-yu
;
Chang, Chia-lin
;
Chen, Chi-chung
; …
-
2010
Persistent link: https://www.econbiz.de/10008688821
Saved in:
52
Ranking multivariate GARCH models by problem dimension
Caporin, Massimiliano
;
McAleer, Michael
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689067
Saved in:
53
Exchange rate and industrial commodity volatility transmissions, asymmetries and hedging strategies
Hammoudeh, Shawkat
;
Yuan, Yuan
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689068
Saved in:
54
How volatile is ENSO?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2010
Persistent link: https://www.econbiz.de/10008689070
Saved in:
55
Interdependence of international tourism demand and volatility in leading ASEAN destinations
Chang, Chia-Lin
;
Khamkaew, Thanchanok
;
McAleer, Michael
; …
-
2010
Persistent link: https://www.econbiz.de/10008689074
Saved in:
56
Modeling the effect of oil price on global fertilizer prices
Chen, Ping-yu
;
Chang, Chia-Lin
;
Chen, Chi-chung
; …
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008695601
Saved in:
57
Long memory and FIGARCH models for daily and high frequency commodity prices
Baillie, Richard
;
Han, Young Wook
;
Myers, Robert J.
; …
-
2007
Persistent link: https://www.econbiz.de/10003740333
Saved in:
58
Modeling long memory and structural breaks in conditional variances : an adaptive FIGARCH approach
Baillie, Richard
(
contributor
);
Morana, Claudio
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003428583
Saved in:
59
Why is it so difficult to uncover the risk-return tradeoff in stock returns?
Lanne, Markku
;
Saikkonen, Pentti
-
2005
Persistent link: https://www.econbiz.de/10002700275
Saved in:
60
Is the currency risk priced in equity markets?
Giurda, Francesco
(
contributor
);
Tzavalis, Elias
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002024385
Saved in:
First
Prev
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->