//--> //--> //--> //-->
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
~language:"eng"
~language:"nor"
~person:"Apergēs, Nikolaos"
~person:"Fletcher, Jonathan"
~person:"Gil-Alaña, Luis A."
~person:"Goodell, John W."
~person:"Hammoudeh, Shawkat"
~person:"Kang, Sang Hoon"
~person:"Pierdzioch, Christian"
~person:"Roubaud, David"
~person:"Ur Rehman, Mobeen"
~person:"Wang, Yudong"
~person:"Zhang, Wei"
~person:"Zhu, Huiming"
~subject:"ARCH model"
~subject:"Stock market"
~subject:"Volatilität"
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:
Narrow search
Delete all filters
| 17 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Stock market
Volatilität
Schätzung
664
Estimation
642
Volatility
455
Theorie
433
Theory
413
Zeitreihenanalyse
407
Time series analysis
406
Börsenkurs
386
Welt
382
World
381
USA
380
Share price
376
United States
376
Capital income
358
Kapitaleinkommen
358
Aktienmarkt
329
Prognoseverfahren
262
Forecasting model
257
Cointegration
215
Kointegration
214
China
213
Oil price
205
Ölpreis
205
Portfolio selection
158
Portfolio-Management
158
fractional integration
158
Großbritannien
156
United Kingdom
154
Spillover effect
149
Spillover-Effekt
149
EU-Staaten
135
EU countries
133
ARCH-Modell
128
Risk
127
Risiko
124
Wechselkurs
112
Exchange rate
109
more ...
less ...
Online availability
All
Undetermined
351
Free
161
Type of publication
All
Article
522
Book / Working Paper
154
Type of publication (narrower categories)
All
Article in journal
514
Aufsatz in Zeitschrift
514
Working Paper
123
Arbeitspapier
105
Graue Literatur
104
Non-commercial literature
104
Aufsatz im Buch
7
Book section
7
Conference paper
2
Konferenzbeitrag
2
Hochschulschrift
1
more ...
less ...
Language
All
English
Norwegian
German
7
Undetermined
3
Author
All
Apergēs, Nikolaos
Fletcher, Jonathan
Gil-Alaña, Luis A.
Goodell, John W.
Hammoudeh, Shawkat
Kang, Sang Hoon
Pierdzioch, Christian
Roubaud, David
Ur Rehman, Mobeen
Wang, Yudong
Zhang, Wei
Zhu, Huiming
McAleer, Michael
398
Caporale, Guglielmo Maria
303
Gupta, Rangan
288
Bollerslev, Tim
164
Bekaert, Geert
135
Chang, Chia-Lin
132
Diebold, Francis X.
130
Bouri, Elie
123
Spagnolo, Nicola
112
Engle, Robert F.
110
Andersen, Torben
109
Tiwari, Aviral Kumar
109
Caporin, Massimiliano
102
Lucey, Brian M.
101
McMillan, David G.
100
Aizenman, Joshua
99
Ma, Feng
96
Härdle, Wolfgang
95
Hautsch, Nikolaus
94
Zaremba, Adam
93
Campbell, John Y.
88
Koopman, Siem Jan
88
Wohar, Mark E.
88
Asai, Manabu
85
Hafner, Christian M.
83
Narayan, Paresh Kumar
82
Bali, Turan G.
81
Bauwens, Luc
79
Bahmani-Oskooee, Mohsen
77
Corbet, Shaen
77
Allen, David E.
76
Kočenda, Evžen
74
Xuan Vinh Vo
74
Herwartz, Helmut
71
Karanasos, Menelaos
71
Caballero, Ricardo J.
70
more ...
less ...
Institution
All
Institut für Weltwirtschaft
3
Institut für Weltwirtschaft (IfW)
2
University of Canterbury / Dept. of Economics and Finance
2
University of Connecticut / Department of Economics
1
Published in...
All
Energy economics
57
Finance research letters
42
The North American journal of economics and finance : a journal of financial economics studies
35
Applied economics
24
International review of economics & finance : IREF
24
International review of financial analysis
24
Economic modelling
18
Economics and finance working paper series
18
CESifo working papers
17
Research in international business and finance
17
Department of Economics working paper series
16
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
15
Kiel Working Paper
14
Pacific-Basin finance journal
13
Kieler Arbeitspapiere
12
Applied economics letters
11
Emerging markets review
11
Journal of international financial markets, institutions & money
11
Discussion papers / Deutsches Institut für Wirtschaftsforschung
10
Financial innovation : FIN
10
Kiel working paper
10
Journal of forecasting
9
International journal of finance & economics : IJFE
7
Journal of international money and finance
5
The European journal of finance
5
Working papers / University of Connecticut, Department of Economics
5
Economics letters
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
Global finance journal
4
International Journal of Financial Studies : open access journal
4
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
Journal of economic studies
4
Working paper
4
Borsa Istanbul Review
3
Econometric Institute research papers
3
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
European review of agricultural economics : ERAE
3
International journal of forecasting
3
Journal of behavioral and experimental finance
3
Journal of economic behavior & organization : JEBO
3
more ...
less ...
Source
All
ECONIS (ZBW)
655
EconStor
18
RePEc
2
USB Cologne (EcoSocSci)
1
Showing
1
-
10
of
676
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Asymmetric and frequency-domain spillover effects among industrial metals, precious metals, and energy futures markets
Nasreen, Samia
;
Tiwari, Aviral Kumar
;
Goodell, John W.
; …
- In:
International review of economics & finance : IREF
93
(
2024
)
1
,
pp. 1556-1592
Persistent link: https://www.econbiz.de/10014535491
Saved in:
2
Bitcoin market reactions to large price swings of international stock markets
Jia, Boxiang
;
Shen, Dehua
;
Zhang, Wei
- In:
International review of economics & finance : IREF
90
(
2024
),
pp. 72-88
Persistent link: https://www.econbiz.de/10014446888
Saved in:
3
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
4
Comparative analysis of the exchange rates-stock returns nexus in commodity-exporters and -importers before and during the war in Ukraine
Sokhanvar, Amin
;
Çiftçioğlu, Serhan
;
Hammoudeh, Shawkat
- In:
Research in international business and finance
67
(
2024
)
2
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014451560
Saved in:
5
Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7 + 1) : new evidence from cross-quantilogram approach
Tiwari, Aviral Kumar
;
Shahbaz, Muhammad
;
Khalfaoui, Rabeh
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 719-789
Persistent link: https://www.econbiz.de/10014469052
Saved in:
6
Do online message boards convey cryptocurrency-specific information?
Shen, Dehua
;
Tong, Zezheng
;
Goodell, John W.
- In:
International review of financial analysis
91
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014446932
Saved in:
7
Dynamic spillover and connectedness in higher moments of European stock sector markets
Nekhili, Ramzi
;
Mensi, Walid
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
Research in international business and finance
68
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014451818
Saved in:
8
Dynamic spillovers in higher moments and jumps across ETFs and economic and financial uncertainty factors in the context of successive shocks
Alomari, Mohammed
;
Selmi, Refk
;
Mensi, Walid
;
Ko, Hee-Un
; …
- In:
The quarterly review of economics and finance
93
(
2024
),
pp. 210-228
Persistent link: https://www.econbiz.de/10014494645
Saved in:
9
Extreme time-frequency connectedness across U.S. sector stock and commodity futures markets
Bhattacherjee, Purba
;
Mishra, Sibanjan
;
Kang, Sang Hoon
- In:
International review of economics & finance : IREF
93
(
2024
)
2
,
pp. 1176-1197
Persistent link: https://www.econbiz.de/10014535697
Saved in:
10
Forecasting realized US stock market volatility : is there a role for economic policy uncertainty?
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505046
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->