//--> //--> //--> //-->
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
~person:"Francq, Christian"
~person:"Hammoudeh, Shawkat"
~subject:"ARCH model"
~subject:"Germany"
~subject:"Share price"
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:"GARCH model"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Germany
Share price
ARCH-Modell
68
Volatility
30
Volatilität
30
Estimation theory
27
Schätztheorie
27
Theorie
19
Theory
19
Time series analysis
16
Zeitreihenanalyse
16
Risikomaß
13
Risk measure
13
Börsenkurs
12
Estimation
12
Oil price
12
Schätzung
12
Ölpreis
12
Aktienmarkt
9
Maximum likelihood estimation
9
Maximum-Likelihood-Schätzung
9
Portfolio selection
9
Portfolio-Management
9
Stock market
9
Hedging
7
Spillover effect
7
Spillover-Effekt
7
Welt
7
World
7
Capital income
6
Induktive Statistik
6
Kapitaleinkommen
6
Statistical inference
6
Commodity derivative
5
Forecasting model
5
Prognoseverfahren
5
Risikomanagement
5
Risk management
5
Rohstoffderivat
5
VAR model
5
more ...
less ...
Online availability
All
Undetermined
26
Free
5
Type of publication
All
Article
48
Book / Working Paper
20
Type of publication (narrower categories)
All
Article in journal
47
Aufsatz in Zeitschrift
47
Arbeitspapier
15
Graue Literatur
15
Non-commercial literature
15
Working Paper
15
Lehrbuch
2
Textbook
2
Amtsdruckschrift
1
Aufsatz im Buch
1
Book section
1
Government document
1
more ...
less ...
Language
All
English
68
Author
All
Francq, Christian
Hammoudeh, Shawkat
McAleer, Michael
209
Chang, Chia-Lin
82
Gupta, Rangan
76
Ma, Feng
65
Bauwens, Luc
61
Engle, Robert F.
59
Hafner, Christian M.
59
Teräsvirta, Timo
56
Caporale, Guglielmo Maria
54
Caporin, Massimiliano
52
Bouri, Elie
44
Karanasos, Menelaos
44
Conrad, Christian
40
Laurent, Sébastien
40
Herwartz, Helmut
39
Rombouts, Jeroen V. K.
38
Zakoïan, Jean-Michel
37
Paolella, Marc S.
36
Asai, Manabu
34
Zhang, Yaojie
33
Kumar, Dilip
32
McMillan, David G.
32
Serletis, Apostolos
32
Bollerslev, Tim
31
Ardia, David
30
Linton, Oliver
29
Rahbek, Anders
29
Saikkonen, Pentti
28
Allen, David E.
27
Kang, Sang Hoon
27
Mittnik, Stefan
27
Silvennoinen, Annastiina
27
Christoffersen, Peter F.
26
Degiannakis, Stavros
26
Hansen, Peter Reinhard
26
Tiwari, Aviral Kumar
26
Wang, Yudong
26
Hamori, Shigeyuki
25
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
1
Published in...
All
Journal of econometrics
12
Série des documents de travail / Centre de Recherche en Économie et Statistique
11
Energy economics
8
International review of economics & finance : IREF
4
Econometric theory
3
Journal of international financial markets, institutions & money
3
The North American journal of economics and finance : a journal of financial economics studies
3
Annals of economics and statistics
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Research in international business and finance
2
Working paper series
2
Applied economics
1
ERF working papers series
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic modelling
1
Handbook of financial time series
1
International review of financial analysis
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of commodity markets
1
Journal of financial econometrics
1
Journal of the American Statistical Association : JASA
1
ProQuest Ebook Central
1
Working paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
68
Showing
1
-
10
of
68
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Local asymptotic normality of general conditionally heteroskedastic and score-driven time-series models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2022
Persistent link: https://www.econbiz.de/10013162003
Saved in:
2
Inference on multiplicative component GARCH without any small-order moment
Francq, Christian
;
Kandji, Baye Matar
;
Zakoïan, Jean-Michel
-
2022
Persistent link: https://www.econbiz.de/10013206984
Saved in:
3
The safe haven, hedging, and diversification properties of oil, gold, and cryptocurrency for the G7 equity markets : evidence from the pre- and post-COVID-19 periods
Tarchella, Salma
;
Khalfaoui, Rabeh
;
Hammoudeh, Shawkat
- In:
Research in international business and finance
67
(
2024
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451553
Saved in:
4
Volatility estimation when the zero-process is nonstationary
Francq, Christian
;
Sucarrat, Genaro
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 53-66
Persistent link: https://www.econbiz.de/10013540630
Saved in:
5
Quasi score-driven models
Blasques, F.
;
Francq, Christian
;
Laurent, Sébastien
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 251-275
Persistent link: https://www.econbiz.de/10014364807
Saved in:
6
Return-volatility relationships in cryptocurrency markets : evidence from asymmetric quantiles and non-linear ARDL approach
Karim, Muhammad Mahmudul
;
Ali, Md Hakim
;
Yarovaya, Larisa
; …
- In:
International review of financial analysis
90
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014470582
Saved in:
7
Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models
Aknouche, Abdelhakim
;
Francq, Christian
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014471524
Saved in:
8
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:
9
Time-varying dependence dynamics between international commodity prices and Australian industry stock returns : a perspective for portfolio diversification
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Energy economics
108
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013203257
Saved in:
10
Testing the existence of moments for GARCH processes
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 47-64
Persistent link: https://www.econbiz.de/10013441622
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->