//--> //--> //--> //-->
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:"Huang, Zhuo"
~person:"Malik, Farooq"
~subject:"Capital income"
~subject:"Exchange rate"
~subject:"Risk"
~subject:"United States"
~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 model"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Capital income
Exchange rate
Risk
United States
ARCH model
33
ARCH-Modell
33
Volatility
27
Volatilität
27
Estimation
21
Schätzung
21
GARCH
11
Kapitaleinkommen
11
Structural break
10
Structural breaks
10
Strukturbruch
10
Time series analysis
9
Zeitreihenanalyse
9
Aktienmarkt
8
Börsenkurs
8
Share price
8
Stock market
8
USA
8
Oil price
6
Ölpreis
6
Spillover effect
5
Spillover-Effekt
5
Welt
5
World
5
Forecasting model
4
Prognoseverfahren
4
Risiko
4
Risikomaß
4
Risk measure
4
China
3
Financial market
3
Finanzmarkt
3
Oil volatility
3
Option trading
3
Optionsgeschäft
3
Risikoprämie
3
more ...
less ...
Online availability
All
Undetermined
13
Type of publication
All
Article
21
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
21
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
21
Author
All
Huang, Zhuo
Malik, Farooq
Ma, Feng
28
Gupta, Rangan
27
Kumar, Dilip
18
Bouri, Elie
16
McAleer, Michael
15
Chiang, Thomas C.
14
Hamori, Shigeyuki
13
McMillan, David G.
13
Xuan Vinh Vo
13
Zhang, Yaojie
13
Kang, Sang Hoon
12
Tiwari, Aviral Kumar
12
Bahmani-Oskooee, Mohsen
11
Brooks, Robert
11
Liang, Chao
11
Mensi, Walid
11
Wu, Xinyu
11
Floros, Christos
10
Fountas, Stilianos
10
Hammoudeh, Shawkat
10
Han, Young Wook
10
Karanasos, Menelaos
10
Wang, Yudong
10
Wei, Yu
10
Yoon, Seong-min
10
Elyasiani, Elyas
9
Nguyen, Duc Khuong
9
Nonejad, Nima
9
Živkov, Dejan
9
Balcilar, Mehmet
8
Choudhry, Taufiq
8
Degiannakis, Stavros
8
Demirer, Rıza
8
Li, Yan
8
Molnár, Peter
8
Tsui, Albert K.
8
Asai, Manabu
7
Bali, Turan G.
7
more ...
less ...
Published in...
All
Economic modelling
2
International review of economics & finance : IREF
2
Review of quantitative finance and accounting
2
Applied financial economics
1
China economic journal : the official journal of the China Center for Economic Research (CCER) at National School of Development (NSD), Peking University
1
Economics letters
1
Finance research letters
1
International review of financial analysis
1
Journal of applied econometrics
1
Journal of banking & finance
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 financial econometrics
1
Journal of multinational financial management
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of futures markets
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
21
Showing
1
-
10
of
21
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:
2
Measuring systemic risk with high-frequency data : a realized GARCH approach
Chen, Qihao
;
Huang, Zhuo
;
Liang, Fang
- In:
Finance research letters
54
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472723
Saved in:
3
The effects of economic uncertainty on financial volatility : a comprehensive investigation
Tong, Chen
;
Huang, Zhuo
;
Wang, Tianyi
;
Zhang, Cong
- In:
Journal of empirical finance
73
(
2023
),
pp. 369-389
Persistent link: https://www.econbiz.de/10014477040
Saved in:
4
Volatility spillover among sector equity returns under structural breaks
Malik, Farooq
- In:
Review of quantitative finance and accounting
58
(
2022
)
3
,
pp. 1063-1080
Persistent link: https://www.econbiz.de/10013191782
Saved in:
5
Do realized higher moments have information content? : VaR forecasting based on the realized GARCH-RSRK model
Wang, Tianyi
;
Liang, Fang
;
Huang, Zhuo
;
Yan, Hong
- In:
Economic modelling
109
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013348237
Saved in:
6
Volatility spillover between exchange rate and stock returns under volatility shifts
Malik, Farooq
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 605-613
Persistent link: https://www.econbiz.de/10012655581
Saved in:
7
Forecasting risk in the US Dollar exchange rate under volatility shifts
Anjum, Hassan
;
Malik, Farooq
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012664814
Saved in:
8
Does measurement error matter in volatility forecasting? : empirical evidence from the Chinese stock market
Wang, Yajing
;
Liang, Fang
;
Wang, Tianyi
;
Huang, Zhuo
- In:
Economic modelling
87
(
2020
),
pp. 148-157
Persistent link: https://www.econbiz.de/10012416413
Saved in:
9
The spillover of macroeconomic uncertainty between the U.S. and China
Huang, Zhuo
;
Tong, Chen
;
Qiu, Han
;
Shen, Yan
- In:
Economics letters
171
(
2018
),
pp. 123-127
Persistent link: https://www.econbiz.de/10012021901
Saved in:
10
Estimating downside risk in stock returns under structural breaks
Hood, Matthew
;
Malik, Farooq
- In:
International review of economics & finance : IREF
58
(
2018
),
pp. 102-112
Persistent link: https://www.econbiz.de/10012034196
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->