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~subject:"Generalized Autoregressive Conditional Heteroskedasticity"
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Generalized Autoregressive Conditional Heteroskedasticity
ARCH model
75
ARCH-Modell
75
GARCH-Prozess
57
Estimation
48
Schätzung
48
Volatilität
48
Theorie
42
Volatility
42
Theory
41
Zeitreihenanalyse
33
Time series analysis
31
Börsenkurs
30
Schätztheorie
29
Share price
29
Estimation theory
28
Deutschland
24
Germany
24
Capital income
23
Kapitaleinkommen
23
Aktienmarkt
19
Stock market
18
Wechselkurs
16
Exchange rate
15
Aktienrendite
12
USA
12
United States
12
Welt
12
Aktienindex
11
Stock index
11
World
11
Financial market
10
Finanzmarkt
10
Risikomanagement
10
Statistical distribution
10
Statistische Verteilung
10
generalized autoregressive conditional heteroskedasticity
9
Forecasting model
8
Optionspreistheorie
8
Prognoseverfahren
8
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Free
13
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2
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8
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7
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Article in journal
6
Aufsatz in Zeitschrift
6
Working Paper
2
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Language
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English
12
Undetermined
3
Author
All
Doornik, Jurgen A.
4
Ooms, Marius
4
Meitz, Mika
3
Saikkonen, Pentti
3
Abaoub, Ezzeddine
2
Belhaj, Fethi
2
Algaeed, Abdulaziz Hamad
1
Aravind M
1
Ataev, Jasur
1
Bass, Alexander
1
Chuponov, Sanat
1
Datta, Shoumen
1
Handika, Rangga
1
Hudayberganov, Dilshod
1
Kuziboev, Bekhzod
1
Pícha, Kamil
1
Shields, Andrew
1
Tichá, Lucie
1
Triandaru, Sigit
1
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Institution
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Department of Economics, Oxford University
2
Tinbergen Institute
1
Tinbergen Instituut
1
İktisat Bölümü, İktisadi ve İdari Bilimler Fakültesi
1
Published in...
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International Journal of Energy Economics and Policy : IJEEP
4
Economics Series Working Papers / Department of Economics, Oxford University
2
Tinbergen Institute Discussion Papers
2
Discussion paper / Tinbergen Institute
1
International Journal of Economics and Financial Issues
1
International journal of economics and financial issues : IJEFI
1
Koç University-TUSIAD Economic Research Forum Working Papers
1
Tinbergen Institute Discussion Paper
1
Vision : the journal of business perspective
1
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ECONIS (ZBW)
7
RePEc
6
BASE
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EconStor
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1
The volatility spillover of global oil price uncertainty
Pícha, Kamil
;
Tichá, Lucie
;
Chuponov, Sanat
;
Ataev, Jasur
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
3
,
pp. 619-624
Persistent link: https://www.econbiz.de/10014533486
Saved in:
2
The effects of asymmetric oil price shocks on the Saudi consumption : an empirical investigation
Algaeed, Abdulaziz Hamad
- In:
International Journal of Energy Economics and Policy : IJEEP
7
(
2017
)
1
,
pp. 99-107
Persistent link: https://www.econbiz.de/10011748983
Saved in:
3
Does oil prices uncertainty affect stock returns in Russia : a bivariate
generalized
autoregressive
conditional
heteroskedasticity
-in-mean approach
Bass, Alexander
- In:
International Journal of Energy Economics and Policy : IJEEP
7
(
2017
)
4
,
pp. 224-230
Persistent link: https://www.econbiz.de/10011749964
Saved in:
4
Is the best
Generalized
Autoregressive
Conditional
Heteroskedasticity
(p,q) value-at-risk estimate also the best in reality? : an evidence from Australian interconnected power marke...
Handika, Rangga
;
Triandaru, Sigit
- In:
International Journal of Energy Economics and Policy : IJEEP
6
(
2016
)
4
,
pp. 814-821
Persistent link: https://www.econbiz.de/10011550637
Saved in:
5
A
Generalized
Autoregressive
Conditional
Heteroskedasticity
Examination of the Relationship between Trading Volume and Conditional Volatility in the Tunisian Stock Market: Evidence...
Belhaj, Fethi
;
Abaoub, Ezzeddine
- In:
International Journal of Economics and Financial Issues
5
(
2015
)
2
,
pp. 354-364
generalized
autoregressive
conditional
heteroskedasticity
(GARCH (1,1)) model. Secondly, according to the theoretical predictions …
Persistent link: https://www.econbiz.de/10011268784
Saved in:
6
A
generalized
autoregressive
conditional
heteroskedasticity
examination of the relationship between trading volume and conditional volatility in the Tunisian stock market : evidenc...
Belhaj, Fethi
;
Abaoub, Ezzeddine
- In:
International journal of economics and financial issues …
5
(
2015
)
2
,
pp. 354-364
Persistent link: https://www.econbiz.de/10011453520
Saved in:
7
FX volatility impact on Indian stock market : an empirical investigation
Aravind M
- In:
Vision : the journal of business perspective
21
(
2017
)
3
,
pp. 284-294
Persistent link: https://www.econbiz.de/10011833400
Saved in:
8
Parameter estimation in nonlinear AR–GARCH models
Meitz, Mika
;
Saikkonen, Pentti
-
İktisat Bölümü, İktisadi ve İdari Bilimler Fakültesi
-
2010
general nonlinear first order
generalized
autoregressive
conditional
heteroskedasticity
(GARCH(1,1)) model. We do not require …
Persistent link: https://www.econbiz.de/10008543443
Saved in:
9
Can We Apply Principles From Social Networking To Healthcare Informatics For Intelligent Data Analytics?
Shields, Andrew
;
Datta, Shoumen
-
2008
Extracting the principles associated with complexity theory and swarm intelligence has offered practical solutions for routing and scheduling. Reality mining and its link with social networking relationships may yield pragmatic ideas applicable to many fields including business services and...
Persistent link: https://www.econbiz.de/10009433074
Saved in:
10
Stability of nonlinear AR-GARCH models
Meitz, Mika
;
Saikkonen, Pentti
-
Department of Economics, Oxford University
-
2007
generalized
autoregressive
conditional
heteroskedasticity
(GARCH(1,1)) model. Conditions under which the model is stable in the …
Persistent link: https://www.econbiz.de/10004977882
Saved in:
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