//--> //--> //--> //-->
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
~subject:"Stochastic process"
~subject:"Time series analysis"
~type_genre:"Article in journal"
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:"ARCH-Modell"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Stochastic process
Time series analysis
ARCH model
6,833
ARCH-Modell
6,833
Volatility
4,501
Volatilität
4,501
Estimation
2,080
Schätzung
2,079
Capital income
1,735
Kapitaleinkommen
1,735
Börsenkurs
1,689
Share price
1,689
Stock market
1,624
Aktienmarkt
1,623
Theorie
1,461
Theory
1,461
Forecasting model
1,242
Prognoseverfahren
1,242
Zeitreihenanalyse
1,057
Spillover effect
845
Spillover-Effekt
845
GARCH
817
Risikomaß
744
Risk measure
744
Welt
672
World
672
Exchange rate
666
Wechselkurs
666
USA
636
United States
635
Oil price
596
Ölpreis
596
Correlation
579
Estimation theory
579
Schätztheorie
579
Korrelation
578
Portfolio selection
507
Portfolio-Management
507
Aktienindex
456
Stock index
456
Risk
418
more ...
less ...
Online availability
All
Undetermined
643
Free
175
Type of publication
All
Article
1,249
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
1,250
Arbeitspapier
447
Working Paper
447
Graue Literatur
440
Non-commercial literature
440
Aufsatz im Buch
45
Book section
45
Hochschulschrift
42
Thesis
31
Collection of articles of several authors
12
Sammelwerk
12
Collection of articles written by one author
8
Sammlung
8
Aufsatzsammlung
7
Lehrbuch
7
Bibliografie enthalten
6
Bibliography included
6
Textbook
6
Conference paper
3
Konferenzbeitrag
3
Forschungsbericht
2
Konferenzschrift
2
Mehrbändiges Werk
2
Multi-volume publication
2
Systematic review
2
Übersichtsarbeit
2
Amtsdruckschrift
1
Biografie
1
Biography
1
Conference proceedings
1
Festschrift
1
Government document
1
Handbook
1
Handbuch
1
more ...
less ...
Language
All
English
1,249
German
1
Author
All
McAleer, Michael
21
Teräsvirta, Timo
13
Hafner, Christian M.
10
Asai, Manabu
9
Kumar, Dilip
9
Ruiz, Esther
9
Blazsek, Szabolcs
8
Caporin, Massimiliano
8
Gupta, Rangan
8
Chang, Chia-Lin
7
Ma, Feng
7
Maheswaran, S.
7
Rodriguez, Gabriel
7
Degiannakis, Stavros
6
Floros, Christos
6
Francq, Christian
6
Herwartz, Helmut
6
Huang, Zhuo
6
Kim, Jong-Min
6
Li, Wai Keung
6
Nguyen, Duc Khuong
6
Allen, David E.
5
Aloui, Chaker
5
Balcilar, Mehmet
5
Hallin, Marc
5
Hammoudeh, Shawkat
5
Han, Young Wook
5
Jawadi, Fredj
5
Klein, Tony
5
Koopman, Siem Jan
5
Ling, Shiqing
5
Lucas, André
5
Shi, Yanlin
5
Shin, Dong-wan
5
Silvennoinen, Annastiina
5
So, Mike Ka-pui
5
Storti, Giuseppe
5
Sucarrat, Genaro
5
Walther, Thomas
5
Wu, Xinyu
5
more ...
less ...
Published in...
All
Journal of econometrics
58
Journal of empirical finance
43
Energy economics
39
Economic modelling
34
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
34
International journal of forecasting
32
Applied economics
31
Finance research letters
31
Economics letters
29
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
28
The North American journal of economics and finance : a journal of financial economics studies
25
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
Econometric reviews
22
Journal of risk and financial management : JRFM
22
International review of financial analysis
21
Journal of forecasting
19
Research in international business and finance
18
Journal of banking & finance
16
Computational economics
15
Econometrics : open access journal
15
International review of economics & finance : IREF
15
Quantitative finance
14
The econometrics journal
14
International Journal of Energy Economics and Policy : IJEEP
13
Journal of financial econometrics
13
Journal of time series econometrics
13
Applied financial economics
12
Econometric theory
12
International journal of economics and financial issues : IJEFI
12
Journal of international financial markets, institutions & money
12
Journal of risk
12
International journal of economics and finance
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
Risks : open access journal
10
The European journal of finance
10
Annals of financial economics
9
Applied economics letters
9
International journal of finance & economics : IJFE
9
Journal of economic dynamics & control
9
CBN journal of applied statistics
7
more ...
less ...
Source
All
ECONIS (ZBW)
1,250
Showing
61
-
70
of
1,250
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
61
Can asymmetry, long memory, and current return information improve crude oil volatility prediction? : evidence from ASHARV-MIDAS model
Chen, Zhenlong
;
Liu, Junjie
;
Hao, Xiaozhen
- In:
Finance research letters
64
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014531739
Saved in:
62
Identification and estimation of panel semiparametric conditional heteroskedastic frontiers with dynamic inefficiency
Cai, Jun
;
Horrace, William C.
;
Lee, Yoonseok
- In:
Econometric reviews
43
(
2024
)
5
,
pp. 238-268
Persistent link: https://www.econbiz.de/10014551521
Saved in:
63
Implied roughness in the term structure of oil market volatility
Alfeus, Mesias
;
Nikitopoulos, Christina Sklibosios
; …
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 347-363
Persistent link: https://www.econbiz.de/10014552013
Saved in:
64
Estimating correlations among elliptically distributed random variables under any form of heteroskedasticity
Pelagatti, Matteo
;
Sbrana, Giacomo
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 451-464
Persistent link: https://www.econbiz.de/10014552077
Saved in:
65
Equity markets volatility clustering : a multiscale analysis of intraday and overnight returns
Zhao, Xiaojun
;
Zhang, Na
;
Zhang, Yali
;
Xu, Chao
;
Shang, …
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014578531
Saved in:
66
Option valuation via nonaffine dynamics with realized volatility
Zhang, Yuanyuan
;
Zhang, Qian
;
Wang, Zerong
;
Wang, Qi
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014578567
Saved in:
67
Modelling long memory dependence structure using FIGARCH-copula approach : evidence from major Asian stock markets
Gupta, Pankaj Kumar
;
Mittal, Prabhat
- In:
Global business & economics review
30
(
2024
)
1
,
pp. 56-71
Persistent link: https://www.econbiz.de/10014490993
Saved in:
68
Stock market efficiency in Asia : evidence from the Narayan-Liu-Westerlund's GARCH-based unit root test
Yaya, OlaOluwa S.
;
Adekoya, Oluwasegun B.
;
Xuan Vinh Vo
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 91-101
Persistent link: https://www.econbiz.de/10014468989
Saved in:
69
A systematic review on price volatility in agriculture
Mustafa, Zeeshan
;
Vitali, Giuliano
;
Huffaker, Ray
; …
- In:
Journal of economic surveys
38
(
2024
)
1
,
pp. 268-294
Persistent link: https://www.econbiz.de/10014474361
Saved in:
70
The impact of joint events on oil price volatility : evidence from a dynamic graphical news analysis model
Zhao, Lu-Tao
;
Wang, Dai-Song
;
Ren, Zhong-Yuan
- In:
Economic modelling
130
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014451154
Saved in:
First
Prev
3
4
5
6
7
8
9
10
11
12
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->