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Search: subject:"GARCH"
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ARCH-Modell
10,481
ARCH model
10,381
Volatility
6,868
Volatilität
6,739
Schätzung
3,105
Estimation
3,070
Theorie
2,817
Theory
2,770
Börsenkurs
2,445
GARCH
2,444
Share price
2,416
Kapitaleinkommen
2,402
Capital income
2,398
Aktienmarkt
2,197
Stock market
2,197
Zeitreihenanalyse
1,870
Prognoseverfahren
1,864
Time series analysis
1,852
Forecasting model
1,844
Spillover-Effekt
1,170
Spillover effect
1,165
Schätztheorie
1,097
Estimation theory
1,090
Risikomaß
1,063
Risk measure
1,060
USA
1,039
Exchange rate
1,015
United States
1,005
Wechselkurs
1,005
Welt
1,001
World
993
Correlation
859
Korrelation
858
Oil price
799
Ölpreis
793
Portfolio selection
766
Portfolio-Management
766
Aktienindex
666
Stock index
658
Risk
630
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All
Free
5,857
Undetermined
4,327
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Article
9,395
Book / Working Paper
5,498
Other
30
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Article in journal
7,588
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7,588
Working Paper
2,159
Graue Literatur
1,799
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1,799
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1,781
Aufsatz im Buch
265
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265
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222
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149
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141
research-article
72
Conference paper
43
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43
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36
Sammlung
36
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24
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18
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9
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9
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7
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6
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3
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3
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2
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12,421
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2,259
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86
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66
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29
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19
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10
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9
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8
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4
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3
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3
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2
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2
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1
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Author
All
McAleer, Michael
276
Chang, Chia-Lin
112
Caporale, Guglielmo Maria
106
Gupta, Rangan
102
Teräsvirta, Timo
85
Hafner, Christian M.
80
Conrad, Christian
77
Bauwens, Luc
76
Engle, Robert F.
73
Karanasos, Menelaos
68
Ma, Feng
67
Spagnolo, Nicola
67
Caporin, Massimiliano
65
Mittnik, Stefan
63
Francq, Christian
61
Herwartz, Helmut
60
Paolella, Marc S.
59
Bouri, Elie
58
Ardia, David
52
Guesmi, Khaled
51
Spagnolo, Fabio
50
Serletis, Apostolos
48
Nguyen, Duc Khuong
47
Laurent, Sébastien
45
Zakoïan, Jean-Michel
45
Manera, Matteo
44
Haas, Markus
43
Silvennoinen, Annastiina
41
Rombouts, Jeroen V. K.
40
Asai, Manabu
39
Fountas, Stilianos
39
Allen, David E.
38
Bollerslev, Tim
38
Chevallier, Julien
38
Linton, Oliver
37
Lütkepohl, Helmut
36
McMillan, David G.
36
Hammoudeh, Shawkat
35
Rahbek, Anders
35
Saikkonen, Pentti
35
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Institution
All
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
231
EconWPA
48
HAL
41
School of Economics and Management, University of Aarhus
41
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
34
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
32
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
26
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
25
Erasmus University Rotterdam, Econometric Institute
25
Society for Computational Economics - SCE
23
Tinbergen Instituut
23
Institut für Schweizerisches Bankwesen <Zürich>
22
Center for Financial Studies
21
Econometric Society
21
Institut de Préparation à l'Administration et à la Gestion (IPAG)
21
National Bureau of Economic Research
21
CESifo
19
Henley Business School, University of Reading
17
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
17
Tinbergen Institute
17
Agricultural and Applied Economics Association - AAEA
16
Ekonomiska forskningsinstitutet <Stockholm>
15
European Central Bank
15
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
14
DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
13
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
13
Université Paris-Dauphine (Paris IX)
13
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
12
Department of Economics, National University of Ireland
11
EconomiX, Université Paris Ouest-Nanterre la Défense (Paris X)
11
Tilburg University, Center for Economic Research
11
Wirtschafts- und Sozialwissenschaftliche Fakultät, Friedrich-Alexander-Universität Erlangen-Nürnberg
11
Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE)
10
Centre for Analytical Finance <Århus>
10
Department of Economics and Finance, College of Business and Economics
10
Department of Economics and Related Studies, University of York
10
Finance Discipline Group, Business School
10
Institute of Economic Research, Kyoto University
10
Institut für Weltwirtschaft (IfW)
9
Institutionen för Nationalekonomi, Umeå Universitet
9
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Published in...
All
Energy economics
290
Finance research letters
254
MPRA Paper
231
Applied economics
186
Economic modelling
178
International review of financial analysis
162
Journal of econometrics
149
Research in international business and finance
143
Journal of empirical finance
136
International review of economics & finance : IREF
135
The North American journal of economics and finance : a journal of financial economics studies
135
Economics letters
119
Journal of banking & finance
114
Journal of international financial markets, institutions & money
112
Applied financial economics
104
Discussion paper / Tinbergen Institute
102
International journal of forecasting
97
Journal of risk and financial management : JRFM
96
Applied economics letters
89
Journal of forecasting
88
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
79
The European journal of finance
79
The journal of futures markets
78
International Journal of Energy Economics and Policy : IJEEP
74
Econometric theory
73
Working paper
72
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
70
Econometric Institute research papers
69
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
68
Journal of financial econometrics : official journal of the Society for Financial Econometrics
67
International journal of finance & economics : IJFE
62
Working Paper
60
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
59
International journal of economics and financial issues : IJEFI
54
Journal of Risk and Financial Management
53
Computational economics
52
Econometric reviews
52
International journal of economics and finance
51
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
50
Journal of international money and finance
49
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Source
All
ECONIS (ZBW)
11,238
RePEc
2,826
EconStor
608
BASE
97
Other ZBW resources
76
USB Cologne (business full texts)
55
USB Cologne (EcoSocSci)
23
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Showing
1,861
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date (newest first)
date (oldest first)
1861
A new copula for modeling portfolios with skewed, leptokurtic and high-order dependent risk factors
Quatto, Piero
;
Vacca, Gianmarco
;
Zoia, Maria Grazia
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013187663
Saved in:
1862
Dynamic optimal portfolio choice under time-varying risk aversion
Díaz Pérez, Antonio
;
Esparcia, Carlos
- In:
International economics : a journal published by CEPII …
166
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013193280
Saved in:
1863
Unemployment fluctuations and currency returns in the United Kingdom : Evidence from over one and a half century of data
Bathia, Deven
;
Demirer, Rıza
;
Gupta, Rangan
;
Kotzé, Kevin
- In:
Journal of multinational financial management
61
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012887858
Saved in:
1864
Navigating the oil bubble : a non-linear heterogeneous-agent dynamic model of futures oil pricing
Cifarelli, Giulio
;
Paesani, Paolo
- In:
The energy journal
42
(
2021
)
5
,
pp. 101-122
Persistent link: https://www.econbiz.de/10013170656
Saved in:
1865
Forecasting volatility of selected banks of Dhaka Stock Exchange (DSE), Bangladesh with
GARCH
(p, q) type models
Hossain, M. S.
;
Md. Azizul Baten
;
Mukta, F. B
- In:
Journal of economic cooperation & development
42
(
2021
)
1
,
pp. 117-141
Persistent link: https://www.econbiz.de/10013170936
Saved in:
1866
GARCH
option pricing and implied FX volatility indices
Venter, Pierre J.
;
Maré, E.
- In:
Journal for studies in economics and econometrics : SEE
45
(
2021
)
1
,
pp. 42-52
Persistent link: https://www.econbiz.de/10013173960
Saved in:
1867
Disentangling the sources of inflation synchronization : evidence from a large panel dataset
Szafranek, Karol
- In:
International review of economics & finance : IREF
76
(
2021
),
pp. 229-245
Persistent link: https://www.econbiz.de/10013175802
Saved in:
1868
Volatility Forecasting, Market Efficiency and Effect of Recession of SRI Indices
Roy, Subrata
- In:
Theoretical and applied economics : GAER review
28
(
2021
)
2/627
,
pp. 259-284
Persistent link: https://www.econbiz.de/10012693493
Saved in:
1869
Total factor productivity growth and oil price volatility
Balashova, Svetlana P.
- In:
International journal of trade and global markets
14
(
2021
)
6
,
pp. 548-558
Persistent link: https://www.econbiz.de/10012693584
Saved in:
1870
Evidence on time-varying inflation synchronization
Szafranek, Karol
- In:
Economic modelling
94
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012694692
Saved in:
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