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Search: subject:"GARCH"
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Subject
All
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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Online availability
All
Free
5,857
Undetermined
4,327
Type of publication
All
Article
9,395
Book / Working Paper
5,498
Other
30
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All
Article in journal
7,588
Aufsatz in Zeitschrift
7,588
Working Paper
2,159
Graue Literatur
1,799
Non-commercial literature
1,799
Arbeitspapier
1,781
Aufsatz im Buch
265
Book section
265
Article
222
Hochschulschrift
149
Thesis
141
research-article
72
Conference paper
43
Konferenzbeitrag
43
Collection of articles written by one author
36
Sammlung
36
Collection of articles of several authors
24
Sammelwerk
24
Dissertation u.a. Prüfungsschriften
18
Aufsatzsammlung
15
Bibliografie enthalten
13
Bibliography included
13
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11
Übersichtsarbeit
11
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10
Case study
9
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9
Textbook
9
Konferenzschrift
7
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6
Conference Paper
3
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3
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3
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2
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2
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2
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2
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2
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English
12,421
Undetermined
2,259
German
86
Spanish
66
French
29
Portuguese
19
Czech
10
Polish
9
Italian
8
Lithuanian
4
Romanian
3
Turkish
3
Russian
2
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2
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1
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1
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1
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1
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1
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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
51
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60
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date (oldest first)
51
Anatomy of price volatility transmission in Indian vegetables market
Padhi, Puja
;
Shekhar, Himani
;
Handa, Akanksha
-
2023
Persistent link: https://www.econbiz.de/10014325713
Saved in:
52
The impact of investor sentiment on Bitcoin returns and conditional volatilities during the era of COVID-19
Güler, Derya
- In:
The journal of behavioral finance : a publication of …
24
(
2023
)
3
,
pp. 276-289
Persistent link: https://www.econbiz.de/10014330972
Saved in:
53
Covariance dependent kernels, a Q-affine
GARCH
for multi-asset option pricing
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
-
2023
Persistent link: https://www.econbiz.de/10014281687
Saved in:
54
The effect of COVID-19 on cryptocurrencies and the stock market volatility : a two-stage DCC-EGARCH model analysis
Ampountolas, Apostolos
- In:
Journal of risk and financial management : JRFM
16
(
2023
)
1
,
pp. 1-17
exponential
GARCH
(EGARCH) model with an integrated dynamic conditional correlation (DCC) approach to measure the impact on the …
Persistent link: https://www.econbiz.de/10014295230
Saved in:
55
On the growth rate of superadditive processes and the stability of functional
GARCH
models
Kandji, Baye Matar
-
2023
Persistent link: https://www.econbiz.de/10014321021
Saved in:
56
Climate risks and stock market volatility over a century in an emerging market economy : the case of South Africa
Wu, Kejin
;
Karmakar, Sayar
;
Gupta, Rangan
;
Pierdzioch, …
-
2023
Persistent link: https://www.econbiz.de/10014336437
Saved in:
57
The Spill-over effects of cryptocurrencies on equity and bonds market
Hlongwane, Tshembhani M.
- In:
Journal of Economics and Financial Analysis
7
(
2023
)
1
,
pp. 43-59
Persistent link: https://www.econbiz.de/10014486878
Saved in:
58
The impact of ESG news on the volatility of the Portuguese stock market : does it change during recessions?
Zanatto, Cássio
;
Catalão-Lopes, Margarida
;
Pina, …
- In:
Business strategy and the environment
32
(
2023
)
8
,
pp. 5821-5832
Persistent link: https://www.econbiz.de/10014466821
Saved in:
59
Forecasting volatility by using wavelet transform, ARIMA and
GARCH
models
Rubio, Lihki
;
Palacio Pinedo, Adriana
;
Mejía Castaño, …
- In:
Eurasian economic review : a journal in applied …
13
(
2023
)
3/4
,
pp. 803-830
Persistent link: https://www.econbiz.de/10014452054
Saved in:
60
The effects of oil price volatility on South African stock market returns
Musampa, Kongolo
;
Eita, Joel Hinaunye
;
Meniago, Christelle
- In:
Economies : open access journal
12
(
2024
)
1
,
pp. 1-20
, based on the daily South African stock market index, using the
GARCH
Copula modelling technique. The results of the analysis …
Persistent link: https://www.econbiz.de/10014480171
Saved in:
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