//--> //--> //--> //-->
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
~isPartOf:"Applied economics"
~isPartOf:"Journal of empirical finance"
~subject:"ARCH model"
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
Empirical Analysis of Credit R...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Structural break
143
Strukturbruch
143
Estimation
136
Schätzung
136
Correlation
117
Korrelation
117
Theorie
105
Theory
105
Markov chain
86
Markov-Kette
86
Time series analysis
79
Zeitreihenanalyse
79
Volatility
77
Volatilität
77
Capital income
74
Kapitaleinkommen
74
ARCH-Modell
71
Aktienmarkt
52
Stock market
52
Börsenkurs
45
Share price
45
USA
45
United States
45
Einheitswurzeltest
43
Unit root test
43
Cointegration
41
Kointegration
41
Welt
38
World
38
Portfolio selection
37
Portfolio-Management
37
Forecasting model
34
Prognoseverfahren
34
structural breaks
33
Market liquidity
25
Marktliquidität
24
Business cycle
23
Konjunktur
23
Liquidity
23
more ...
less ...
Online availability
All
Undetermined
42
Free
1
Type of publication
All
Article
71
Type of publication (narrower categories)
All
Article in journal
71
Aufsatz in Zeitschrift
71
Language
All
English
71
Author
All
Conrad, Christian
2
Dark, Jonathan
2
Fałdziński, Marcin
2
Fiszeder, Piotr
2
Hamori, Shigeyuki
2
Karanasos, Menelaos
2
Kim, Jong-Min
2
Maruotti, Antonello
2
Molnár, Peter
2
Pereira, Pedro L. Valls
2
Agosto, Arianna
1
Albulescu, Claudiu Tiberiu
1
Alhothuali, Mohammad S.
1
Ali, Faek Menla
1
Alsulami, Hamed Hamdan
1
Aragó Manzana, Vicent
1
Aubin, Christian
1
Bae, Jinho
1
Bauwens, Luc
1
Becker, Christoph
1
BenSaïda, Ahmed
1
Benavides, Guillermo
1
Bera, Anil K.
1
Berens, Tobias
1
Bernardi, Mauro
1
Blazsek, Szabolcs
1
Boroumand, Raphaël Homayoun
1
Cai, Xiao Jing
1
Campbell, Rachel
1
Capistrán Carmona, Carlos
1
Caporin, Massimiliano
1
Cavaliere, Giuseppe
1
Chan, Felix
1
Chang, Matthew C.
1
Chatzikonstanti, Vasiliki
1
Cheng, Jen-chi
1
Chevallier, Julien
1
Chourdakis, Kyriakos
1
Chu, Guoqing
1
Constantinou, Nick
1
more ...
less ...
Published in...
All
Applied economics
Journal of empirical finance
Energy economics
52
Finance research letters
36
Research in international business and finance
35
International review of economics & finance : IREF
33
Economic modelling
32
International review of financial analysis
26
Journal of international financial markets, institutions & money
23
The North American journal of economics and finance : a journal of financial economics studies
23
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
22
Journal of banking & finance
20
Economics letters
18
International journal of forecasting
18
Applied economics letters
17
Discussion paper / Tinbergen Institute
17
Journal of econometrics
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
15
Journal of financial econometrics : official journal of the Society for Financial Econometrics
13
Journal of forecasting
13
The European journal of finance
13
Computational economics
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Journal of international money and finance
12
Review of quantitative finance and accounting
11
The journal of futures markets
11
CORE discussion papers : DP
10
Journal of risk and financial management : JRFM
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
CREATES research paper
9
International Journal of Energy Economics and Policy : IJEEP
9
International journal of finance & economics : IJFE
9
Journal of financial econometrics
9
CESifo working papers
8
Econometric theory
8
Econometric reviews
7
Econometrics : open access journal
7
Finance a úvěr
7
International Journal of Financial Studies : open access journal
7
International journal of economics and financial issues : IJEFI
7
more ...
less ...
Source
All
ECONIS (ZBW)
71
Showing
1
-
10
of
71
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Volatility forecasting : long memory, regime switching and heteroscedasticity
Ma, Feng
;
Lu, Xinjie
;
Yang, Ke
;
Zhang, Yaojie
- In:
Applied economics
51
(
2019
)
38
,
pp. 4151-4163
Persistent link: https://www.econbiz.de/10012196974
Saved in:
2
Oil price volatility and macroeconomic fundamentals : a regime switching GARCH-MIDAS model
Pan, Zhiyuan
;
Wang, Yudong
;
Wu, Chongfeng
;
Yin, Libo
- In:
Journal of empirical finance
43
(
2017
),
pp. 130-142
Persistent link: https://www.econbiz.de/10011817944
Saved in:
3
The dynamic
correlation
and volatility of real estate price and rental : an application of MSV model
Hui, Eddie Chi Man
;
Zheng, Xian
- In:
Applied economics
44
(
2012
)
22/24
,
pp. 2985-2995
Persistent link: https://www.econbiz.de/10009616382
Saved in:
4
Weathering financial crisis in China : the role of global market integration
Vikkram Singh
;
Roca, Eduardo
- In:
Applied economics
53
(
2021
)
15
,
pp. 1756-1776
Persistent link: https://www.econbiz.de/10012485291
Saved in:
5
Analysis of contagion from the dynamic conditional
correlation
model with Markov Regime switching
Rotta, Pedro Nielsen
;
Pereira, Pedro L. Valls
- In:
Applied economics
48
(
2016
)
25/27
,
pp. 2367-2382
Persistent link: https://www.econbiz.de/10011590996
Saved in:
6
The impact of liquidity on portfolio value-at-risk forecasts
Hung, Jui-Cheng
;
Su, Jung-bin
;
Chang, Matthew C.
;
Wang, …
- In:
Applied economics
52
(
2020
)
3
,
pp. 242-259
Persistent link: https://www.econbiz.de/10012197387
Saved in:
7
Liquidation discount : a novel application of ARFIMA-GARCH
Singh, Ranjodh B.
;
Gould, John
;
Chan, Felix
;
Yang, Wenling
- In:
Journal of empirical finance
36
(
2016
),
pp. 151-161
Persistent link: https://www.econbiz.de/10011662835
Saved in:
8
The cross-market dynamic effects of liquidity on volatility : evidence from Chinese stock index and futures markets
Qiao, Gaoxiu
;
Teng, Yuxin
;
Xu, Yanyan
;
Wang, Lu
- In:
Applied economics
52
(
2020
)
1
,
pp. 85-99
Persistent link: https://www.econbiz.de/10012197378
Saved in:
9
Modeling and forecasting stock return volatility using a random level shift model
Lu, Yang K.
;
Perron, Pierre
- In:
Journal of empirical finance
17
(
2010
)
1
,
pp. 138-156
Persistent link: https://www.econbiz.de/10003943961
Saved in:
10
Testing for weak-form efficiency of crude palm oil spot and future markets : new evidence from a GARCH unit root test with multiple structural breaks
Hooi Hooi Lean
;
Smyth, Russell
- In:
Applied economics
47
(
2015
)
16/18
,
pp. 1710-1721
Persistent link: https://www.econbiz.de/10010511983
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->