//--> //--> //--> //-->
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"
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
Estimating GARCH volatility in...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
380
Volatilität
380
Time series analysis
321
Zeitreihenanalyse
321
Estimation
221
Schätzung
221
Theorie
166
Theory
166
ARCH model
164
ARCH-Modell
164
Börsenkurs
117
Share price
117
Forecasting model
101
Prognoseverfahren
101
Aktienmarkt
93
Stock market
93
Capital income
90
Kapitaleinkommen
90
USA
78
United States
78
Welt
77
World
77
Exchange rate
71
Wechselkurs
71
Cointegration
44
Kointegration
44
Risiko
43
Risk
43
Spillover effect
43
Spillover-Effekt
43
Structural break
43
Strukturbruch
43
Estimation theory
40
Schätztheorie
40
Oil price
39
VAR model
39
VAR-Modell
39
Ölpreis
39
Inflation
37
Business cycle
36
more ...
less ...
Online availability
All
Undetermined
362
Free
12
Type of publication
All
Article
717
Type of publication (narrower categories)
All
Article in journal
716
Aufsatz in Zeitschrift
716
Case study
1
Fallstudie
1
Language
All
English
717
Author
All
Gil-Alaña, Luis A.
17
Gupta, Rangan
15
Moosa, Imad A.
15
Bahmani-Oskooee, Mohsen
7
Blazsek, Szabolcs
7
Ma, Feng
7
Tiwari, Aviral Kumar
7
Jawadi, Fredj
6
Kim, Jong-Min
6
Zhang, Yaojie
6
Balcilar, Mehmet
5
Bhaskara Rao, Buddhavarapu
5
Lee, Chien-chiang
5
Peel, David
5
Umar, Zaghum
5
Yoon, Seong-min
5
Zhu, Huiming
5
Allen, David E.
4
Burns, Kelly
4
Chang, Tsangyao
4
Goutte, Stéphane
4
Gschwandtner, Adelina
4
Gubareva, Mariya
4
Leybourne, Stephen James
4
McAleer, Michael
4
Newbold, Paul
4
Nguyen, Duc Khuong
4
Omay, Tolga
4
Roca, Eduardo
4
Singh, Abhay Kumar
4
Sosvilla-Rivero, Simón
4
Speight, Alan E. H.
4
Balli, Hatice Ozer
3
Cheffou, Abdoulkarim Idi
3
Ftiti, Zied
3
García, Philip
3
Guesmi, Khaled
3
Hammoudeh, Shawkat
3
Hernandez, Jose Arreola
3
Jawadi, Nabila
3
more ...
less ...
Published in...
All
Applied economics
Journal of econometrics
958
Energy economics
817
Economics letters
701
Finance research letters
698
International journal of forecasting
683
NBER working paper series
643
Working paper / National Bureau of Economic Research, Inc.
603
Economic modelling
589
NBER Working Paper
576
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
532
Applied economics letters
492
International review of financial analysis
491
Discussion paper / Tinbergen Institute
476
Journal of banking & finance
476
Journal of forecasting
452
International review of economics & finance : IREF
451
Working paper
448
The journal of futures markets
428
Econometric theory
396
The North American journal of economics and finance : a journal of financial economics studies
386
Applied financial economics
369
Journal of empirical finance
357
Discussion paper / Centre for Economic Policy Research
349
Research in international business and finance
336
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
332
Journal of international money and finance
309
CESifo working papers
302
Journal of international financial markets, institutions & money
301
Econometric reviews
296
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
290
International journal of theoretical and applied finance
280
Journal of risk and financial management : JRFM
262
Journal of economic dynamics & control
260
CREATES research paper
253
International Journal of Energy Economics and Policy : IJEEP
247
Computational economics
245
Journal of applied econometrics
230
Working paper / Department of Econometrics and Business Statistics, Monash University
228
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
225
more ...
less ...
Source
All
ECONIS (ZBW)
717
Showing
1
-
10
of
717
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A note on the estimated GARCH coefficients from the S&P1500 universe
Bampinas, Georgios
;
Ladopoulos, Konstantinos
; …
- In:
Applied economics
50
(
2018
)
34/35
,
pp. 3647-3653
Persistent link: https://www.econbiz.de/10012059386
Saved in:
2
Modelling exchange rate
volatility
with random level shifts
Li, Ye
;
Perron, Pierre
;
Xu, Jiawen
- In:
Applied economics
49
(
2017
)
26
,
pp. 2579-2589
Persistent link: https://www.econbiz.de/10011819611
Saved in:
3
Linear time-varying regression with copula-DCC-asymmetric-GARCH models for
volatility
: the co-movement between industrial electricity demand and financial factors
Kim, Yunsun
;
Hwang, Sun Young
;
Kim, Jong-Min
;
Kim, Sahm
- In:
Applied economics
55
(
2023
)
3
,
pp. 255-272
Persistent link: https://www.econbiz.de/10013494421
Saved in:
4
Linear time-varying regression with a DCC-GARCH model for
volatility
Kim, Jong-Min
;
Jung, Hojin
;
Qin, Li
- In:
Applied economics
48
(
2016
)
16/18
,
pp. 1573-1582
Persistent link: https://www.econbiz.de/10011456689
Saved in:
5
Monetary shocks, equity returns and
volatility
: a firm-level panel data analysis
Luo, H. Arthur
;
Cheng, Jen-chi
;
Vijverberg, Chu-ping C.
- In:
Applied economics
48
(
2016
)
4/6
,
pp. 261-275
Persistent link: https://www.econbiz.de/10011412709
Saved in:
6
Measuring asymmetry and persistence in conditional
volatility
in real output : evidence from three East Asian tigers using a multivariate GARCH approach
Vu Thanh Hai
;
Tsui, Albert K.
;
Zhang, Zhaoyong
- In:
Applied economics
45
(
2013
)
19/21
,
pp. 2909-2914
Persistent link: https://www.econbiz.de/10010192361
Saved in:
7
Functional ARCH directional dependence via copula for intraday
volatility
from high-frequency financial time series
Kim, Jong-Min
;
Hwang, Sun Young
- In:
Applied economics
53
(
2021
)
4
,
pp. 506-520
Persistent link: https://www.econbiz.de/10012416072
Saved in:
8
The risks of cryptocurrencies with long memory in
volatility
, non-normality and behavioural insights
Siu, Tak Kuen
- In:
Applied economics
53
(
2021
)
17
,
pp. 1991-2014
Persistent link: https://www.econbiz.de/10012500918
Saved in:
9
The role of high-frequency data in
volatility
forecasting : evidence from the China stock market
Liu, Min
;
Lee, Chien-chiang
;
Choo, Wei Chong
- In:
Applied economics
53
(
2021
)
22
,
pp. 2500-2526
Persistent link: https://www.econbiz.de/10012501284
Saved in:
10
Breaks and outliers when modelling the
volatility
of the U.S. stock market
Chatzikonstanti, Vasiliki
- In:
Applied economics
49
(
2017
)
46
,
pp. 4704-4717
Persistent link: https://www.econbiz.de/10011844777
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->