//--> //--> //--> //-->
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 financial economics"
~subject:"ARCH-Modell"
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
Institutions and return predic...
Similar by subject
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Estimation
444
Schätzung
444
Capital income
355
Kapitaleinkommen
355
Börsenkurs
324
Share price
324
Aktienmarkt
298
Stock market
298
USA
242
United States
242
Volatility
191
Volatilität
191
Theorie
162
Theory
162
Großbritannien
111
United Kingdom
111
Forecasting model
110
Prognoseverfahren
110
Aktienindex
71
Stock index
71
ARCH model
65
Exchange rate
57
Portfolio selection
57
Portfolio-Management
57
Wechselkurs
57
CAPM
53
Time series analysis
53
Welt
53
World
53
Zeitreihenanalyse
53
Deutschland
51
Germany
51
Australia
48
Australien
48
Japan
48
Efficient market hypothesis
45
Effizienzmarkthypothese
45
Risikoprämie
41
Risk premium
41
more ...
less ...
Type of publication
All
Article
65
Type of publication (narrower categories)
All
Article in journal
65
Aufsatz in Zeitschrift
65
Language
All
English
65
Author
All
Degiannakis, Stavros
2
Lee, Hsiang-tai
2
Adrangi, Bahram
1
Ahn, Eun S.
1
Ajmi, Ahdi Noomen
1
Akdemir, A.
1
Akgül, Işıl
1
Alberg, Dima
1
Alper, C. Emre
1
Anatolyev, Stanislav
1
Andrikopulos, Andreas A.
1
Antonakakis, Nikolaos
1
Ané, Thierry
1
Bhattacharya, Kaushik
1
Bologna, Pierluigi
1
Brooks, Robert
1
Brännäs, Kurt
1
Carroll, Rachael
1
Castagnetti, Carolina
1
Cavallo, Laura
1
Chatrath, Arjun
1
Chebbi, A.
1
Chelley-Steeley, Patricia L.
1
Chong, James
1
Choudhry, Taufiq
1
Chuang, I.-yuan
1
Clements, Adam
1
Collet, Jérôme
1
Corredor, Pilar
1
Darby, Julia
1
Davis, Nicole
1
Diamandis, Panayotis F.
1
Dijk, Dick van
1
Ding, Jie
1
Drakos, Anastassios A.
1
Duqi, Andi
1
Elyasiani, Elyas
1
Faff, Robert W.
1
Franci, Leonardo
1
Franses, Philip Hans
1
more ...
less ...
Published in...
All
Applied financial economics
Energy economics
172
Finance research letters
147
Applied economics
119
International review of financial analysis
110
International review of economics & finance : IREF
109
Economic modelling
106
The North American journal of economics and finance : a journal of financial economics studies
100
Journal of empirical finance
95
Research in international business and finance
93
International journal of forecasting
86
Journal of international financial markets, institutions & money
81
Journal of forecasting
76
Journal of risk and financial management : JRFM
65
Applied economics letters
61
Journal of banking & finance
61
Journal of econometrics
59
The European journal of finance
49
Economics letters
47
Discussion paper / Tinbergen Institute
46
Working paper
46
International Journal of Energy Economics and Policy : IJEEP
42
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
42
International journal of finance & economics : IJFE
40
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
40
International journal of economics and financial issues : IJEFI
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
37
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
36
International journal of economics and finance
36
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
36
The journal of futures markets
35
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
34
Review of quantitative finance and accounting
33
Pacific-Basin finance journal
32
Econometric Institute research papers
30
Journal of financial econometrics
29
Department of Economics working paper series
26
Journal of international money and finance
26
Journal of risk
26
Quantitative finance
26
more ...
less ...
Source
All
ECONIS (ZBW)
65
Showing
1
-
10
of
65
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Volatility forecasting : evidence from a fractional integrated asymmetric power ARCH skewed-t model
Degiannakis, Stavros
- In:
Applied financial economics
14
(
2004
)
18
,
pp. 1333-1342
Persistent link: https://www.econbiz.de/10002438260
Saved in:
2
The mean volatility asymmetry in Asian stock markets
Liau, Yung-Shi
;
Yang, Jack J. W.
- In:
Applied financial economics
18
(
2008
)
4/6
,
pp. 411-419
Persistent link: https://www.econbiz.de/10003739136
Saved in:
3
Forecasting stock return volatility at the quarterly frequency : an evaluation of time series approaches
Reeves, Jonathan J.
;
Xie, Xuan
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 347-356
Persistent link: https://www.econbiz.de/10010399705
Saved in:
4
Volatility forecasting performance of two-scale realized volatility
Garg, S.
;
Vipul
- In:
Applied financial economics
24
(
2014
)
16/18
,
pp. 1111-1121
Persistent link: https://www.econbiz.de/10010418949
Saved in:
5
Inflation and output as predictors of stock returns and volatility : international evidence
Davis, Nicole
;
Kutan, Ali Mustafa
- In:
Applied financial economics
13
(
2003
)
9
,
pp. 693-700
Persistent link: https://www.econbiz.de/10001776863
Saved in:
6
An alternative conditional asymmetry specification for stock returns
Brännäs, Kurt
;
Nordman, Niklas
- In:
Applied financial economics
13
(
2003
)
7
,
pp. 537-541
Persistent link: https://www.econbiz.de/10001770785
Saved in:
7
Dependence structure among international stock markets : a GARCH–copula analysis
Yang, Lu
;
Hamori, Shigeyuki
- In:
Applied financial economics
23
(
2013
)
22/24
,
pp. 1805-1817
Persistent link: https://www.econbiz.de/10010337261
Saved in:
8
Dynamic dependencies between the Tunisian stock market and other international stock markets : GARCH-EVT-Copula approach
Chebbi, A.
;
Hedhli, A.
- In:
Applied financial economics
24
(
2014
)
16/18
,
pp. 1215-1228
Persistent link: https://www.econbiz.de/10010418906
Saved in:
9
On the long memory properties of emerging capital markets : evidence from Istanbul stock exchange
Kiliç, Rehim
- In:
Applied financial economics
14
(
2004
)
13
,
pp. 915-922
Persistent link: https://www.econbiz.de/10002195474
Saved in:
10
Analysing long memory and volatility of returns in the Athens stock exchange
Vougas, Dimitrios V.
- In:
Applied financial economics
14
(
2004
)
6
,
pp. 457-460
Persistent link: https://www.econbiz.de/10001971236
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->