//--> //--> //--> //-->
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:"Finance research letters"
~subject:"GARCH"
~subject:"Time series analysis"
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
Finansų rinkų statistinis tyri...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
GARCH
Time series analysis
ARCH model
22
ARCH-Modell
22
Volatility
16
Volatilität
16
Estimation
10
Schätzung
10
Zeitreihenanalyse
10
Capital income
8
Fractional integration
8
Kapitaleinkommen
8
Börsenkurs
7
Share price
7
Virtual currency
7
Virtuelle Währung
7
Theorie
6
Theory
6
Aktienmarkt
5
Risikomaß
5
Risk measure
5
Stock market
5
Bitcoin
4
Cryptocurrency
4
Electronic money
4
Elektronisches Geld
4
Forecasting model
4
Prognoseverfahren
4
Welt
4
World
4
Estimation theory
3
Hedging
3
Long memory
3
Option pricing theory
3
Optionspreistheorie
3
Persistence
3
Portfolio selection
3
Portfolio-Management
3
Schätztheorie
3
USA
3
more ...
less ...
Online availability
All
Undetermined
25
Type of publication
All
Article
26
Type of publication (narrower categories)
All
Article in journal
26
Aufsatz in Zeitschrift
26
Language
All
English
26
Author
All
Gil-Alaña, Luis A.
4
Caporale, Guglielmo Maria
3
Akyildirim, Erdinc
2
Corbet, Shaen
2
Abakah, Emmanuel Joel Aikins
1
Ardia, David
1
Aslanidis, Nektarios
1
Bariviera, Aurelio Fernández
1
Bluteau, Keven
1
Bufalo, Michele
1
Carcel, Hector
1
Chiang, Thomas C.
1
Conlon, Thomas
1
Dyhrberg, Anne Haubo
1
Fung, Kennard
1
Goodell, John W.
1
Gürgün, Gözde
1
Hodoshima, Jiro
1
Jeong, Jiin
1
Jiang, Wenjun
1
Kishor, N. Kundan
1
Klein, Tony
1
Kumari, Swati
1
Lee, Hsiang-Tai
1
Li, Rui
1
Liu, Hailong
1
Louro, Rui
1
Lucey, Brian M.
1
Lönnbark, Carl
1
Macedo, Demian Nicolás
1
Mamon, Rogemar
1
Martínez-Ibañez, Oscar
1
Maré, E.
1
Mitra, Subrata Kumar
1
Onbirler, Özgür Ünal
1
Orlando, Giuseppe
1
Pal, Debdatta
1
Pereira, Javier
1
Plastun, Alex
1
Rüede, Maxime
1
more ...
less ...
Published in...
All
Finance research letters
MPRA Paper
83
CESifo working papers
39
Applied economics
38
Energy economics
29
Economics letters
26
The North American journal of economics and finance : a journal of financial economics studies
22
CIRANO Working Papers
21
Economics and finance working paper series
21
Journal of econometrics
21
Tinbergen Institute Discussion Papers
21
Journal of Risk and Financial Management
20
Journal of risk and financial management : JRFM
20
Discussion paper / Tinbergen Institute
19
Physica A: Statistical Mechanics and its Applications
19
Applied economics letters
18
CREATES Research Papers
18
Working Paper
18
International review of economics & finance : IREF
17
Research in international business and finance
17
Journal of banking & finance
16
SSE/EFI Working Paper Series in Economics and Finance
16
Studies in Nonlinear Dynamics & Econometrics
16
Journal of empirical finance
15
Discussion papers / Deutsches Institut für Wirtschaftsforschung
14
Tinbergen Institute Discussion Paper
14
Cahiers de recherche
13
Economic modelling
13
Energy Economics
13
International review of financial analysis
13
Mathematics and Computers in Simulation (MATCOM)
13
CFS Working Paper Series
12
CORE Discussion Papers
12
International journal of economics and finance
12
Journal of international financial markets, institutions & money
12
CESifo Working Paper
11
Computational economics
11
Econometric Institute Report
11
Econometric Institute Research Papers
11
Econometric reviews
11
more ...
less ...
Source
All
ECONIS (ZBW)
26
Showing
1
-
10
of
26
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Fast fractional differencing in modeling long memory of conditional variance for high-frequency data
Klein, Tony
;
Walther, Thomas
- In:
Finance research letters
22
(
2017
),
pp. 274-279
Persistent link: https://www.econbiz.de/10011808179
Saved in:
2
The EMBI in Latin America : fractional integration, non-linearities and breaks
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
- In:
Finance research letters
24
(
2018
),
pp. 34-41
Persistent link: https://www.econbiz.de/10011982450
Saved in:
3
Is market fear persistent? : a long-memory analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Finance research letters
27
(
2018
),
pp. 140-147
Persistent link: https://www.econbiz.de/10012006763
Saved in:
4
Volatility persistence in the Russian stock market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Finance research letters
32
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012430826
Saved in:
5
Persistence in US Treasury bonds
Abakah, Emmanuel Joel Aikins
;
Gil-Alaña, Luis A.
- In:
Finance research letters
45
(
2022
),
pp. 1-3
Persistent link: https://www.econbiz.de/10014578142
Saved in:
6
Is gold a safe haven against equity market investment in emerging and developing countries?
Gürgün, Gözde
;
Ünalmış, İbrahim
- In:
Finance research letters
11
(
2014
)
4
,
pp. 341-348
Persistent link: https://www.econbiz.de/10011300444
Saved in:
7
Time variation in the relative importance of permanent and transitory components in the U.S. housing market
Kishor, N. Kundan
;
Kumari, Swati
;
Song, Suyong
- In:
Finance research letters
12
(
2015
),
pp. 92-99
Persistent link: https://www.econbiz.de/10011552261
Saved in:
8
Economic policy uncertainty, risk and stock returns : evidence from G7 stock markets
Chiang, Thomas C.
- In:
Finance research letters
29
(
2019
),
pp. 41-49
Persistent link: https://www.econbiz.de/10012417704
Saved in:
9
Regime changes in Bitcoin
GARCH
volatility dynamics
Ardia, David
;
Bluteau, Keven
;
Rüede, Maxime
- In:
Finance research letters
29
(
2019
),
pp. 266-271
Persistent link: https://www.econbiz.de/10012419095
Saved in:
10
Hedging bitcoin with other financial assets
Pal, Debdatta
;
Mitra, Subrata Kumar
- In:
Finance research letters
30
(
2019
),
pp. 30-36
Persistent link: https://www.econbiz.de/10012420183
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->