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:"Journal of empirical finance"
~person:"Conrad, Christian"
~person:"Molnár, Peter"
~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
| 4 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Correlation
4
Korrelation
4
Volatility
4
Volatilität
4
ARCH-Modell
3
Börsenkurs
3
Share price
3
Theorie
3
Theory
3
Aktienmarkt
2
Covariance forecasting
2
Dynamic conditional correlation
2
Estimation
2
Forecasting model
2
High-low range
2
Multivariate Analyse
2
Multivariate analysis
2
Prognoseverfahren
2
Risikomaß
2
Risk measure
2
Schätzung
2
Stock market
2
Value-at-risk
2
Analysis of variance
1
Asymmetric power ARCH
1
Business cycle
1
Capital income
1
DCC-MIDAS
1
Economic growth
1
Fractional integration
1
GARCH-MIDAS
1
Impact assessment
1
Industrialized countries
1
Industrieländer
1
Kapitaleinkommen
1
Konjunktur
1
Long-term correlation
1
Long-term volatility
1
Multivariate GARCH
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Conrad, Christian
Molnár, Peter
Dark, Jonathan
2
Fałdziński, Marcin
2
Fiszeder, Piotr
2
Karanasos, Menelaos
2
Agosto, Arianna
1
Ali, Faek Menla
1
Aragó Manzana, Vicent
1
Bae, Jinho
1
Bauwens, Luc
1
Becker, Christoph
1
Benavides, Guillermo
1
Bera, Anil K.
1
Berens, Tobias
1
Bernardi, Mauro
1
Campbell, Rachel
1
Capistrán Carmona, Carlos
1
Caporin, Massimiliano
1
Cavaliere, Giuseppe
1
Chan, Felix
1
Chan, Kalok
1
Chatzikonstanti, Vasiliki
1
Constantinou, Nick
1
De Backer, Bruno
1
De Lira Salvatierra, Irving Arturo
1
De Nard, Gianluca
1
Dijk, Dick van
1
Dufays, Arnaud
1
Díaz-Hernández, Adán
1
Floros, Christos
1
Forbes, Catherine Scipione
1
Gallo, Giampiero M.
1
Gould, John
1
Harvey, Andrew C.
1
Heaney, Richard A.
1
Ho, Kin-Yip
1
Hotta, Luiz K.
1
Jalal, Amine
1
Janus, Paweł
1
more ...
less ...
Published in...
All
Journal of empirical finance
Discussion paper series / University of Heidelberg, Department of Economics
3
Energy economics
1
Journal of international financial markets, institutions & money
1
University of Heidelberg Department of Economics Discussion Paper
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Range-based DCC models for covariance and value-at-risk forecasting
Fiszeder, Piotr
;
Fałdziński, Marcin
;
Molnár, Peter
- In:
Journal of empirical finance
54
(
2019
),
pp. 58-76
Persistent link: https://www.econbiz.de/10012174846
Saved in:
2
Multivariate fractionally integrated APARCH modeling of stock market volatility : a multi-country study
Conrad, Christian
;
Karanasos, Menelaos
;
Zeng, Ning
- In:
Journal of empirical finance
18
(
2011
)
1
,
pp. 147-159
Persistent link: https://www.econbiz.de/10009301149
Saved in:
3
Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices
Fiszeder, Piotr
;
Fałdziński, Marcin
;
Molnár, Peter
- In:
Journal of empirical finance
70
(
2023
),
pp. 308-321
Persistent link: https://www.econbiz.de/10014423712
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
