//--> //--> //--> //-->
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
~source:"econis"
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
Modelowanie i prognozowanie zm...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
GARCH
1,088
ARCH model
994
ARCH-Modell
994
Volatilität
724
Volatility
718
Estimation
431
Schätzung
430
Börsenkurs
370
Share price
370
Capital income
285
Kapitaleinkommen
285
Theorie
272
Theory
272
Zeitreihenanalyse
250
Time series analysis
247
Aktienmarkt
217
Stock market
216
Forecasting model
211
Prognoseverfahren
211
Risikomaß
146
Risk measure
146
Estimation theory
135
Schätztheorie
135
Exchange rate
121
Wechselkurs
121
volatility
106
Welt
92
World
92
Aktienindex
83
Stock index
83
Portfolio selection
79
Portfolio-Management
79
Financial crisis
77
Finanzkrise
76
Financial market
68
Finanzmarkt
68
Spillover effect
65
Spillover-Effekt
65
Risk
64
EGARCH
61
more ...
less ...
Online availability
All
Undetermined
517
Free
311
Type of publication
All
Article
955
Book / Working Paper
201
Type of publication (narrower categories)
All
Article in journal
939
Aufsatz in Zeitschrift
939
Graue Literatur
150
Non-commercial literature
150
Arbeitspapier
142
Working Paper
142
Hochschulschrift
38
Thesis
28
Aufsatz im Buch
15
Book section
15
Conference paper
8
Konferenzbeitrag
8
Bibliografie enthalten
3
Bibliography included
3
Collection of articles written by one author
3
Sammlung
3
Collection of articles of several authors
2
Lehrbuch
2
Sammelwerk
2
Textbook
2
Aufsatzsammlung
1
Case study
1
Fallstudie
1
more ...
less ...
Language
All
English
1,116
German
27
Spanish
9
Czech
2
Portuguese
2
French
1
Russian
1
more ...
less ...
Author
All
Gupta, Rangan
13
Ardia, David
11
Lütkepohl, Helmut
10
Malik, Farooq
10
Paolella, Marc S.
9
Walther, Thomas
9
Engle, Robert F.
7
McAleer, Michael
7
Mittnik, Stefan
7
Tiwari, Aviral Kumar
7
Caporale, Guglielmo Maria
6
Chlebus, Marcin
6
Corbet, Shaen
6
Klein, Tony
6
Maré, E.
6
Panagiōtidēs, Theodōros
6
Aggarwal, Vaibhav
5
Amanjot Singh
5
Francq, Christian
5
Hoogerheide, Lennart F.
5
Ledoit, Olivier
5
Ling, Shiqing
5
Medeiros, Marcelo C.
5
Milunovich, George
5
Narula, Isha
5
Schlaak, Thore
5
Tsai, Jui-Jung
5
Venter, Pierre J.
5
Wang, Yang-Chao
5
Wilmot, Neil A.
5
Wolf, Michael
5
Alexander, Carol
4
Auer, Benjamin R.
4
Bluteau, Keven
4
Choudhry, Taufiq
4
Claessen, Holger
4
Ding, Yashuang
4
Drenovak, Mikica
4
Dufays, Arnaud
4
Jebran, Khalil
4
more ...
less ...
Institution
All
Shakai-Keizai-Kenkyūsho <Osaka>
3
Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
1
Nationalekonomiska Institutionen <Lund>
1
University of York / Department of Economics and Related Studies
1
Published in...
All
Applied economics
26
Energy economics
25
Finance research letters
23
The North American journal of economics and finance : a journal of financial economics studies
21
Economics letters
19
Journal of risk and financial management : JRFM
19
Journal of econometrics
15
International review of economics & finance : IREF
14
Journal of banking & finance
14
Research in international business and finance
14
Discussion paper / Tinbergen Institute
13
Economic modelling
13
Applied economics letters
11
International journal of economics and finance
11
International review of financial analysis
11
Journal of empirical finance
11
Journal of international financial markets, institutions & money
11
Working papers
11
Cogent economics & finance
10
CESifo working papers
9
Computational economics
9
International Journal of Financial Studies : open access journal
9
Review of quantitative finance and accounting
9
CBN journal of applied statistics
8
Finance India : the quarterly journal of Indian Institute of Finance
8
Financial innovation : FIN
8
Risks : open access journal
8
International journal of forecasting
7
Journal of economics and finance
7
Journal of mathematical finance
7
The European journal of finance
7
The empirical economics letters : a monthly international journal of economics
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
International journal of financial research
6
Theoretical economics letters
6
Annals of financial economics
5
Cambridge working papers in economics
5
Discussion papers / Deutsches Institut für Wirtschaftsforschung
5
Econometric reviews
5
Econometrics : open access journal
5
more ...
less ...
Source
All
ECONIS (ZBW)
RePEc
1,075
EconStor
247
Other ZBW resources
30
BASE
29
Showing
1
-
10
of
1,156
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Improving the
CARR
model using extreme range estimators
Miralles Marcelo, José Luis
;
Miralles-Quirós, José Luis
- In:
Applied financial economics
23
(
2013
)
19/21
,
pp. 1635-1647
Persistent link: https://www.econbiz.de/10010259753
Saved in:
2
Forecasting volatility with component conditional autoregressive range model
Wu, Xinyu
;
Hou, Xinmeng
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012659660
Saved in:
3
Measuring and comparing the value-at-risk using
GARCH
and
CARR
models for CSI 300 index
Wu, Chunchou
- In:
Theoretical economics letters
8
(
2018
)
6
,
pp. 1179-1187
Persistent link: https://www.econbiz.de/10011888169
Saved in:
4
Conditional Autoregressive Range (
CARR
) based volatility spillover index for the Eurozone markets
Bayraci, Selcuk
;
Demiralay, Sercan
- In:
The empirical economics letters : a monthly …
13
(
2014
)
6
,
pp. 595-603
Persistent link: https://www.econbiz.de/10010519718
Saved in:
5
A range-based volatility approach to measuring volatility contagion in securitized real estate markets
Anderson, Randy I.
;
Chen, Yi-Chi
;
Wang, Li-Min
- In:
Economic modelling
45
(
2015
),
pp. 223-235
Persistent link: https://www.econbiz.de/10011334089
Saved in:
6
A new variant of RealGARCH for volatility modeling
Xie, Haibin
;
Qi, Nan
;
Wang, Shouyang
- In:
Finance research letters
28
(
2019
),
pp. 438-443
Persistent link: https://www.econbiz.de/10012388363
Saved in:
7
A conditional autoregressive range model with gamma distribution for financial volatility modelling
Xie, Haibin
;
Wu, Xinyu
- In:
Economic modelling
64
(
2017
),
pp. 349-356
Persistent link: https://www.econbiz.de/10011761274
Saved in:
8
Messung und Prognose von Volatilitäten : am Beispiel des DAX-Index
Sautter, Jörg
-
1996
-
1. Aufl
Persistent link: https://www.econbiz.de/10000589055
Saved in:
9
Foreign exchange intervention : theory and evidence
Almekinders, Geert J.
-
1995
Persistent link: https://www.econbiz.de/10000539744
Saved in:
10
Das CAPM mit zeitabhängigen Beta-Faktoren : eine empirische Untersuchung am deutschen Kapitalmarkt
Linnenbrink, Karin
-
1998
-
1. Aufl.
Persistent link: https://www.econbiz.de/10000672629
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...
//-->