//--> //--> //--> //-->
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
~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
Analysing the performance of m...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
ARCH model
Australia
135
Australien
126
Capital income
63
Kapitaleinkommen
63
Börsenkurs
57
Share price
57
Theorie
56
Theory
56
CAPM
47
Estimation
41
Schätzung
41
Aktienmarkt
39
Stock market
39
Volatility
37
Volatilität
37
USA
35
United States
35
Welt
32
World
32
Portfolio selection
31
Portfolio-Management
31
Investment Fund
26
Investmentfonds
26
Risk
20
Beta risk
19
Betafaktor
19
Risiko
19
ARCH-Modell
18
Ankündigungseffekt
18
Announcement effect
18
Anlageverhalten
17
Behavioural finance
17
Corporate finance
17
Unternehmensfinanzierung
16
Derivat
15
Derivative
15
Financial crisis
15
Finanzkrise
15
Hedging
15
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
17
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
15
Aufsatz in Zeitschrift
15
Aufsatz im Buch
2
Book section
2
Language
All
English
18
Author
All
Faff, Robert W.
12
Brooks, Robert
5
In, Francis Haeuck
5
McKenzie, Michael D.
4
Brown, Rob
2
Cai, Charlie X.
2
Fang, Victor
2
Fry, Tim R. L.
2
Hillier, David
2
Kim, Sangbae
2
Balaban, Ercan
1
Batten, Jonathan A.
1
Bayar, Asli
1
Dean, Warren G.
1
Hodgson, Allan
1
Jung, Taehun
1
Kim, Suk-Joong
1
Lhaopadchan, Suntharee
1
Loudon, Geoffrey F.
1
Saudagaran, Shahrokh M.
1
Sirimon Treepongkaruna
1
Sokulsky, David L.
1
Wu, Eliza
1
Yoon, Jai-hyung
1
more ...
less ...
Institution
All
Deakin University
1
Published in...
All
International review of financial analysis
3
Applied financial economics
2
Journal of multinational financial management
2
The European journal of finance
2
Asian crisis: a global perspective
1
Journal of East Asian economic integration
1
Journal of business finance & accounting : JBFA
1
Journal of international financial markets, institutions & money
1
Pacific-Basin finance journal
1
Papers in efficiency, effectiveness and international competitiveness
1
Review of quantitative finance and accounting
1
Stock market volatility
1
The journal of fixed income
1
more ...
less ...
Source
All
ECONIS (ZBW)
18
Showing
1
-
10
of
18
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Analysis of Asian stock market crisis : application of EGARCH model
In, Francis Haeuck
;
Kim, Sangbae
;
Yoon, Jai-hyung
-
1998
Persistent link: https://www.econbiz.de/10001458636
Saved in:
2
The effect of initial margin on long-run and short-run volatilities in Japan
Kim, Sangbae
;
Jung, Taehun
- In:
Journal of East Asian economic integration
17
(
2013
)
3
,
pp. 311-332
Persistent link: https://www.econbiz.de/10010197020
Saved in:
3
Dynamic interaction and valuation of quality yen Eurobonds in a multivariate EGARCH framework
Batten, Jonathan A.
;
In, Francis Haeuck
- In:
Applied financial economics
16
(
2006
)
12
,
pp. 881-892
Persistent link: https://www.econbiz.de/10003377842
Saved in:
4
Modeling the determinants of swap spreads
Brown, Rob
;
In, Francis Haeuck
;
Fang, Victor
- In:
The journal of fixed income
12
(
2002
)
1
,
pp. 29-40
Persistent link: https://www.econbiz.de/10001725696
Saved in:
5
Modeling volatility and changes in the swap spread
In, Francis Haeuck
;
Brown, Rob
;
Fang, Victor
- In:
International review of financial analysis
12
(
2003
)
5
,
pp. 545-561
Persistent link: https://www.econbiz.de/10001797475
Saved in:
6
Dynamic interdependence and volatility transmission of Asian stock markets : evidence from the Asian crisis
In, Francis Haeuck
(
contributor
)
- In:
International review of financial analysis
10
(
2001
)
1
,
pp. 87-96
Persistent link: https://www.econbiz.de/10001573051
Saved in:
7
Forecasting stock market volatility : further international evidence
Balaban, Ercan
;
Bayar, Asli
;
Faff, Robert W.
- In:
The European journal of finance
12
(
2006
)
2
,
pp. 171-188
Persistent link: https://www.econbiz.de/10003305479
Saved in:
8
Do sovereign re-ratings destabilize equity markets during financial crises? : new evidence from higher return moments
Brooks, Robert
;
Faff, Robert W.
;
Sirimon Treepongkaruna
; …
- In:
Journal of business finance & accounting : JBFA
42
(
2015
)
5/6
,
pp. 777-799
Persistent link: https://www.econbiz.de/10011442342
Saved in:
9
Information transmission across stock and bond markets : international evidence
Cai, Charlie X.
;
Faff, Robert W.
;
Hillier, David
; …
- In:
Stock market volatility
,
(pp. 293-310)
.
2009
Persistent link: https://www.econbiz.de/10003830479
Saved in:
10
Modelling return and conditional volatility exposures in global stock markets
Cai, Charlie X.
;
Faff, Robert W.
;
Hillier, David
; …
- In:
Review of quantitative finance and accounting
27
(
2006
)
2
,
pp. 125-142
Persistent link: https://www.econbiz.de/10003349568
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->