//--> //--> //--> //-->
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
A comparison between tests for...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
ARCH model
Structural break
3,724
Strukturbruch
3,616
Zeitreihenanalyse
1,244
Time series analysis
1,240
Schätzung
1,071
Estimation
1,069
Theorie
873
Theory
868
Cointegration
728
Kointegration
692
Unit root test
624
Einheitswurzeltest
622
USA
458
United States
454
Volatility
407
Volatilität
407
Structural breaks
380
structural break
377
Schätztheorie
376
Estimation theory
375
Prognoseverfahren
356
Forecasting model
354
structural breaks
321
Statistischer Test
283
Statistical test
279
Economic growth
244
Wirtschaftswachstum
239
Inflation
233
Panel
229
Panel study
228
Stock market
212
ARCH-Modell
209
Aktienmarkt
207
Welt
205
World
205
Exchange rate
192
Wechselkurs
189
EU-Staaten
180
EU countries
178
more ...
less ...
Online availability
All
Undetermined
94
Free
48
Type of publication
All
Article
167
Book / Working Paper
42
Type of publication (narrower categories)
All
Article in journal
164
Aufsatz in Zeitschrift
164
Graue Literatur
23
Non-commercial literature
23
Arbeitspapier
22
Working Paper
22
Aufsatz im Buch
3
Book section
3
Collection of articles of several authors
2
Hochschulschrift
2
Sammelwerk
2
Thesis
2
Aufsatzsammlung
1
Conference paper
1
Konferenzbeitrag
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
209
Author
All
Malik, Farooq
10
Miller, Stephen M.
9
Fang, Wen-shwo
7
Kumar, Dilip
7
Dijk, Dick van
5
Mensi, Walid
5
Yoon, Seong-min
5
Al-Maadid, Alanoud
4
Caporale, Guglielmo Maria
4
Ewing, Bradley T.
4
Hammoudeh, Shawkat
4
Han, Young Wook
4
Kang, Sang Hoon
4
Spagnolo, Fabio
4
Spagnolo, Nicola
4
Hafner, Christian M.
3
Karanasos, Menelaos
3
Lee, ChunShen
3
Luo, Jiawen
3
Munandar, Haris
3
Schnabl, Gunther
3
Abu Hassan Shaari Mohd Nor
2
Ahamada, Ibrahim
2
Al-Freedi, Ajab
2
Ali, Faek Menla
2
Anjum, Hassan
2
Balaji, B.
2
Caporin, Massimiliano
2
Chen, Cathy W. S.
2
Dufays, Arnaud
2
Durai, S. Raja Sethu
2
Fang, Wen-Shwo
2
Gannon, Gerard L.
2
Gong, Xu
2
Gupta, Rangan
2
Hamilton, James D.
2
Hasanov, Akram Shavkatovich
2
Hillebrand, Eric
2
Hwang, Soosung
2
Ji, Qiang
2
more ...
less ...
Institution
All
Bank of Canada
1
Econometrisch Instituut <Rotterdam>
1
School of Accounting, Economics and Finance <Geelong>
1
Published in...
All
Energy economics
17
International review of economics & finance : IREF
9
Research in international business and finance
7
International review of financial analysis
5
Journal of economics and finance
5
Journal of empirical finance
5
Applied economics
4
Economic modelling
4
Working papers / University of Connecticut, Department of Economics
4
Discussion paper / Tinbergen Institute
3
Finance research letters
3
Afro-Asian Journal of Finance and Accounting : AAJFA
2
Applied economics letters
2
Applied financial economics
2
East Asian economic review
2
Economic research
2
Economics letters
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Finance a úvěr
2
Global finance journal
2
International Journal of Energy Economics and Policy : IJEEP
2
International journal of economics and financial issues : IJEFI
2
International journal of finance & economics : IJFE
2
Journal of banking & finance
2
Journal of economic research
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of international financial markets, institutions & money
2
Journal of macroeconomics
2
Journal of quantitative economics
2
Journal of quantitative economics : official journal of the Indian Econometric Society
2
Journal of risk and financial management : JRFM
2
Review of quantitative finance and accounting
2
School working papers / Faculty of Business and Law, School of Accounting, Economics and Finance, Deakin University
2
The European journal of finance
2
The North American journal of economics and finance : a journal of financial economics studies
2
Annals of financial economics
1
Asia-Pacific financial markets
1
CBN journal of applied statistics
1
CESifo working papers
1
CREATES research paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
209
Showing
1
-
10
of
209
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Bitcoin's innovative aspects, return volatility and uncertainty shocks
Frascaroli, Bruno Ferreira
- In:
International Journal of Financial Markets and …
7
(
2020
)
3
,
pp. 224-245
Persistent link: https://www.econbiz.de/10012510290
Saved in:
2
Crude oil market and global financial crisis : structural break and market volatility analysis
Singh, Archana
;
Singh, Narinder Pal
- In:
International journal of economics and business research
13
(
2017
)
2
,
pp. 203-216
Persistent link: https://www.econbiz.de/10011714391
Saved in:
3
Dynamics of volatility spillovers with structural breaks in Indian foreign exchange market
Kashyap, Suresh
;
Kashyap, Sachin
- In:
International journal of business innovation and …
22
(
2020
)
4
,
pp. 488-505
Persistent link: https://www.econbiz.de/10012270943
Saved in:
4
How are structural breaks related to stock return volatility persistence? : evidence from China and Japan
Tsuji, Chikashi
- In:
Modern economy
9
(
2018
)
10
,
pp. 1635-1643
Persistent link: https://www.econbiz.de/10011958946
Saved in:
5
Structural breaks and volatility spillovers : the case of the US and Canadian Stock Markets
Tsuji, Chikashi
- In:
Journal of management research
11
(
2019
)
2
,
pp. 30-44
Persistent link: https://www.econbiz.de/10011993943
Saved in:
6
Structural breaks and GARCH modelling
Hall, Stephen G.
;
Sola, Martin
-
1993
Persistent link: https://www.econbiz.de/10000142698
Saved in:
7
Forecasting in the presence of structural breaks and model uncertainty
Rapach, David E.
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003731593
Saved in:
8
Testing for structural breaks in GARCH models
Smith, Daniel R.
- In:
Applied financial economics
18
(
2008
)
10/12
,
pp. 845-862
Persistent link: https://www.econbiz.de/10003739446
Saved in:
9
Cross-country evidence on output growth volatility : nonstationary variance and GARCH models
Fang, Wen-shwo
;
Miller, Stephen M.
;
Lee, ChunShen
- In:
Scottish journal of political economy : the journal of …
55
(
2008
)
4
,
pp. 509-541
Persistent link: https://www.econbiz.de/10003742974
Saved in:
10
The impact of structural break to permanent and transitory components of Malaysian stock market
Chin, Wen Cheong
;
Isa, Zaidi
;
Abu Hassan Shaari Mohd Nor
- In:
Journal of quantitative economics : official journal of …
5
(
2007
)
2
,
pp. 83-94
Persistent link: https://www.econbiz.de/10003789602
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...
//-->