//--> //--> //--> //-->
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
Futures basis, inventory and c...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
ARCH model
Theorie
109
Theory
109
Volatility
84
Volatilität
78
Capital income
74
Kapitaleinkommen
74
Börsenkurs
59
Share price
59
Estimation
56
Schätzung
56
Forecasting model
49
Prognoseverfahren
49
ARCH-Modell
48
CAPM
47
Commodity derivative
44
Rohstoffderivat
44
Time series analysis
42
Zeitreihenanalyse
42
Risiko
39
Risk
39
Risikoprämie
31
Risk premium
31
Option pricing theory
30
Optionspreistheorie
30
Welt
30
World
30
Großbritannien
29
USA
29
United Kingdom
29
United States
29
Portfolio selection
28
Portfolio-Management
28
Commodity market
25
Rohstoffmarkt
25
Commodity exchange
24
Commodity price
24
Rohstoffpreis
24
Warenbörse
24
Derivat
23
more ...
less ...
Online availability
All
Free
17
Undetermined
8
Type of publication
All
Article
27
Book / Working Paper
21
Type of publication (narrower categories)
All
Article in journal
27
Aufsatz in Zeitschrift
27
Graue Literatur
10
Non-commercial literature
10
Arbeitspapier
8
Working Paper
8
Hochschulschrift
2
Aufsatzsammlung
1
Collection of articles of several authors
1
Collection of articles written by one author
1
Sammelwerk
1
Sammlung
1
more ...
less ...
Language
All
English
48
Author
All
Brooks, Chris
16
Prokopczuk, Marcel
15
Lazar, Emese
13
Alexander, Carol
11
Burke, Simon P.
7
Nguyen, Duc Binh Benno
7
Persand, Gita
6
Sibbertsen, Philipp
6
Stanescu, Silvia
6
Kourtis, Apostolos
4
Symeonidis, Lazaros
4
Clare, Andrew D.
3
Weber, Michael
3
Dierkes, Maik
2
Dräger, Lena
2
Henry, Ólan Thomas John
2
Li, Xiafei
2
Markellos, Raphael N.
2
Markellos, Raphaēl N.
2
Miffre, Joëlle
2
Sumawong, Anannit
2
Symitsi, Efthymia
2
Wese Simen, Chardin
2
Avino, Davide
1
Badescu, Alex
1
Burke, Simon
1
Dalle Molle, John W.
1
Heravi, Saeed M.
1
Jiang, Yushuang
1
Kulperger, Reg
1
O'Sullivan, Niall
1
Varotto, Simone
1
Würsig, Christoph Matthias
1
Xue, Xiaohan
1
more ...
less ...
Institution
All
Gottfried Wilhelm Leibniz Universität Hannover
2
Centre for Quantitative Economics & Computing
1
Published in...
All
Discussion paper / ICMA Centre, Henley Business School, University of Reading
4
Journal of banking & finance
4
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
3
International journal of forecasting
3
Discussion papers in quantitative economics and computing / E
2
Economics letters
2
Journal of applied econometrics
2
The Manchester School
2
The journal of futures markets
2
Econometric reviews
1
Energy economics
1
ICMA Centre Discussion Papers in Finance DP
1
ICMA Centre Discussion Papers in Finance DP 2011-08
1
International review of financial analysis
1
Journal of business finance & accounting : JBFA
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial markets
1
Journal of forecasting
1
Oxford bulletin of economics and statistics
1
Research paper / University of Melbourne, Department of Economics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The European journal of finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
48
Showing
1
-
10
of
48
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A double-threshold GARCH model for the French franc - Deutschmark exchange rate
Brooks, Chris
- In:
Journal of forecasting
20
(
2001
)
2
,
pp. 135-143
Persistent link: https://www.econbiz.de/10001570437
Saved in:
2
A comparison of extreme value theory approaches for determining value at risk
Brooks, Chris
;
Clare, Andrew D.
;
Dalle Molle, John W.
; …
- In:
Journal of empirical finance
12
(
2005
)
2
,
pp. 339-352
Persistent link: https://www.econbiz.de/10002685175
Saved in:
3
The value premium and time-varying volatility
Li, Xiafei
;
Brooks, Chris
;
Miffre, Joëlle
- In:
Journal of business finance & accounting : JBFA
36
(
2009
)
9/10
,
pp. 1252-1272
Persistent link: https://www.econbiz.de/10003909854
Saved in:
4
Momentum profits and time-varying unsystematic risk
Li, Xiafei
;
Miffre, Joëlle
;
Brooks, Chris
;
O'Sullivan, …
- In:
Journal of banking & finance
32
(
2008
)
4
,
pp. 541-558
Persistent link: https://www.econbiz.de/10003707678
Saved in:
5
Autoregressive conditional kurtosis
Brooks, Chris
;
Burke, Simon P.
;
Heravi, Saeed M.
; …
- In:
Journal of financial econometrics : official journal of …
3
(
2005
)
3
,
pp. 399-421
Persistent link: https://www.econbiz.de/10002989106
Saved in:
6
A note on estimating market-based minimum capital risk requirements : a multivariate GARCH approach
Brooks, Chris
;
Clare, Andrew D.
;
Persand, Gita
- In:
The Manchester School
70
(
2002
)
5
,
pp. 666-681
Persistent link: https://www.econbiz.de/10001699705
Saved in:
7
Selecting from amongst non-nested conditional variance models : information criteria and portfolio determination
Brooks, Chris
;
Burke, Simon P.
- In:
The Manchester School
70
(
2002
)
6
,
pp. 747-767
Persistent link: https://www.econbiz.de/10001720409
Saved in:
8
Can portmanteau nonlinearity tests serve as general mis-specification tests? : Evidence from symmetric and asymmetric GARCH models
Brooks, Chris
;
Henry, Ólan Thomas John
-
1999
Persistent link: https://www.econbiz.de/10001430158
Saved in:
9
Multivariate GARCH models : software choice and estimation issues
Brooks, Chris
;
Burke, Simon P.
;
Persand, Gita
- In:
Journal of applied econometrics
18
(
2003
)
6
,
pp. 725-734
Persistent link: https://www.econbiz.de/10001843509
Saved in:
10
Information criteria for GARCH model selection
Brooks, Chris
;
Burke, Simon P.
- In:
The European journal of finance
9
(
2003
)
6
,
pp. 557-580
Persistent link: https://www.econbiz.de/10001885626
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->