//--> //--> //--> //-->
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
Hermite polynomial based expan...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
ARCH model
Volatility
40,965
Volatilität
40,697
Theorie
28,340
Theory
27,697
Stochastischer Prozess
17,229
Stochastic process
16,788
Optionspreistheorie
14,815
Option pricing theory
14,356
Derivat
13,964
Derivative
13,930
Börsenkurs
10,966
Share price
10,802
Schätzung
10,732
Estimation
10,492
Statistische Verteilung
8,511
Kapitaleinkommen
8,352
Capital income
8,321
Statistical distribution
8,302
USA
7,129
ARCH-Modell
7,021
United States
6,907
Aktienmarkt
6,323
Stock market
6,250
Welt
6,102
World
5,988
Portfolio-Management
5,870
Portfolio selection
5,829
Prognoseverfahren
5,327
Forecasting model
5,251
Optionsgeschäft
5,131
Option trading
4,922
Wechselkurs
4,892
Exchange rate
4,786
Risk
4,606
Zeitreihenanalyse
4,600
Risiko
4,577
Time series analysis
4,473
Hedging
3,942
Schätztheorie
3,745
more ...
less ...
Online availability
All
Undetermined
2,491
Free
2,122
Type of publication
All
Article
5,011
Book / Working Paper
1,927
Type of publication (narrower categories)
All
Article in journal
4,860
Aufsatz in Zeitschrift
4,860
Graue Literatur
955
Non-commercial literature
955
Arbeitspapier
933
Working Paper
933
Aufsatz im Buch
149
Book section
149
Hochschulschrift
75
Thesis
55
Conference paper
27
Konferenzbeitrag
27
Collection of articles written by one author
24
Sammlung
24
Collection of articles of several authors
13
Sammelwerk
13
Aufsatzsammlung
7
Bibliografie enthalten
5
Bibliography included
5
Konferenzschrift
3
Systematic review
3
Übersichtsarbeit
3
Case study
2
Conference proceedings
2
Fallstudie
2
Lehrbuch
2
Textbook
2
Amtsdruckschrift
1
Bibliografie
1
Biografie
1
Biography
1
Diskette
1
Festschrift
1
Floppy disk
1
Forschungsbericht
1
Government document
1
Handbook
1
Handbuch
1
Rezension
1
more ...
less ...
Language
All
English
6,887
German
30
Spanish
13
French
2
Portuguese
2
Undetermined
2
Czech
1
Polish
1
Romanian
1
Chinese
1
more ...
less ...
Author
All
McAleer, Michael
132
Gupta, Rangan
71
Chang, Chia-Lin
69
Ma, Feng
65
Bouri, Elie
43
Bauwens, Luc
38
Engle, Robert F.
36
Caporale, Guglielmo Maria
33
Zhang, Yaojie
33
Kumar, Dilip
32
Paolella, Marc S.
32
Hafner, Christian M.
26
Hansen, Peter Reinhard
26
McMillan, David G.
25
Teräsvirta, Timo
25
Mittnik, Stefan
24
Wang, Yudong
24
Caporin, Massimiliano
23
Kang, Sang Hoon
23
Laurent, Sébastien
23
Liang, Chao
23
Bollerslev, Tim
22
Conrad, Christian
22
Hammoudeh, Shawkat
22
Herwartz, Helmut
22
Wei, Yu
22
Floros, Christos
21
Huang, Zhuo
21
Wu, Xinyu
21
Christoffersen, Peter F.
20
Degiannakis, Stavros
20
Molnár, Peter
20
Salisu, Afees A.
20
Serletis, Apostolos
20
Silvennoinen, Annastiina
20
Stentoft, Lars
20
Tiwari, Aviral Kumar
20
Yoon, Seong-min
20
Spagnolo, Nicola
19
Diebold, Francis X.
18
more ...
less ...
Institution
All
National Bureau of Economic Research
14
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
8
Centre for Analytical Finance <Århus>
5
University of Canterbury / Dept. of Economics and Finance
4
Ekonomiska forskningsinstitutet <Stockholm>
3
Instituto Valenciano de Investigaciones Económicas
3
Brown University / Department of Economics
2
Econometrisch Instituut <Rotterdam>
2
Federal Reserve Bank of St. Louis
2
Gottfried Wilhelm Leibniz Universität Hannover
2
Shakai-Keizai-Kenkyūsho <Osaka>
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
1
Center for Economic Research <Tilburg>
1
Centre for Quantitative Economics & Computing
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Deutschland / Bundesministerium für Wirtschaft
1
Deutschland <Bundesrepublik> / Auswärtiges Amt
1
Deutschland <Bundesrepublik> / Bundesminister der Finanzen
1
Deutschland <Bundesrepublik> / Bundesminister für den Marshallplan
1
Econometric Society
1
Erasmus Research Institute of Management
1
European University Institute / Department of Economics
1
Federal Reserve Bank of San Francisco
1
HFDF <2, 1998, Zürich>
1
International Workshop on Statistics and Finance <1999, Hongkong>
1
Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
1
London School of Economics and Political Science
1
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
1
Robert Schuman Centre for Advanced Studies
1
Rodney L. White Center for Financial Research
1
School of Accounting, Economics and Finance <Geelong>
1
School of Accounting, Finance and Economics <Perth, Western Australia>
1
School of Economics and Finance <Brisbane>
1
School of Finance and Business Economics <Perth, Western Australia>
1
Springer Fachmedien Wiesbaden
1
Svenska Handelshögskolan <Helsinki>
1
The Wharton Financial Institutions Center
1
Umeå Universitet / Institutionen för Nationalekonomi
1
more ...
less ...
Published in...
All
Energy economics
229
Finance research letters
168
International review of financial analysis
118
Economic modelling
116
Applied economics
113
The North American journal of economics and finance : a journal of financial economics studies
108
International review of economics & finance : IREF
103
Journal of empirical finance
103
Research in international business and finance
100
Journal of econometrics
83
International journal of forecasting
73
Journal of international financial markets, institutions & money
73
Journal of risk and financial management : JRFM
72
Applied financial economics
65
Journal of banking & finance
65
Discussion paper / Tinbergen Institute
64
Journal of forecasting
62
Economics letters
57
The journal of futures markets
56
Applied economics letters
52
International Journal of Energy Economics and Policy : IJEEP
51
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
50
The European journal of finance
49
International journal of finance & economics : IJFE
44
Econometric Institute research papers
42
Journal of financial econometrics : official journal of the Society for Financial Econometrics
42
Working paper
42
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
40
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
37
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
36
International journal of economics and financial issues : IJEFI
33
Review of quantitative finance and accounting
33
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
32
International journal of economics and finance
32
Cogent economics & finance
31
Journal of financial econometrics
30
Pacific-Basin finance journal
30
Journal of international money and finance
28
Journal of risk
28
The empirical economics letters : a monthly international journal of economics
28
more ...
less ...
Source
All
ECONIS (ZBW)
6,932
RePEc
4
ArchiDok
2
Showing
1
-
10
of
6,938
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Exploring option pricing and hedging via
volatility
asymmetry
Casas, Isabel
;
Veiga, Helena
- In:
Computational economics
57
(
2021
)
4
,
pp. 1015-1039
Persistent link: https://www.econbiz.de/10012543248
Saved in:
2
The information content of option-based forecasts of
volatility
: evidence from the Italian stock market
Muzzioli, Silvia
- In:
The quarterly journal of finance
3
(
2013
)
1
,
pp. 13500051-135000546
Persistent link: https://www.econbiz.de/10010198265
Saved in:
3
The continuous limit of weak GARCH
Alexander, Carol
;
Lazar, Emese
- In:
Econometric reviews
40
(
2021
)
2
,
pp. 197-216
Persistent link: https://www.econbiz.de/10012483807
Saved in:
4
Drawbacks and limitations of Black-Scholes model for options pricing
Janková, Zuzana
- In:
Journal of financial studies & research : JFSR
2018
(
2018
),
pp. 1-7
Persistent link: https://www.econbiz.de/10011977593
Saved in:
5
A novel nonlinear value-at-risk method for modeling risk of option portfolio with multivariate mixture of normal distributions
Chen, Rongda
;
Yu, Lean
- In:
Economic modelling
35
(
2013
),
pp. 796-804
Persistent link: https://www.econbiz.de/10010336666
Saved in:
6
Exchange options and spread options with stochastically correlated underlyings
Wang, Xingchun
- In:
Applied economics letters
29
(
2022
)
12
,
pp. 1060-1068
Persistent link: https://www.econbiz.de/10013412038
Saved in:
7
Empirical option pricing models
Bates, David S.
- In:
Annual review of financial economics
14
(
2022
),
pp. 369-389
Persistent link: https://www.econbiz.de/10013461154
Saved in:
8
Model-based pricing for financial derivatives
Zhu, Ke
;
Ling, Shiqing
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 447-457
Persistent link: https://www.econbiz.de/10011499705
Saved in:
9
Price jump diffusion in Iranian housing market (Merton model and NGARCH approach)
Dinarzehi, Khadijeh
;
Shahiki Tash, Mohammad Nabi
- In:
Iranian economic review : journal of University of Tehran
26
(
2022
)
2
,
pp. 369-388
Persistent link: https://www.econbiz.de/10013365654
Saved in:
10
Implied
volatility
index of KOSPI200 : information contents and properties
Ryu, Doojin
- In:
Emerging markets finance & trade : a journal of the …
48
(
2012
),
pp. 24-39
Persistent link: https://www.econbiz.de/10009682531
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...
//-->