//--> //--> //--> //-->
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 simple efficient approximati...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
ARCH model
Volatility
40,922
Volatilität
40,654
Theorie
21,741
Theory
21,216
Stochastischer Prozess
17,213
Stochastic process
16,772
Optionspreistheorie
14,810
Option pricing theory
14,351
Börsenkurs
10,369
Share price
10,206
Schätzung
9,713
Estimation
9,488
Kapitaleinkommen
7,623
Capital income
7,594
ARCH-Modell
6,662
Aktienmarkt
6,123
Stock market
6,055
USA
5,863
United States
5,685
Optionsgeschäft
5,127
Welt
5,102
World
5,004
Option trading
4,918
Wechselkurs
4,768
Exchange rate
4,668
Portfolio-Management
4,355
Prognoseverfahren
4,334
Portfolio selection
4,324
Forecasting model
4,267
Zeitreihenanalyse
4,126
Time series analysis
4,013
Risk
3,747
Derivat
3,742
Derivative
3,732
Risiko
3,715
Aktienoption
2,793
CAPM
2,757
volatility
2,647
Stock option
2,637
more ...
less ...
Online availability
All
Undetermined
2,393
Free
1,996
Type of publication
All
Article
4,785
Book / Working Paper
1,804
Type of publication (narrower categories)
All
Article in journal
4,639
Aufsatz in Zeitschrift
4,639
Graue Literatur
879
Non-commercial literature
879
Arbeitspapier
859
Working Paper
859
Aufsatz im Buch
143
Book section
143
Hochschulschrift
70
Thesis
50
Conference paper
26
Konferenzbeitrag
26
Collection of articles written by one author
23
Sammlung
23
Collection of articles of several authors
13
Sammelwerk
13
Aufsatzsammlung
7
Bibliografie enthalten
4
Bibliography included
4
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
6,539
German
29
Spanish
13
French
2
Portuguese
2
Undetermined
2
Czech
1
Polish
1
Romanian
1
Chinese
1
more ...
less ...
Author
All
McAleer, Michael
131
Gupta, Rangan
70
Chang, Chia-Lin
68
Ma, Feng
65
Bouri, Elie
43
Bauwens, Luc
37
Caporale, Guglielmo Maria
33
Engle, Robert F.
33
Zhang, Yaojie
33
Kumar, Dilip
32
Hansen, Peter Reinhard
26
McMillan, David G.
25
Teräsvirta, Timo
25
Hafner, Christian M.
24
Wang, Yudong
24
Caporin, Massimiliano
23
Kang, Sang Hoon
23
Liang, Chao
23
Mittnik, Stefan
23
Bollerslev, Tim
22
Conrad, Christian
22
Herwartz, Helmut
22
Wei, Yu
22
Hammoudeh, Shawkat
21
Wu, Xinyu
21
Huang, Zhuo
20
Salisu, Afees A.
20
Serletis, Apostolos
20
Silvennoinen, Annastiina
20
Stentoft, Lars
20
Tiwari, Aviral Kumar
20
Yoon, Seong-min
20
Christoffersen, Peter F.
19
Degiannakis, Stavros
19
Laurent, Sébastien
19
Molnár, Peter
19
Paolella, Marc S.
19
Spagnolo, Nicola
19
Diebold, Francis X.
18
Floros, Christos
18
more ...
less ...
Institution
All
National Bureau of Economic Research
14
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
8
Centre for Analytical Finance <Århus>
4
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
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
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
University of Strathclyde / Department of Economics
1
Universität Bremen / Fachbereich Wirtschaftswissenschaft
1
Université de Genève / Institut de hautes études internationales
1
more ...
less ...
Published in...
All
Energy economics
227
Finance research letters
161
International review of financial analysis
113
Economic modelling
112
Applied economics
107
The North American journal of economics and finance : a journal of financial economics studies
105
International review of economics & finance : IREF
99
Research in international business and finance
97
Journal of empirical finance
95
Journal of econometrics
76
Journal of international financial markets, institutions & money
73
Journal of risk and financial management : JRFM
69
International journal of forecasting
65
Applied financial economics
62
Journal of banking & finance
62
Journal of forecasting
57
Discussion paper / Tinbergen Institute
55
Economics letters
54
Applied economics letters
51
International Journal of Energy Economics and Policy : IJEEP
50
The journal of futures markets
50
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
47
International journal of finance & economics : IJFE
43
The European journal of finance
43
Econometric Institute research papers
42
Journal of financial econometrics : official journal of the Society for Financial Econometrics
41
Working paper
41
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
38
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
33
International journal of economics and financial issues : IJEFI
33
Cogent economics & finance
30
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
30
International journal of economics and finance
30
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
29
Review of quantitative finance and accounting
29
Journal of international money and finance
28
Pacific-Basin finance journal
28
The empirical economics letters : a monthly international journal of economics
28
CREATES research paper
25
Computational economics
25
more ...
less ...
Source
All
ECONIS (ZBW)
6,583
RePEc
4
ArchiDok
2
Showing
1
-
10
of
6,589
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Tackling investment risks using equity options during extreme economic upheavals : Indian evidence
Jose, Babu
;
Varghese, James
- In:
Colombo business journal : international journal of …
12
(
2021
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012807616
Saved in:
2
Pricing individual stock options using both stock and market index information
Rombouts, Jeroen V. K.
;
Stentoft, Lars
;
Violante, Francesco
- In:
Journal of banking & finance
111
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012221075
Saved in:
3
Analysis of market
volatility
via a dynamically purified option price process
Luong, Chuong
;
Dokučaev, Nikolaj G.
- In:
Annals of financial economics
9
(
2014
)
3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10010391659
Saved in:
4
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:
5
Research on pricing of Shanghai 50ETF options based on fractal B-S model and GARCH model
Hu, Wanting
- In:
Modern economy
11
(
2020
)
2
,
pp. 407-425
Persistent link: https://www.econbiz.de/10012424566
Saved in:
6
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:
7
Empirical analysis of rough and classical stochastic
volatility
models to the SPX and VIX markets
Rømer, Sigurd Emil
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1805-1838
Persistent link: https://www.econbiz.de/10013367949
Saved in:
8
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:
9
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:
10
Volatility
bursts : a discrete-time option model with multiple
volatility
components
Lilla, Francesca
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 678-713
Persistent link: https://www.econbiz.de/10014314782
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...
//-->