//--> //--> //--> //-->
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
Matching information
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
ARCH model
Correlation
6,998
Diversification
6,917
Theorie
6,703
Korrelation
6,646
Theory
6,387
Diversifikation
6,283
Portfolio-Management
2,253
Portfolio selection
2,229
Schätzung
1,813
Estimation
1,776
Experiment
1,448
USA
1,408
United States
1,345
Volatility
1,331
Welt
1,314
Capital income
1,312
Kapitaleinkommen
1,312
diversification
1,312
World
1,296
Volatilität
1,293
Spieltheorie
1,272
Börsenkurs
1,235
Share price
1,224
Game theory
1,201
Stock market
1,061
Aktienmarkt
1,060
correlation
1,046
Schätztheorie
1,036
Estimation theory
1,031
Lernprozess
874
Matching
869
ARCH-Modell
848
Risk
841
Learning process
824
Risiko
784
Asymmetrische Information
712
Unternehmenserfolg
705
Firm performance
704
Asymmetric information
695
more ...
less ...
Online availability
All
Undetermined
341
Free
246
Type of publication
All
Article
628
Book / Working Paper
222
Type of publication (narrower categories)
All
Article in journal
611
Aufsatz in Zeitschrift
611
Graue Literatur
109
Non-commercial literature
109
Arbeitspapier
107
Working Paper
107
Aufsatz im Buch
14
Book section
14
Hochschulschrift
8
Thesis
7
Conference paper
5
Konferenzbeitrag
5
Collection of articles written by one author
3
Sammlung
3
Article
1
Rezension
1
more ...
less ...
Language
All
English
848
German
3
French
1
Author
All
Engle, Robert F.
19
Bauwens, Luc
15
Ledoit, Olivier
10
Silvennoinen, Annastiina
10
Wolf, Michael
10
Teräsvirta, Timo
9
Gupta, Rangan
8
Hamori, Shigeyuki
8
Koopman, Siem Jan
8
Otranto, Edoardo
8
Conrad, Christian
7
Guesmi, Khaled
7
Karanasos, Menelaos
7
Lucas, André
7
McAleer, Michael
7
Sheppard, Kevin
7
Caporin, Massimiliano
6
Demirer, Rıza
6
Hafner, Christian M.
6
Lyócsa, Štefan
6
Manera, Matteo
6
Tiwari, Aviral Kumar
6
Aslanidis, Nektarios
5
Baumöhl, Eduard
5
Bouri, Elie
5
De Nard, Gianluca
5
Degiannakis, Stavros
5
Fermanian, Jean-David
5
Füss, Roland
5
Janus, Paweł
5
Molnár, Peter
5
Stavroyiannis, Stavros
5
Tsui, Albert K.
5
Ur Rehman, Mobeen
5
Xu, Yongdeng
5
Al Rababa'a, Abdel Razzaq
4
Asai, Manabu
4
Creal, Drew
4
Dijk, Dick van
4
Fałdziński, Marcin
4
more ...
less ...
Institution
All
Econometrisch Instituut <Rotterdam>
1
Federal Reserve Bank of San Francisco
1
Published in...
All
Finance research letters
26
Research in international business and finance
25
Economic modelling
22
Journal of empirical finance
20
Energy economics
19
International review of financial analysis
17
Applied economics
16
International review of economics & finance : IREF
16
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
Journal of international financial markets, institutions & money
16
Journal of banking & finance
14
Economics letters
12
Journal of econometrics
12
Discussion paper / Tinbergen Institute
11
Applied economics letters
10
Journal of international money and finance
10
The North American journal of economics and finance : a journal of financial economics studies
10
Computational economics
8
Journal of financial econometrics
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
CORE discussion papers : DP
7
The journal of futures markets
7
Working paper series / University of Zurich, Department of Economics
7
CREATES research paper
6
International journal of forecasting
6
Review of quantitative finance and accounting
6
The European journal of finance
6
Working paper
6
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
International Journal of Energy Economics and Policy : IJEEP
5
International journal of economics and financial issues : IJEFI
5
Journal of forecasting
5
Journal of risk and financial management : JRFM
5
Econometric Institute research papers
4
Econometric reviews
4
Econometrics : open access journal
4
Global business review
4
International journal of finance & economics : IJFE
4
more ...
less ...
Source
All
ECONIS (ZBW)
848
EconStor
1
RePEc
1
Showing
1
-
10
of
850
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
ETF risk models
Kakushadze, Zura
;
Yu, Willie
- In:
Bulletin of applied economics
9
(
2022
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10013407268
Saved in:
2
When times get tough, gold is golden
Areal, Nelson
;
Oliveira, Benilde
;
Sampaio, Raquel …
- In:
The European journal of finance
21
(
2015
)
4/6
,
pp. 507-526
Persistent link: https://www.econbiz.de/10010528951
Saved in:
3
How past market movements affect
correlation
and volatility
Becker, Christoph
;
Schmidt, Wolfgang M.
- In:
Journal of international money and finance
50
(
2015
),
pp. 78-107
Persistent link: https://www.econbiz.de/10010465421
Saved in:
4
Correlation
and Volatility Asymmetries in International Equity Markets : Another Look at the Myth of
Diversification
O'Toole, CFA, Randy
-
2013
realized
correlation
and volatility. Using a simple ordinary least squares (OLS) regression framework, correlations are shown … much greater in down markets than in up markets. This suggests that it is not a lack of
diversification
that matters for …
Persistent link: https://www.econbiz.de/10013075661
Saved in:
5
Modelling volatility spillovers, cross-market
correlation
and co-movements between stock markets in European Union : an empirical case study
Trivedi, Jatin
;
Spulbăr, Cristi
;
Birau, Ramona
; …
- In:
Business, mangagement and economics engineering : BMEE
19
(
2021
)
1
,
pp. 70-90
Purpose - This article examines volatility spillovers, cross-market
correlation
, and comovements between selected …
Persistent link: https://www.econbiz.de/10012695346
Saved in:
6
Portfolio
diversification
and oil price shocks : a sector wide analysis
Mohsin Ali
;
Wajahat Azmi
;
Khan, Aftab Parvez
- In:
International Journal of Energy Economics and Policy : IJEEP
9
(
2019
)
3
,
pp. 251-260
Persistent link: https://www.econbiz.de/10012301835
Saved in:
7
Do oil producing countries offer international
diversification
benefits? : evidence from GCC countries
Mimouni, Karim
;
Charfeddine, Lanouar
;
Al-Azzam, Moh'd
- In:
Economic modelling
57
(
2016
),
pp. 263-280
Persistent link: https://www.econbiz.de/10011646913
Saved in:
8
The determinants of co-movement dynamics between sukuk and conventional bonds
Hassan, M. Kabir
;
Paltrinieri, Andrea
;
Dreassi, Alberto
; …
- In:
The quarterly review of economics and finance : journal …
68
(
2018
),
pp. 73-84
Persistent link: https://www.econbiz.de/10012034513
Saved in:
9
Dynamic correlations and domestic-global
diversification
Li, Leon
- In:
Research in international business and finance
39
(
2017
),
pp. 280-290
Persistent link: https://www.econbiz.de/10011876476
Saved in:
10
Commodity financialization and sector ETFs : Evidence from crude oil futures
Liu, Pan
;
Vedenov, Dmitrij V.
;
Power, Gabriel J.
- In:
Research in international business and finance
51
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012208332
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...
//-->