//--> //--> //--> //-->
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
The Differential Informativene...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
ARCH model
Börsenkurs
52,509
Share price
50,983
Kapitaleinkommen
39,391
Capital income
39,291
Theorie
20,351
Theory
20,104
Aktienmarkt
17,167
Stock market
16,986
Volatilität
13,364
Volatility
13,208
Schätzung
12,979
Estimation
12,781
USA
11,338
United States
11,124
Portfolio-Management
8,123
Portfolio selection
8,097
CAPM
7,191
Anlageverhalten
7,029
Behavioural finance
6,974
Prognoseverfahren
6,385
Forecasting model
6,325
Ankündigungseffekt
6,234
Announcement effect
6,191
Informationsökonomik
5,061
Welt
5,045
Economics of information
5,025
World
4,973
Risk
4,177
Risiko
4,141
Risikoprämie
3,893
Risk premium
3,871
Finanzmarkt
3,778
Financial market
3,733
ARCH-Modell
3,593
Finanzkrise
3,327
Financial crisis
3,313
Investmentfonds
2,997
Investment Fund
2,989
Zeitreihenanalyse
2,954
more ...
less ...
Online availability
All
Undetermined
1,405
Free
992
Type of publication
All
Article
2,736
Book / Working Paper
817
Type of publication (narrower categories)
All
Article in journal
2,658
Aufsatz in Zeitschrift
2,658
Graue Literatur
406
Non-commercial literature
406
Arbeitspapier
391
Working Paper
391
Aufsatz im Buch
78
Book section
78
Hochschulschrift
45
Thesis
35
Conference paper
14
Konferenzbeitrag
14
Collection of articles written by one author
13
Sammlung
13
Bibliografie enthalten
5
Bibliography included
5
Collection of articles of several authors
4
Sammelwerk
4
Case study
3
Fallstudie
3
Aufsatzsammlung
2
Bibliografie
1
Forschungsbericht
1
Mehrbändiges Werk
1
Multi-volume publication
1
Rezension
1
more ...
less ...
Language
All
English
3,536
German
14
Spanish
2
Czech
1
French
1
Chinese
1
Author
All
Gupta, Rangan
48
McAleer, Michael
37
Ma, Feng
34
Bouri, Elie
27
Engle, Robert F.
22
Kumar, Dilip
22
Zhang, Yaojie
19
Teräsvirta, Timo
17
Chang, Chia-Lin
16
Chiang, Thomas C.
16
Bauwens, Luc
15
Floros, Christos
15
Koopman, Siem Jan
14
Tiwari, Aviral Kumar
14
Kang, Sang Hoon
13
Molnár, Peter
13
Paolella, Marc S.
13
Wang, Yudong
13
Hafner, Christian M.
12
McMillan, David G.
12
Wu, Xinyu
12
Allen, David E.
11
Brooks, Robert
11
Elyasiani, Elyas
11
Huang, Zhuo
11
Li, Yan
11
Mittnik, Stefan
11
Rodriguez, Gabriel
11
Silvennoinen, Annastiina
11
Wang, Jiqian
11
Yoon, Seong-min
11
Demirer, Rıza
10
Haas, Markus
10
Hansen, Peter Reinhard
10
Liang, Chao
10
Maheswaran, S.
10
Mansur, Iqbal
10
Salisu, Afees A.
10
Wei, Yu
10
Xuan Vinh Vo
10
more ...
less ...
Institution
All
National Bureau of Economic Research
9
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
3
Ekonomiska forskningsinstitutet <Stockholm>
2
Gottfried Wilhelm Leibniz Universität Hannover
2
Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
1
Brown University / Department of Economics
1
Center for Economic Research <Tilburg>
1
Centre for Analytical Finance <Århus>
1
Econometrisch Instituut <Rotterdam>
1
Erasmus Research Institute of Management
1
European University Institute / Department of Economics
1
Federal Reserve Bank of St. Louis
1
International Center for Financial Asset Management and Engineering
1
School of Finance and Business Economics <Perth, Western Australia>
1
Svenska Handelshögskolan <Helsinki>
1
Universität Bremen / Fachbereich Wirtschaftswissenschaft
1
William Davidson Institute <Ann Arbor, Mich.>
1
Zentrum für Europäische Wirtschaftsforschung
1
more ...
less ...
Published in...
All
Finance research letters
91
Energy economics
75
International review of economics & finance : IREF
71
International review of financial analysis
68
Journal of empirical finance
68
The North American journal of economics and finance : a journal of financial economics studies
66
Research in international business and finance
65
Applied economics
63
Journal of international financial markets, institutions & money
55
Economic modelling
52
Journal of risk and financial management : JRFM
47
International journal of forecasting
39
Journal of banking & finance
39
Journal of econometrics
37
The European journal of finance
35
Journal of forecasting
34
Applied economics letters
33
Applied financial economics
29
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
28
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
25
Economics letters
23
International Journal of Energy Economics and Policy : IJEEP
23
Discussion paper / Tinbergen Institute
22
International journal of finance & economics : IJFE
22
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
22
Pacific-Basin finance journal
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
22
International journal of economics and finance
21
Journal of financial econometrics
21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
20
Working paper
20
Cogent economics & finance
19
International Journal of Financial Studies : open access journal
19
International journal of economics and financial issues : IJEFI
19
Review of quantitative finance and accounting
19
Department of Economics working paper series
17
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
17
Global business review
17
Afro-Asian Journal of Finance and Accounting : AAJFA
16
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
16
more ...
less ...
Source
All
ECONIS (ZBW)
3,553
Showing
1
-
10
of
3,553
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Public information arrival and volatility of intraday stock returns
Kalev, Petko S.
;
Liu, Wai-man
;
Pham, Peter Kien
; …
- In:
Journal of banking & finance
28
(
2004
)
6
,
pp. 1441-1467
Persistent link: https://www.econbiz.de/10002049619
Saved in:
2
Conditional leptokurtosis and non-linear dependence in exchange rate returns
Caporale, Guglielmo Maria
;
Hassapis, Christis
;
Pittis, …
-
1994
Persistent link: https://www.econbiz.de/10000897287
Saved in:
3
Alternative models for conditional stock volatility
Pagan, Adrian R.
;
Schwert, George William
-
1989
Persistent link: https://www.econbiz.de/10000765771
Saved in:
4
Long run volatility forecasting for individual stocks in a one factor model
Engle, Robert F.
;
Lee, Gary G. J.
-
1993
Persistent link: https://www.econbiz.de/10000877958
Saved in:
5
A permanent and transitory component model of stock return volatility
Engle, Robert F.
;
Lee, Gary G. J.
-
1993
-
[Rev.]
Persistent link: https://www.econbiz.de/10000877975
Saved in:
6
Conditional leptokurtosis and non-linear dependence in exchange rate returns
Caporale, Guglielmo M.
;
Hassapis, Christis
;
Pittis, Nikitas
-
1994
Persistent link: https://www.econbiz.de/10000147732
Saved in:
7
Essays on realized volatility and jumps
Larson, Marcus
-
2008
Persistent link: https://www.econbiz.de/10003758871
Saved in:
8
Modelos ARCH, GARCH y EGARCH : aplicaciones a series financieras
Casas Monsegny, Marta
;
Cepeda Cuervo, Edilberto
- In:
Cuadernos de economía
27
(
2008
)
1
,
pp. 287-319
Persistent link: https://www.econbiz.de/10003760218
Saved in:
9
Asymmetric multivariate normal mixture GARCH
Haas, Markus
(
contributor
);
Mittnik, Stefan
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003651581
Saved in:
10
Multivariate regimeswitching GARCH with an application to international stock markets
Haas, Markus
(
contributor
);
Mittnik, Stefan
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003651587
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...
//-->