//--> //--> //--> //-->
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 Curious Case of the Yen as...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
ARCH model
Volatility
40,917
Volatilität
40,649
Theorie
17,255
Theory
16,910
Kapitalmobilität
14,577
Capital mobility
14,389
Derivat
13,957
Derivative
13,923
Börsenkurs
10,197
Welt
10,099
Share price
10,055
World
9,938
Schätzung
9,693
Estimation
9,482
Kapitaleinkommen
7,528
Capital income
7,500
USA
6,542
ARCH-Modell
6,514
United States
6,332
Aktienmarkt
6,174
Stock market
6,100
Optionspreistheorie
5,750
Wechselkurs
5,709
Option pricing theory
5,660
Exchange rate
5,584
Stochastischer Prozess
4,236
Stochastic process
4,170
Finanzkrise
4,052
Prognoseverfahren
4,038
Financial crisis
4,026
Forecasting model
3,990
Portfolio-Management
3,657
Portfolio selection
3,635
Finanzmarkt
3,542
Financial market
3,466
Internationaler Finanzmarkt
3,415
Zeitreihenanalyse
3,365
International financial market
3,356
Time series analysis
3,288
more ...
less ...
Online availability
All
Undetermined
2,374
Free
1,948
Type of publication
All
Article
4,709
Book / Working Paper
1,733
Type of publication (narrower categories)
All
Article in journal
4,573
Aufsatz in Zeitschrift
4,573
Graue Literatur
848
Non-commercial literature
848
Arbeitspapier
830
Working Paper
830
Aufsatz im Buch
133
Book section
133
Hochschulschrift
64
Thesis
44
Conference paper
25
Konferenzbeitrag
25
Collection of articles written by one author
21
Sammlung
21
Collection of articles of several authors
14
Sammelwerk
14
Aufsatzsammlung
7
Bibliografie enthalten
4
Bibliography included
4
Konferenzschrift
3
Systematic review
3
Übersichtsarbeit
3
Case study
2
Conference proceedings
2
Fallstudie
2
Amtsdruckschrift
1
Bibliografie
1
Diskette
1
Festschrift
1
Floppy disk
1
Forschungsbericht
1
Government document
1
Handbook
1
Handbuch
1
Lehrbuch
1
Rezension
1
Textbook
1
more ...
less ...
Language
All
English
6,395
German
25
Spanish
13
French
3
Portuguese
2
Undetermined
2
Czech
1
Polish
1
Romanian
1
Chinese
1
more ...
less ...
Author
All
McAleer, Michael
127
Gupta, Rangan
70
Ma, Feng
65
Chang, Chia-Lin
64
Bouri, Elie
43
Caporale, Guglielmo Maria
33
Zhang, Yaojie
33
Bauwens, Luc
32
Kumar, Dilip
32
Engle, Robert F.
28
Hansen, Peter Reinhard
25
McMillan, David G.
25
Teräsvirta, Timo
25
Wang, Yudong
24
Hafner, Christian M.
23
Kang, Sang Hoon
23
Liang, Chao
23
Bollerslev, Tim
22
Caporin, Massimiliano
22
Herwartz, Helmut
22
Wei, Yu
22
Hammoudeh, Shawkat
21
Wu, Xinyu
21
Conrad, Christian
20
Salisu, Afees A.
20
Serletis, Apostolos
20
Silvennoinen, Annastiina
20
Tiwari, Aviral Kumar
20
Yoon, Seong-min
20
Floros, Christos
19
Laurent, Sébastien
19
Molnár, Peter
19
Spagnolo, Nicola
19
Degiannakis, Stavros
18
Diebold, Francis X.
18
Huang, Zhuo
18
Ji, Qiang
18
Koopman, Siem Jan
18
Andersen, Torben
17
Hamori, Shigeyuki
17
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
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
Shakai-Keizai-Kenkyūsho <Osaka>
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
157
International review of financial analysis
113
Economic modelling
109
Applied economics
106
The North American journal of economics and finance : a journal of financial economics studies
102
International review of economics & finance : IREF
99
Research in international business and finance
96
Journal of empirical finance
93
Journal of international financial markets, institutions & money
73
Journal of risk and financial management : JRFM
69
Journal of econometrics
66
International journal of forecasting
64
Applied financial economics
62
Journal of forecasting
57
Journal of banking & finance
55
Discussion paper / Tinbergen Institute
54
Economics letters
52
Applied economics letters
51
International Journal of Energy Economics and Policy : IJEEP
50
The journal of futures markets
46
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
45
International journal of finance & economics : IJFE
43
The European journal of finance
42
Econometric Institute research papers
41
Working paper
41
Journal of financial econometrics : official journal of the Society for Financial Econometrics
40
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
34
International journal of economics and financial issues : IJEFI
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
29
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
29
Pacific-Basin finance journal
29
Journal of international money and finance
28
Review of quantitative finance and accounting
28
The empirical economics letters : a monthly international journal of economics
28
Journal of financial econometrics
25
Quantitative finance
25
more ...
less ...
Source
All
ECONIS (ZBW)
6,436
RePEc
4
ArchiDok
2
Showing
1
-
10
of
6,442
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
International transmission of
volatility
between stock and stock index futures markets
Puttonen, Vesa
- In:
Journal of international financial markets, …
5
(
1995
)
2/3
,
pp. 97-115
Persistent link: https://www.econbiz.de/10001508146
Saved in:
2
Pouvoir prédictif de la volatilité implicite dans le prix des options de change
Rzepkowski, Bronka
- In:
Economie & prévision : EP
(
2001
)
2
,
pp. 71-97
Persistent link: https://www.econbiz.de/10001674730
Saved in:
3
Pouvoir prédictif de la volatilité implicite dans le prix des options de change
Rzepkowski, Bronka
-
2001
Persistent link: https://www.econbiz.de/10001563631
Saved in:
4
Spot market and
derivative
segment of equity in India
Sharma, Dheeraj P.
;
Ahalawat, Shweta
;
Patro, Archana
; …
- In:
Applied economics
54
(
2022
)
3
,
pp. 326-339
Persistent link: https://www.econbiz.de/10012874036
Saved in:
5
Impact of individual stock derivatives introduction in India on its underlying spot market
volatility
Nandy, Suparna
;
Chattopadhyay, Arup Kumar
- In:
Asia-Pacific journal of management research and …
12
(
2016
)
2
,
pp. 109-133
Persistent link: https://www.econbiz.de/10011720262
Saved in:
6
Volatility
and the hedging effectiveness of China fuel oil futures
Chen, Wei
;
Ford, James L.
-
2010
Persistent link: https://www.econbiz.de/10009374212
Saved in:
7
Impacts of
derivative
markets on spot market
volatility
and their persistence
Fong, Lik
;
Han, Chulwoo
- In:
Applied economics
47
(
2015
)
22/24
,
pp. 2250-2258
Persistent link: https://www.econbiz.de/10010516655
Saved in:
8
The effect of futures trading on spot market
volatility
: evidence from Turkish
derivative
exchange
Günay, Samet
;
Haque, Mahfuzul
- In:
International journal of business and emerging markets …
7
(
2015
)
3
,
pp. 265-285
Persistent link: https://www.econbiz.de/10011416874
Saved in:
9
Volatility
forecasting using financial statement information
Sridharan, Suhas A.
- In:
The accounting review : a publication of the American …
90
(
2015
)
5
,
pp. 2079-2106
Persistent link: https://www.econbiz.de/10011375882
Saved in:
10
Forecasting the daily dynamic hedge ratios by GARCH models : evidence from the agricultural futures markets
Zhang, Yuanyuan
;
Choudhry, Taufiq
- In:
The European journal of finance
21
(
2015
)
4/6
,
pp. 376-399
Persistent link: https://www.econbiz.de/10010528976
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...
//-->