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~subject:"ARCH-Modell"
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ARCH-Modell
Schätzung
130,047
Estimation
123,889
Finanzkrise
58,468
Financial crisis
58,061
Theorie
44,824
Theory
43,853
Welt
33,305
World
32,451
Schwellenländer
26,759
Emerging economies
26,256
USA
25,243
United States
24,118
Deutschland
19,566
Germany
17,464
EU-Staaten
16,881
EU countries
16,271
Geldpolitik
15,239
Monetary policy
14,756
Börsenkurs
14,001
Share price
13,772
Volatilität
12,064
Wirtschaftswachstum
11,856
Volatility
11,843
Wirkungsanalyse
11,707
Economic growth
11,491
Impact assessment
11,424
Kapitaleinkommen
11,257
Capital income
11,220
Aktienmarkt
9,648
Stock market
9,484
Wirtschaftskrise
9,374
Konjunktur
9,065
Economic crisis
9,009
Eurozone
8,869
Business cycle
8,797
Euro area
8,617
Finanzmarkt
8,528
Financial market
8,411
Wechselkurs
8,346
Exchange rate
8,035
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Undetermined
1,363
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1,148
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Article
2,826
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1,071
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Article in journal
2,743
Aufsatz in Zeitschrift
2,743
Working Paper
624
Graue Literatur
572
Non-commercial literature
572
Arbeitspapier
560
Aufsatz im Buch
76
Book section
76
Hochschulschrift
59
Thesis
44
Conference paper
16
Konferenzbeitrag
16
Collection of articles written by one author
9
Sammlung
9
Aufsatzsammlung
6
Collection of articles of several authors
6
Sammelwerk
6
Case study
4
Fallstudie
4
Forschungsbericht
4
Article
3
Bibliografie enthalten
3
Bibliography included
3
Systematic review
3
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3
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1
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1
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English
3,862
German
27
French
5
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2
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1
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1
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McAleer, Michael
58
Gupta, Rangan
31
Herwartz, Helmut
31
Chang, Chia-Lin
26
Caporale, Guglielmo Maria
25
Hafner, Christian M.
23
Kumar, Dilip
23
Paolella, Marc S.
21
Conrad, Christian
20
Mittnik, Stefan
18
Karanasos, Menelaos
17
Ma, Feng
17
Bouri, Elie
16
Brooks, Robert
14
Engle, Robert F.
14
Hamori, Shigeyuki
14
Teräsvirta, Timo
14
Yoon, Seong-min
14
Caporin, Massimiliano
13
Jawadi, Fredj
13
Antonakakis, Nikolaos
12
Bauwens, Luc
12
Koopman, Siem Jan
12
Weber, Enzo
12
Bollerslev, Tim
11
Floros, Christos
11
Francq, Christian
11
Haas, Markus
11
Huang, Zhuo
11
Kang, Sang Hoon
11
Malik, Farooq
11
McMillan, David G.
11
Miller, Stephen M.
11
Silvennoinen, Annastiina
11
Tiwari, Aviral Kumar
11
Asai, Manabu
10
Bahmani-Oskooee, Mohsen
10
Chiang, Thomas C.
10
Franses, Philip Hans
10
Han, Young Wook
10
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
10
National Bureau of Economic Research
7
Econometrisch Instituut <Rotterdam>
4
University of Canterbury / Dept. of Economics and Finance
3
Centre for Analytical Finance <Århus>
2
Escola de Pós-Graduação em Economia <Rio de Janeiro>
2
Gottfried Wilhelm Leibniz Universität Hannover
2
Springer Fachmedien Wiesbaden
2
Centre for Quantitative Economics & Computing
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Deakin University
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Federal Reserve Bank of San Francisco
1
Institut für Weltwirtschaft
1
Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
1
National Institute of Economic and Social Research
1
Queen Mary College / Department of Economics
1
School of Accounting, Finance and Economics <Perth, Western Australia>
1
University of Strathclyde / Department of Economics
1
Università Politecnica delle Marche / Dipartimento di Economia
1
Universität Bremen / Fachbereich Wirtschaftswissenschaft
1
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
1
World Bank
1
Zentrum für Europäische Wirtschaftsforschung
1
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Published in...
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Energy economics
77
Applied economics
71
Economic modelling
69
Finance research letters
66
International review of financial analysis
66
International review of economics & finance : IREF
63
Journal of international financial markets, institutions & money
56
The North American journal of economics and finance : a journal of financial economics studies
55
Research in international business and finance
53
Journal of empirical finance
51
Journal of econometrics
40
Journal of banking & finance
38
Applied economics letters
37
Journal of risk and financial management : JRFM
36
Applied financial economics
35
Economics letters
30
Discussion paper / Tinbergen Institute
29
International journal of forecasting
29
Journal of financial econometrics : official journal of the Society for Financial Econometrics
29
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
28
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
27
International journal of finance & economics : IJFE
27
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
27
International journal of economics and financial issues : IJEFI
26
The European journal of finance
26
International journal of economics and finance
25
Journal of international money and finance
24
Working paper
24
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
22
Journal of risk
22
Econometric Institute research papers
21
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
21
The journal of futures markets
21
Cogent economics & finance
20
Econometric reviews
20
Review of quantitative finance and accounting
20
International Journal of Energy Economics and Policy : IJEEP
18
Pacific-Basin finance journal
18
Emerging markets review
17
CESifo working papers
16
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Source
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ECONIS (ZBW)
3,827
EconStor
67
OLC EcoSci
3
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1
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10
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date (oldest first)
1
Safe haven or contagion? : the disparate effects of
Euro
-zone crises on non-
Euro
-zone neighbours
Bird, Graham R.
;
Du, Wenti
;
Pentecost, Eric J.
; …
- In:
Applied economics
49
(
2017
)
59
,
pp. 5895-5904
Persistent link: https://www.econbiz.de/10011845841
Saved in:
2
Time-varying betas in Central and Eastern European markets: a bivariate BEKK GARCH approach
Anton, Sorin Gabriel
;
Ochem, Marie
- In:
International journal of economic policy in emerging …
6
(
2013
)
2
,
pp. 107-121
Persistent link: https://www.econbiz.de/10009790510
Saved in:
3
The US dollar/
euro
exchange rate : structural modeling and forecasting during the recent financial crises
Morana, Claudio
- In:
Journal of forecasting
36
(
2017
)
8
,
pp. 919-935
Persistent link: https://www.econbiz.de/10011860924
Saved in:
4
Volatility spillovers among the U.S. and Asian stock markets : a comparison between the periods of Asian currency crisis and subprime credit crisis
Lien, Da-hsiang Donald
;
Lee, Geul
;
Li, Yang
;
Zhang, Yuyin
- In:
The North American journal of economics and finance : a …
46
(
2018
),
pp. 187-201
Persistent link: https://www.econbiz.de/10012036617
Saved in:
5
MENA stock market volatility persistence : evidence before and after the financial crisis of 2008
Assaf, Ata
- In:
Research in international business and finance
36
(
2016
),
pp. 222-240
Persistent link: https://www.econbiz.de/10011594406
Saved in:
6
Effects of financial crises on the long memory volatility dependency of foreign exchange rates : the asian crisis vs. the global crisis
Han, Young Wook
- In:
Journal of East Asian economic integration
18
(
2014
)
1
,
pp. 3-27
dependency of the daily returns. The
estimation
results reflect that the long memory volatility dependency of the KRW-USD is …
Persistent link: https://www.econbiz.de/10011568197
Saved in:
7
Effects of financial crises on the long memory volatility dependency of foreign exchange rates : the Asian crisis vs. the global crisis
Han, Young Wook
- In:
Journal of East Asian economic integration
18
(
2014
)
1
,
pp. 3-27
Persistent link: https://www.econbiz.de/10010347752
Saved in:
8
Time-variant safe haven currencies
Sato, Ayano
;
Nakata, Hayato
;
Percy, Jay
- In:
International review of economics & finance : IREF
93
(
2024
)
2
,
pp. 316-328
Persistent link: https://www.econbiz.de/10014535558
Saved in:
9
A dynamic correlation analysis of financial contagion : evidence from the Eurozone stock markets
Trabelsi, Mohamed Ali
;
Hmida, Salma
- In:
Entrepreneurial business and economics review : EBER
6
(
2018
)
3
,
pp. 129-141
Persistent link: https://www.econbiz.de/10012025384
Saved in:
10
Mean aversion in and persistence of shocks to the US dollar : evidence from nine foreign currencies
Azar, Samih Antoine
- In:
International journal of economics and financial issues …
3
(
2013
)
3
,
pp. 723-733
Persistent link: https://www.econbiz.de/10010519398
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