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
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
On Valuing Participating Life...
Similar by subject
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Volatility
203
Volatilität
202
Leverage effect
180
leverage effect
167
ARCH-Modell
142
ARCH model
138
Capital income
132
Kapitaleinkommen
132
Theorie
100
Theory
97
Börsenkurs
75
Share price
72
Schätzung
71
Estimation
70
Leverage Effect
60
Zeitreihenanalyse
56
Time series analysis
55
Aktienmarkt
51
Prognoseverfahren
51
Stock market
51
Forecasting model
50
conditional heteroscedasticity
44
GARCH
43
Capital structure
42
Conditional heteroscedasticity
42
Kapitalstruktur
42
Stochastischer Prozess
42
Stochastic process
40
Estimation theory
39
Schätztheorie
39
Heteroscedasticity
35
Default option
34
Heteroskedastizität
34
EGARCH
29
volatility
25
Optionspreistheorie
24
Stochastic volatility
24
Option pricing theory
23
Correlation
21
Markov chain
21
more ...
less ...
Online availability
All
Undetermined
235
Free
229
Type of publication
All
Article
372
Book / Working Paper
184
Other
4
Type of publication (narrower categories)
All
Article in journal
252
Aufsatz in Zeitschrift
252
Working Paper
54
Graue Literatur
36
Non-commercial literature
36
Arbeitspapier
33
Article
16
Aufsatz im Buch
4
Book section
4
research-article
4
Hochschulschrift
3
Thesis
3
Collection of articles written by one author
2
Sammlung
2
Aufsatzsammlung
1
Conference paper
1
Konferenzbeitrag
1
Mehrbändiges Werk
1
Multi-volume publication
1
more ...
less ...
Language
All
English
386
Undetermined
164
German
3
French
3
Czech
1
Lithuanian
1
Russian
1
Spanish
1
more ...
less ...
Author
All
Aboura, Sofiane
10
Ruiz, Esther
10
Haas, Markus
9
Linton, Oliver
7
Mykland, Per A.
7
Paolella, Marc S.
7
Yu, Jun
7
Chevallier, Julien
6
Francq, Christian
6
Mittnik, Stefan
6
Normandin, Michel
6
Pérez, Ana
6
Wagner, Niklas
6
Altmann, Steffen
5
Bollerslev, Tim
5
Carnero, M. Angeles
5
Egebark, Johan
5
Ekström, Mathias
5
Falk, Armin
5
Heidhues, Paul
5
Jayaraman, Rajshri
5
Li, Yingying
5
Taamouti, Abderrahim
5
Zhang, Lan
5
Bos, Charles S.
4
Catania, Leopoldo
4
Du, Xiaodong
4
Gonzalez-Perez, Maria T.
4
Hafner, Christian M.
4
Hansen, Peter Reinhard
4
Ielpo, Florian
4
Jensen, Mark J.
4
Koopman, Siem Jan
4
Maheu, John M.
4
Martens, Martin
4
Omori, Yasuhiro
4
Tauchen, George
4
Whang, Yoon-Jae
4
Wirjanto, Tony S.
4
Wu, Xinyu
4
more ...
less ...
Institution
All
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
10
School of Economics and Management, University of Aarhus
8
Center for Financial Studies
4
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
4
Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE)
4
Departamento de Estadistica, Universidad Carlos III de Madrid
4
HAL
4
EconWPA
3
Econometric Society
3
Henley Business School, University of Reading
3
Institut d'Économie Appliquée, HEC Montréal (École des Hautes Études Commerciales)
3
Rimini Centre for Economic Analysis (RCEA)
3
School of Economics, Singapore Management University
3
Université Paris-Dauphine (Paris IX)
3
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
2
Centre for Microdata Methods and Practice (CEMMAP)
2
Departamento de Economía, Universidad Carlos III de Madrid
2
Department of Accounting, Finance and Economics, Griffith Business School
2
Department of Econometrics and Business Statistics, Monash Business School
2
Department of International and European Economic Studies, Athens University of Economics and Business (AUEB)
2
Duke University, Department of Economics
2
Finance Discipline Group, Business School
2
Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund
2
Tinbergen Institute
2
Tinbergen Instituut
2
UNIVERSIDAD ICESI
2
Agricultural and Applied Economics Association - AAEA
1
Banco de España
1
Banque de France
1
Center for Agricultural and Rural Development (CARD), Iowa State University
1
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
1
Centre de Recherche sur l'Emploi et les Fluctuations Économiques (CREFÉ), École des Sciences de la Gestion (ESG)
1
Cowles Foundation for Research in Economics, Yale University
1
Departamento de Economia, Pontifícia Universidade Católica do Rio de Janeiro
1
Departamento de Economía, Facultad de Ciencias Sociales
1
Department of Economics and Finance, College of Business and Administration
1
Department of Economics and Related Studies, University of York
1
Department of Economics, Andrew Young School of Policy Studies
1
Department of Economics, City University
1
Department of Economics, European University Institute
1
more ...
less ...
Published in...
All
Finance research letters
11
Cahiers de recherche
10
MPRA Paper
10
Journal of econometrics
9
CREATES Research Papers
8
Economic modelling
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Economics letters
7
Energy economics
7
Journal of financial economics
7
The North American journal of economics and finance : a journal of financial economics studies
7
International journal of forecasting
6
International review of financial analysis
6
Physica A: Statistical Mechanics and its Applications
5
Studies in Nonlinear Dynamics & Econometrics
5
CBN Journal of Applied Statistics
4
CBN journal of applied statistics
4
CFS Working Paper Series
4
CIRANO Working Papers
4
Computational economics
4
Econometrics
4
Global business review
4
International Econometric Review (IER)
4
International journal of economics and finance
4
International journal of theoretical and applied finance
4
Journal of empirical finance
4
Pacific-Basin finance journal
4
Statistics and Econometrics Working Papers
4
The European Journal of Finance
4
The European journal of finance
4
The North American Journal of Economics and Finance
4
Tinbergen Institute Discussion Papers
4
Applied economics
3
Applied economics letters
3
Discussion paper series / IZA
3
Econometrics : open access journal
3
Economic Modelling
3
Economics Papers from University Paris Dauphine
3
Global Business and Economics Review
3
ICMA Centre Discussion Papers in Finance
3
more ...
less ...
Source
All
ECONIS (ZBW)
294
RePEc
215
EconStor
37
BASE
10
Other ZBW resources
4
Showing
81
-
90
of
560
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
81
Fourth moment structure of markov switching multivariate GARCH models
Cavicchioli, Maddalena
- In:
Journal of financial econometrics
19
(
2021
)
4
,
pp. 565-582
Persistent link: https://www.econbiz.de/10012654989
Saved in:
82
The impact of economic variables, war, and elections on the behavior of all share price index in the Colombo Stock Exchange
Peiris, D. P. P. N.
- In:
New horizons in management, leadership and …
,
(pp. 337-353)
.
2021
Persistent link: https://www.econbiz.de/10012584378
Saved in:
83
Modelización financiera mediante modelos híbridos Arima-Garch : evidencia para Argentina
Larre, Tomás Francisco
;
Auza, Joaquín
- In:
Ciencias económicas : publicación semestral de …
16
(
2019
)
2
,
pp. 29-45
Persistent link: https://www.econbiz.de/10012616048
Saved in:
84
A self-normalization test for correlation change
Choi, Ji-Eun
;
Shin, Dong-wan
- In:
Economics letters
193
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012509218
Saved in:
85
Modelling exchange rate volatility of Somali Shilling against US Dollar by utilizing GARCH models
Ali, Abdullahi Osman
- In:
International journal of economics and financial issues …
11
(
2021
)
2
,
pp. 35-39
Persistent link: https://www.econbiz.de/10012509707
Saved in:
86
On the origins of conditional heteroscedasticity in time series
Ashley, Richard A.
- In:
The Korean economic review
28
(
2012
)
1
,
pp. 5-25
Persistent link: https://www.econbiz.de/10010192152
Saved in:
87
Bitcoin option pricing with a SETAR-GARCH model
Siu, Tak Kuen
;
Elliott, Robert J.
- In:
The European journal of finance
27
(
2021
)
6
,
pp. 564-595
Persistent link: https://www.econbiz.de/10012484403
Saved in:
88
Outliers and misleading leverage effect in asymmetric GARCH-type models
Carnero, M. Angeles
;
Pérez, Ana
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012437834
Saved in:
89
Strict stationarity, persistence and volatility forecasting in ARCH (∞) processes
Davidson, James E. H.
;
Li, Xiaoyu
- In:
Journal of empirical finance
38
(
2016
),
pp. 534-547
Persistent link: https://www.econbiz.de/10011663340
Saved in:
90
The Nordic/Baltic spot electric power system price : univariate nonlinear impulse-response analysis
Solibakke, Per Bjarte
- In:
The journal of energy markets
11
(
2018
)
1
,
pp. 35-75
Persistent link: https://www.econbiz.de/10011999481
Saved in:
First
Prev
5
6
7
8
9
10
11
12
13
14
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
