//--> //--> //--> //-->
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
isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Applied financial economics"
~isPartOf:"Energy economics"
~subject:"Kapitaleinkommen"
~subject:"Korrelation"
~subject:"Share price"
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
Search: subject_exact:"Generalized autoregressive conditional heteroscedasticity"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Kapitaleinkommen
Korrelation
Share price
ARCH model
425
ARCH-Modell
425
Volatility
318
Volatilität
318
Oil price
161
Ölpreis
161
Estimation
116
Schätzung
116
Forecasting model
107
Prognoseverfahren
107
Welt
88
World
88
Commodity derivative
84
Rohstoffderivat
84
Capital income
77
Stock market
72
Aktienmarkt
71
Börsenkurs
69
Theorie
64
Theory
64
Time series analysis
57
Zeitreihenanalyse
57
Spillover effect
55
Spillover-Effekt
55
USA
40
Risikomaß
39
Risk measure
39
United States
39
Erdöl
37
Petroleum
37
Oil market
36
Ölmarkt
35
GARCH
30
Correlation
29
Exchange rate
28
Volatility forecasting
28
Wechselkurs
28
more ...
less ...
Online availability
All
Undetermined
70
Type of publication
All
Article
135
Type of publication (narrower categories)
All
Article in journal
135
Aufsatz in Zeitschrift
135
Conference paper
1
Konferenzbeitrag
1
Language
All
English
135
Author
All
Bouri, Elie
6
Ma, Feng
5
Hammoudeh, Shawkat
4
Tiwari, Aviral Kumar
4
Wang, Yudong
4
Engle, Robert F.
3
Yoon, Seong-min
3
Alqahtani, Faisal
2
Balcilar, Mehmet
2
Baum, Christopher F.
2
Chang, Chia-Lin
2
Chen, Liyuan
2
Chen, Yi-ting
2
Demirer, Rıza
2
Elyasiani, Elyas
2
Gasbarro, Dominic
2
Hamori, Shigeyuki
2
Hassan, Kamrul
2
Hoque, Ariful
2
Lin, Boqiang
2
Liu, Xiaochun
2
Mansur, Iqbal
2
McAleer, Michael
2
Nguyen, Duc Khuong
2
Odusami, Babatunde Olatunji
2
Roengchai Tansuchat
2
Sadorsky, Perry A.
2
Wang, Jiqian
2
Wang, Shouyang
2
Wu, Chongfeng
2
Yang, Lu
2
Zerilli, Paola
2
Zhang, Bing
2
Abakah, Emmanuel Joel Aikins
1
Abdelradi, Fadi
1
Abuzayed, Bana
1
Aguilar, Mike
1
Ahmed, Abdullahi Dahir
1
Ahn, Eun S.
1
Ahoniemi, Katja
1
more ...
less ...
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Applied financial economics
Energy economics
Finance research letters
101
International review of economics & finance : IREF
80
Journal of empirical finance
77
International review of financial analysis
75
Research in international business and finance
74
Applied economics
73
The North American journal of economics and finance : a journal of financial economics studies
68
Economic modelling
64
Journal of international financial markets, institutions & money
63
Journal of risk and financial management : JRFM
49
Journal of banking & finance
46
International journal of forecasting
41
Journal of econometrics
41
Applied economics letters
38
Journal of forecasting
36
The European journal of finance
35
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
33
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
31
Economics letters
29
Discussion paper / Tinbergen Institute
27
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
26
International Journal of Energy Economics and Policy : IJEEP
26
Working paper
25
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
24
International journal of finance & economics : IJFE
23
Pacific-Basin finance journal
23
International journal of economics and finance
22
Journal of financial econometrics
21
Review of quantitative finance and accounting
21
Cogent economics & finance
20
International journal of economics and financial issues : IJEFI
20
The journal of futures markets
20
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
19
International Journal of Financial Studies : open access journal
19
The empirical economics letters : a monthly international journal of economics
18
Afro-Asian Journal of Finance and Accounting : AAJFA
17
Emerging markets, finance and trade : EMFT
17
more ...
less ...
Source
All
ECONIS (ZBW)
135
Showing
1
-
10
of
135
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Volatility spillovers across Russian oil and gas sector : evidence of the impact of global markets and extraordinary events
Balash, Vladimir
;
Faizliev, Alexey
- In:
Energy economics
129
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014558943
Saved in:
2
Time-varying jump intensity and volatility forecasting of crude oil returns
Zhang, Lei
;
Chen, Yan
;
Bouri, Elie
- In:
Energy economics
129
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014559002
Saved in:
3
Structural sources of oil market volatility and correlation dynamics
Harrison, Andre
;
Liu, Xiaochun
;
Stewart, Shamar L.
- In:
Energy economics
121
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014438691
Saved in:
4
Intraday and overnight tail risks and return predictability in the crude oil market : Evidence from oil-related regular news and extreme shocks
Wang, Cheng
;
Bouri, Elie
;
Xu, Yahua
;
Zhang, Dingsheng
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014489965
Saved in:
5
The forecast ability of a belief-based momentum indicator in full-day, daytime, and nighttime volatilities of Chinese oil futures
Li, Yan
;
Luu Duc Toan Huynh
;
Xu, Yongan
;
Liang, Hao
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014490332
Saved in:
6
Decomposed oil price shocks and GCC stock market sector returns and volatility
Al-Fayoumi, Nedal
;
Bouri, Elie
;
Abuzayed, Bana
- In:
Energy economics
126
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014483404
Saved in:
7
Time-varying asymmetric volatility spillovers among China’s carbon markets, new energy market and stock market under the shocks of major events
Wu, Xinyu
;
Jiang, Zhengting
- In:
Energy economics
126
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014483676
Saved in:
8
Extreme time-varying spillovers between high carbon emission stocks, green bond and crude oil : evidence from a quantile-based analysis
Dai, Zhifeng
;
Zhang, Xiaotong
;
Yin, Zhujia
- In:
Energy economics
118
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014247843
Saved in:
9
The beneficial role of green bonds as a new strategic asset class : dynamic dependencies, allocation and diversification before and during the pandemic era
Martiradonna, Monica
;
Romagnoli, Silvia
;
Santini, Amia
- In:
Energy economics
120
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014284561
Saved in:
10
The effect of oil implied volatility and geopolitical risk on GCC stock sectors under various market conditions
Bouri, Elie
;
Hammoud, Rami
;
Kassm, Christina Abou
- In:
Energy economics
120
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014284683
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...
//-->