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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Energy economics"
~isPartOf:"International journal of forecasting"
~subject:"Kapitaleinkommen"
~subject:"Korrelation"
~subject:"Share price"
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Search: subject_exact:"Generalized autoregressive conditional heteroscedasticity"
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Kapitaleinkommen
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Share price
ARCH model
428
ARCH-Modell
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330
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330
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172
Oil price
172
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Ma, Feng
8
Bouri, Elie
6
Hammoudeh, Shawkat
4
Tiwari, Aviral Kumar
4
Wang, Yudong
4
Engle, Robert F.
3
McAleer, Michael
3
Wang, Jiqian
3
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3
Yoon, Seong-min
3
Alqahtani, Faisal
2
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2
Baum, Christopher F.
2
Caporin, Massimiliano
2
Catania, Leopoldo
2
Chang, Chia-Lin
2
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2
Chen, Yi-ting
2
Cipollini, Fabrizio
2
Dai, Zhifeng
2
Demirer, Rıza
2
Fiszeder, Piotr
2
Gallo, Giampiero M.
2
Gasbarro, Dominic
2
Geweke, John
2
Gupta, Rangan
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Hassan, Kamrul
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Hoque, Ariful
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Lin, Boqiang
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Molnár, Peter
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Odusami, Babatunde Olatunji
2
Olmo, Jose
2
Roengchai Tansuchat
2
Rombouts, Jeroen V. K.
2
Sadorsky, Perry A.
2
Sucarrat, Genaro
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Energy economics
International journal of forecasting
Finance research letters
102
International review of economics & finance : IREF
80
Journal of empirical finance
77
Research in international business and finance
76
International review of financial analysis
75
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
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49
Journal of banking & finance
46
Journal of econometrics
41
Applied economics letters
38
The European journal of finance
37
Journal of forecasting
36
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
33
Applied financial economics
32
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
International journal of finance & economics : IJFE
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Pacific-Basin finance journal
23
International journal of economics and finance
22
Journal of financial econometrics
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Review of quantitative finance and accounting
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Cogent economics & finance
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International journal of economics and financial issues : IJEFI
20
The journal of futures markets
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
19
International Journal of Financial Studies : open access journal
19
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
18
The empirical economics letters : a monthly international journal of economics
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Afro-Asian Journal of Finance and Accounting : AAJFA
17
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ECONIS (ZBW)
149
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1
2T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log returns : Out-of-sample comparison of conditional EVT models
Tomlinson, Matthew F.
;
Greenwood, David
; …
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 324-347
Persistent link: https://www.econbiz.de/10014450274
Saved in:
2
Macroeconomic shocks and volatility spillovers between stock, bond, gold and crude oil markets
Xu, Yongdeng
;
Heravi, Saeed M.
- In:
Energy economics
136
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10015046875
Saved in:
3
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:
4
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:
5
Forecasting stock market volatility with regime-switching GARCH-MIDAS : the role of geopolitical risks
Segnon, Mawuli
;
Gupta, Rangan
;
Wilfling, Bernd
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 29-43
Persistent link: https://www.econbiz.de/10014450235
Saved in:
6
Assessing the baseline model of WTI oil and stock returns under financial volatility and spillover effects
Attílio, Luccas Assis
;
Mollick, André Varella
- In:
Energy economics
135
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10015046980
Saved in:
7
China's futures market volatility and sectoral stock market volatility prediction
Zeng, Qing
;
Zhang, Jixiang
;
Zhong, Juandan
- In:
Energy economics
132
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10015047525
Saved in:
8
Sentiment and energy price volatility : a nonlinear high frequency analysis
Jawadi, Fredj
;
Bourghelle, David
;
Rozin, Philippe
; …
- In:
Energy economics
133
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10015048288
Saved in:
9
Extreme time-varying spillovers between high carbon emission stocks, green bond and crude oil : Comment
Bonaccolto, Giovanni
;
Caporin, Massimiliano
;
Iacopini, …
- In:
Energy economics
132
(
2024
),
pp. 1-4
Persistent link: https://www.econbiz.de/10015047165
Saved in:
10
DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 938-955
Persistent link: https://www.econbiz.de/10014465168
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