//--> //--> //-->
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:"The econometrics journal"
~isPartOf:"Applied financial economics"
~isPartOf:"Economic modelling"
~person:"Chang, Kuang-liang"
~person:"Cheffou, Abdoulkarim Idi"
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:"ARCH-Modell"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
4
ARCH-Modell
4
Oil price
2
USA
2
United States
2
Volatility
2
Volatilität
2
Ölpreis
2
1975-2007
1
Ansteckungseffekt
1
Commodity derivative
1
Contagion
1
Contagion effect
1
Copula
1
Crude oil market
1
DCC-MGARCH model
1
Estimation
1
Exchange rate
1
Financial crisis
1
Finanzkrise
1
Forecasting model
1
GARCH model
1
Immobilienpreis
1
Insolvency
1
Insolvenz
1
Intraday data
1
Intraday jumps
1
Jump process
1
Multivariate Verteilung
1
Multivariate distribution
1
Nonlinear dependence
1
Oil market
1
Oil price volatility
1
Prognoseverfahren
1
Real estate price
1
Realised volatility
1
Rohstoffderivat
1
Schätzung
1
Spot market
1
Spotmarkt
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Chang, Kuang-liang
Cheffou, Abdoulkarim Idi
Arouri, Mohamed
3
Gupta, Rangan
3
Hafner, Christian M.
3
Hamori, Shigeyuki
3
Huang, Zhuo
3
Iglesias, Emma M.
3
Kumar, Dilip
3
Lahiani, Amine
3
Ma, Feng
3
McMillan, David G.
3
Speight, Alan E. H.
3
Todorova, Neda
3
Tsui, Albert K.
3
Wang, Tianyi
3
Yang, Lu
3
Zhang, Yaojie
3
Ahmed, Abdullahi Dahir
2
Batten, Jonathan A.
2
Bauwens, Luc
2
Belkhouja, Mustapha
2
Ben Sita, Bernard
2
Charfeddine, Lanouar
2
Chiang, Min-Hsien
2
Degiannakis, Stavros
2
Dellaportas, P.
2
Dijk, Dick van
2
Dēmos, Antōnēs A.
2
Fountas, Stilianos
2
Huang, Han-Ching
2
Hung, Jui-cheng
2
Huo, Rui
2
Jawadi, Fredj
2
Jayawardena, Nirodha I.
2
Joëts, Marc
2
Karanasos, Menelaos
2
Laopodis, Nikiforos
2
Lee, Hsiang-tai
2
Li, Bin
2
more ...
less ...
Published in...
All
The econometrics journal
Applied financial economics
Economic modelling
Energy economics
3
Applied economics
2
Decision making and risk/return optimization in financial economics
1
Journal of macroeconomics
1
Review of quantitative finance and accounting
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On the study of contagion in the context of the subprime crisis : a dynamic conditional correlation-multivariate GARCH approach
Hemche, Omar
;
Jawadi, Fredj
;
Maliki, Samir B.
;
Cheffou, …
- In:
Economic modelling
52
(
2016
),
pp. 292-299
Persistent link: https://www.econbiz.de/10011645655
Saved in:
2
On oil-US exchange rate volatility relationships : an intraday analysis
Jawadi, Fredj
;
Louhichi, Waël
;
Ameur, Hachmi Ben
; …
- In:
Economic modelling
59
(
2016
),
pp. 329-334
Persistent link: https://www.econbiz.de/10011647852
Saved in:
3
The time-varying and asymmetric dependence between crude oil spot and futures markets : evidence from the mixture copula-based ARJI-GARCH model
Chang, Kuang-liang
- In:
Economic modelling
29
(
2012
)
6
,
pp. 2298-2309
Persistent link: https://www.econbiz.de/10009673749
Saved in:
4
House price dynamics, conditional higher-order moments, and density forecasts
Chang, Kuang-liang
- In:
Economic modelling
27
(
2010
)
5
,
pp. 1029-1039
Persistent link: https://www.econbiz.de/10008824917
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->