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source:"econis"
~isPartOf:"Energy economics"
~isPartOf:"Journal of econometrics"
~subject:"ARCH model"
~type_genre:"Article in journal"
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ARCH model
Estimation
947
Schätzung
942
Volatility
246
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246
Theorie
239
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239
Estimation theory
234
Schätztheorie
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Zakoïan, Jean-Michel
5
Francq, Christian
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Ma, Feng
4
Yoon, Seong-min
4
Bouri, Elie
3
Kim, Donggyu
3
Bollerslev, Tim
2
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2
Paolella, Marc S.
2
Polak, Pawel
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2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Energy economics
Journal of econometrics
Applied economics
58
Finance research letters
57
Economic modelling
52
International review of economics & finance : IREF
50
International review of financial analysis
46
The North American journal of economics and finance : a journal of financial economics studies
44
Journal of empirical finance
43
Journal of international financial markets, institutions & money
36
Research in international business and finance
33
Applied economics letters
32
Journal of risk and financial management : JRFM
32
Applied financial economics
26
International journal of forecasting
25
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
25
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
23
International journal of economics and financial issues : IJEFI
23
Journal of banking & finance
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
International journal of finance & economics : IJFE
22
The journal of futures markets
21
International journal of economics and finance
20
Economics letters
19
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
19
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
Journal of risk
18
Review of quantitative finance and accounting
17
The European journal of finance
16
International Journal of Energy Economics and Policy : IJEEP
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
14
Journal of financial econometrics
14
Cogent economics & finance
13
Journal of economics and finance
13
Pacific-Basin finance journal
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CBN journal of applied statistics
12
Econometric reviews
12
Emerging markets, finance and trade : EMFT
12
Journal of international money and finance
12
Quantitative finance
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ECONIS (ZBW)
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1
Asymmetric volatility spillover between crude oil and other asset markets
Guan, Bo
;
Mazouz, Khelifa
;
Xu, Yongdeng
- In:
Energy economics
130
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014559169
Saved in:
2
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
3
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
4
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:
5
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:
6
On the volatility of WTI crude oil prices : a time-varying approach with stochastic volatility
Thai-Ha Le
;
Boubaker, Sabri
;
Manh Tien Bui
;
Park, Donghyun
- In:
Energy economics
117
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014436424
Saved in:
7
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:
8
INE oil futures volatility prediction : exchange rates or international oil futures volatility?
Lu, Xinjie
;
Ma, Feng
;
Li, Haibo
;
Wang, Jianqiong
- In:
Energy economics
126
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014483407
Saved in:
9
Does oil price uncertainty affect corporate innovation?
Amin, Md. Ruhul
;
Wang, Xinyu
;
Aktas, Elvan
- In:
Energy economics
118
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014247717
Saved in:
10
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
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