//--> //--> //--> //-->
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
source:"edz"
~isPartOf:"Applied financial economics"
~isPartOf:"Econometric Institute research papers"
~isPartOf:"Economic modelling"
~source:"econis"
~subject:"Hedging"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Hedging
ARCH model
325
ARCH-Modell
325
Volatility
208
Volatilität
208
Estimation
94
Schätzung
94
Aktienmarkt
63
Stock market
63
Capital income
61
Kapitaleinkommen
61
Time series analysis
56
Zeitreihenanalyse
56
Forecasting model
54
Prognoseverfahren
54
Theorie
54
Theory
54
Börsenkurs
51
Share price
51
Spillover effect
44
Spillover-Effekt
44
USA
39
United States
39
Oil price
37
Ölpreis
37
Welt
34
World
34
Exchange rate
32
Risikomaß
32
Risk measure
32
Wechselkurs
32
Correlation
28
Financial crisis
28
Finanzkrise
28
Korrelation
28
Commodity derivative
27
Rohstoffderivat
27
Aktienindex
21
Stock index
21
China
20
more ...
less ...
Online availability
All
Undetermined
6
Free
4
Type of publication
All
Article
16
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
16
Aufsatz in Zeitschrift
16
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Language
All
English
20
Author
All
McAleer, Michael
4
Chang, Chia-Lin
3
Lahiani, Amine
3
Arouri, Mohamed
2
Nguyen, Duc Khuong
2
Ahmad, Wasim
1
Bei, Shuhua
1
Beljid, Makram
1
Boubaker, Adel
1
Burdekin, Richard C. K.
1
Chen, Qiang
1
Chiu, Chien-liang
1
Chuang, Chung-Chu
1
Chuang, Shuo-Li
1
Hammoudeh, Shawkat M.
1
Heller, David
1
Hoang, Thi Hong Van
1
Hung, Jui-cheng
1
Lee, Hsiang-tai
1
Lee, Mingchih
1
Lien, Da-hsiang Donald
1
Lin, Xiaoqiang
1
Managi, Shunsuke
1
Mensi, Walid
1
Mitra, Subrata Kumar
1
Pal, Debdatta
1
Pei, Haotian
1
Racicot, François-Éric
1
Roengchai Tansuchat
1
Rossi, Eduardo
1
Sadorsky, Perry A.
1
Sharma, Amit
1
Shi, Jing
1
Si, Xiaoli
1
Tang, Zhenpeng
1
Tao, Ran
1
Théoret, Raymond
1
Tian, Jiarong
1
Tse, Yiu Kuen
1
Tsui, Albert K.
1
more ...
less ...
Published in...
All
Applied financial economics
Econometric Institute research papers
Economic modelling
The journal of futures markets
24
Energy economics
20
International review of financial analysis
14
Applied economics
12
Finance research letters
12
Discussion paper / Tinbergen Institute
8
Journal of international financial markets, institutions & money
8
Research in international business and finance
8
International review of economics & finance : IREF
6
The European journal of finance
6
Journal of banking & finance
5
The North American journal of economics and finance : a journal of financial economics studies
5
The journal of asset management
5
Working paper
5
Cogent economics & finance
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
International Journal of Energy Economics and Policy : IJEEP
4
Journal of empirical finance
4
Working paper / Department of Econometrics and Business Statistics, Monash University
4
Computational economics
3
International journal of economics and financial issues : IJEFI
3
Journal of risk
3
Journal of risk and financial management : JRFM
3
Pacific-Basin finance journal
3
The journal of applied business research
3
Agricultural finance review
2
Applied economics letters
2
Asia-Pacific journal of financial studies
2
Borsa Istanbul Review
2
Department of Economics working paper series
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Eurasian economic review : a journal in applied macroeconomics and finance
2
Finance India : the quarterly journal of Indian Institute of Finance
2
Financial markets and portfolio management
2
Global finance journal
2
International journal of emerging markets
2
Investment management and financial innovations
2
more ...
less ...
Source
All
ArchiDok
ECONIS (ZBW)
Showing
1
-
10
of
20
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Price risk analysis using GARCH family models : evidence from Shanghai crude oil futures market
Bei, Shuhua
;
Yang, Aijun
;
Pei, Haotian
;
Si, Xiaoli
- In:
Economic modelling
125
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014463673
Saved in:
2
The golden hedge : from global financial crisis to global pandemic
Burdekin, Richard C. K.
;
Tao, Ran
- In:
Economic modelling
95
(
2021
),
pp. 170-180
Persistent link: https://www.econbiz.de/10012695921
Saved in:
3
Volatility spillovers and causality of carbon emissions, oil and coal spot and futures for the EU and USA
Chang, Chia-Lin
;
McAleer, Michael
;
Zuo, Guangdong
-
2017
-
Revised: May 2017
Persistent link: https://www.econbiz.de/10011965722
Saved in:
4
Modelling and testing volatility spillovers in oil and financial markets for USA, UK and China
Chang, Chia-Lin
;
McAleer, Michael
;
Tian, Jiarong
-
2016
-
Revised: June, 2016
Persistent link: https://www.econbiz.de/10011541151
Saved in:
5
Hedge fund return higher moments over the business cycle
Racicot, François-Éric
;
Théoret, Raymond
- In:
Economic modelling
78
(
2019
),
pp. 73-97
Persistent link: https://www.econbiz.de/10012198849
Saved in:
6
Correlation dynamics of crude oil with agricultural commodities : a comparison between energy and food crops
Pal, Debdatta
;
Mitra, Subrata Kumar
- In:
Economic modelling
82
(
2019
),
pp. 453-466
Persistent link: https://www.econbiz.de/10012203189
Saved in:
7
Optimal hedge ratios for clean energy equities
Ahmad, Wasim
;
Sadorsky, Perry A.
;
Sharma, Amit
- In:
Economic modelling
72
(
2018
),
pp. 278-295
Persistent link: https://www.econbiz.de/10012100422
Saved in:
8
Is gold a hedge against inflation? : new evidence from a nonlinear ARDL approach
Hoang, Thi Hong Van
;
Lahiani, Amine
;
Heller, David
- In:
Economic modelling
54
(
2016
),
pp. 54-66
Persistent link: https://www.econbiz.de/10011641377
Saved in:
9
Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987324
Saved in:
10
Exchange rate and industrial commodity volatility transmissions, asymmetries and hedging strategies
Hammoudeh, Shawkat M.
;
Yuan, Yuan
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987666
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->