//--> //--> //--> //-->
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
subject:"ARCH-Modell"
~isPartOf:"Energy economics"
~isPartOf:"Journal of empirical finance"
~source:"econis"
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:"Stock index"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Aktienindex
47
Stock index
47
Volatility
21
Volatilität
21
Börsenkurs
16
Capital income
16
Kapitaleinkommen
16
Share price
16
Aktienmarkt
13
Stock market
13
ARCH model
12
Oil price
11
Ölpreis
11
USA
10
United States
10
Estimation
9
Schätzung
9
Theorie
9
Theory
9
Welt
8
World
8
Forecasting model
7
Prognoseverfahren
7
Portfolio selection
6
Portfolio-Management
6
Risikomaß
6
Risk measure
6
Correlation
5
Korrelation
5
Commodity derivative
4
Großbritannien
4
Index
4
Index futures
4
Index number
4
Index-Futures
4
Multivariate Verteilung
4
Multivariate distribution
4
Rohstoffderivat
4
United Kingdom
4
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
12
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Language
All
English
12
Author
All
Alqahtani, Faisal
1
Bee, Marco
1
Belkacem, Lotfi
1
Campbell, Rachel
1
Changchien, Chang-Cheng
1
Chen, Carl R.
1
Christensen, Bent Jesper
1
Dijk, Dick van
1
Dupuis, Debbie J.
1
Fan, Ying
1
Forbes, Catherine Scipione
1
Gasbarro, Dominic
1
Hassan, Kamrul
1
Hoque, Ariful
1
Huang, Ying
1
Ji, Qiang
1
Kao, Tzu-Chuan
1
Kao, Wei-Shun
1
Karanasos, Menelaos
1
Kim, Jinki
1
Koedijk, Kees
1
Kofman, Paul
1
Lin, Chu-Hsiung
1
Liu, Bing-Yue
1
Mokni, Khaled
1
Nielsen, Morten Ørregaard
1
Opschoor, Anne
1
Raheem, Ibrahim Dolapo
1
Su, Yuli
1
Tiwari, Aviral Kumar
1
Trabelsi, Nader
1
Trapin, Luca
1
Wali, Muammer
1
Wel, Michel van der
1
Wen, Fenghua
1
Wen, Fengming
1
Xiao, Jihong
1
Youssef, Manel
1
Zhou, Min
1
Zhu, Jie
1
more ...
less ...
Published in...
All
Energy economics
Journal of empirical finance
The North American journal of economics and finance : a journal of financial economics studies
15
Applied financial economics
13
International review of financial analysis
13
Finance research letters
10
Applied economics
9
Journal of risk and financial management : JRFM
9
Research in international business and finance
9
Economic modelling
8
Journal of international financial markets, institutions & money
8
Finance India : the quarterly journal of Indian Institute of Finance
7
International journal of economics and financial issues : IJEFI
7
International review of economics & finance : IREF
7
The journal of futures markets
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of forecasting
6
Journal of risk
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Afro-Asian Journal of Finance and Accounting : AAJFA
5
Applied economics letters
5
Discussion paper / Tinbergen Institute
5
Journal of econometrics
5
IES working paper
4
International Journal of Energy Economics and Policy : IJEEP
4
International Journal of Financial Studies : open access journal
4
International journal of financial research
4
International journal of forecasting
4
Journal of banking & finance
4
Research bulletin / The Institute of Cost Accountants of India
4
Review of financial economics : RFE
4
Umeå economic studies
4
Asia-Pacific journal of financial studies
3
CBN journal of applied statistics
3
CESifo working papers
3
Cogent economics & finance
3
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
Finance a úvěr
3
Financial innovation : FIN
3
Future Business Journal
3
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Systemic risk spillovers between crude oil and stock index returns of G7 economies : conditional value-at-risk and marginal expected shortfall approaches
Tiwari, Aviral Kumar
;
Trabelsi, Nader
;
Alqahtani, Faisal
; …
- In:
Energy economics
86
(
2020
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012512191
Saved in:
2
Islamic stocks, conventional stocks, and crude oil : directional volatility spillover analysis in BRICS
Hassan, Kamrul
;
Hoque, Ariful
;
Wali, Muammer
;
Gasbarro, …
- In:
Energy economics
92
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012520036
Saved in:
3
Asymmetric impacts of oil price uncertainty on Chinese stock returns under different market conditions : evidence from oil volatility index
Xiao, Jihong
;
Zhou, Min
;
Wen, Fengming
;
Wen, Fenghua
- In:
Energy economics
74
(
2018
),
pp. 777-786
Persistent link: https://www.econbiz.de/10011972968
Saved in:
4
Dynamic return-volatility dependence and risk measure of CoVaR in the oil market : a time-varying mixed copula model
Liu, Bing-Yue
;
Ji, Qiang
;
Fan, Ying
- In:
Energy economics
68
(
2017
),
pp. 53-65
Persistent link: https://www.econbiz.de/10011904999
Saved in:
5
Realizing the extremes : estimation of tail-risk measures from a high-frequency perspective
Bee, Marco
;
Dupuis, Debbie J.
;
Trapin, Luca
- In:
Journal of empirical finance
36
(
2016
),
pp. 86-99
Persistent link: https://www.econbiz.de/10011662757
Saved in:
6
Value-at-Risk estimation of energy commodities : a long-memory GARCH-EVT approach
Youssef, Manel
;
Belkacem, Lotfi
;
Mokni, Khaled
- In:
Energy economics
51
(
2015
),
pp. 99-110
Persistent link: https://www.econbiz.de/10011564809
Saved in:
7
Predicting volatility and correlations with Financial Conditions Indexes
Opschoor, Anne
;
Dijk, Dick van
;
Wel, Michel van der
- In:
Journal of empirical finance
29
(
2014
),
pp. 435-447
Persistent link: https://www.econbiz.de/10011300449
Saved in:
8
High-order moments and extreme value approach for value-at-risk
Lin, Chu-Hsiung
;
Changchien, Chang-Cheng
;
Kao, Tzu-Chuan
; …
- In:
Journal of empirical finance
29
(
2014
),
pp. 421-434
Persistent link: https://www.econbiz.de/10011300450
Saved in:
9
Long memory in stock market volatility and the volatility-in-mean effect : the FIEGARCH-M model
Christensen, Bent Jesper
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of empirical finance
17
(
2010
)
3
,
pp. 460-470
Persistent link: https://www.econbiz.de/10009267288
Saved in:
10
Increasing correlations or just fat tails?
Campbell, Rachel
;
Forbes, Catherine Scipione
;
Koedijk, Kees
- In:
Journal of empirical finance
15
(
2008
)
2
,
pp. 287-309
Persistent link: https://www.econbiz.de/10003699142
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->