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subject:"ARCH-Modell"
~isPartOf:"Energy economics"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~source:"econis"
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ARCH-Modell
Aktienindex
43
Stock index
43
Volatility
17
Volatilität
17
Börsenkurs
16
Share price
16
USA
14
United States
14
Aktienmarkt
13
Stock market
13
Welt
12
World
12
ARCH model
11
Oil price
11
Ölpreis
11
Capital income
9
Kapitaleinkommen
9
Estimation
6
Multivariate Verteilung
6
Multivariate distribution
6
Portfolio selection
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Portfolio-Management
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Schätzung
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Index
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Risikomaß
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Risk measure
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International financial market
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Japan
4
Prognoseverfahren
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Rohstoffderivat
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Cointegration
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Alqahtani, Faisal
1
Belkacem, Lotfi
1
Chatzitzisi, Evanthia
1
Chebbi, Ali
1
Cheffou, Abdoukarim Idi
1
Fan, Ying
1
Fountas, Stilianos
1
Gasbarro, Dominic
1
Hassan, Kamrul
1
Hedhli, Amel
1
Hoque, Ariful
1
Jawadi, Fredj
1
Jawadi, Nabila
1
Ji, Qiang
1
Liu, Bing-Yue
1
Mabrouk, Samir
1
McMillan, David G.
1
Mokni, Khaled
1
Panagiōtidēs, Theodōros
1
Raheem, Ibrahim Dolapo
1
Ruiz, Isabel
1
Saadi, Samir
1
Sharma, Prateek
1
Tiwari, Aviral Kumar
1
Trabelsi, Nader
1
Vipul
1
Wali, Muammer
1
Wen, Fenghua
1
Wen, Fengming
1
Xiao, Jihong
1
Youssef, Manel
1
Zhou, Min
1
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Energy economics
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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
11
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
Journal of empirical finance
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
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
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Finance a úvěr
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Financial innovation : FIN
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ECONIS (ZBW)
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1
Revisiting the accuracy of standard VaR methods for risk assessment : using the Copula-EVT multidimensional approach for stock markets in the MENA region
Chebbi, Ali
;
Hedhli, Amel
- In:
The quarterly review of economics and finance : journal …
84
(
2022
),
pp. 430-445
Persistent link: https://www.econbiz.de/10013335886
Saved in:
2
Another look at calendar anomalies
Chatzitzisi, Evanthia
;
Fountas, Stilianos
; …
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 823-840
Persistent link: https://www.econbiz.de/10012655712
Saved in:
3
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:
4
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:
5
A statistical analysis of uncertainty for conventional and ethical stock indexes
Jawadi, Fredj
;
Jawadi, Nabila
;
Cheffou, Abdoukarim Idi
- In:
The quarterly review of economics and finance : journal …
74
(
2019
),
pp. 9-17
Persistent link: https://www.econbiz.de/10012296878
Saved in:
6
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:
7
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:
8
Forecasting stock market volatility using Realized GARCH model : international evidence
Sharma, Prateek
;
Vipul
- In:
The quarterly review of economics and finance : journal …
59
(
2016
),
pp. 222-230
Persistent link: https://www.econbiz.de/10011627288
Saved in:
9
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:
10
Parametric Value-at-Risk analysis : evidence from stock indices
Mabrouk, Samir
;
Saadi, Samir
- In:
The quarterly review of economics and finance : journal …
52
(
2012
)
3
,
pp. 305-321
Persistent link: https://www.econbiz.de/10009683550
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