//--> //--> //--> //-->
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:"International Journal of Energy Economics and Policy : IJEEP"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Stochastic process"
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:"Market circuit breakers"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Stochastic process
Volatility
316
Volatilität
316
Oil price
127
Ölpreis
127
Estimation
98
Schätzung
98
Börsenkurs
95
Share price
95
ARCH model
78
Theorie
78
Theory
78
Capital income
71
Kapitaleinkommen
71
Time series analysis
67
Zeitreihenanalyse
67
Welt
63
World
63
Stochastischer Prozess
55
Estimation theory
46
Schätztheorie
46
Aktienmarkt
44
Stock market
44
Exchange rate
42
Wechselkurs
42
Forecasting model
40
Prognoseverfahren
40
USA
38
United States
38
Cointegration
32
Kointegration
32
VAR model
31
VAR-Modell
31
Oil market
25
Ölmarkt
25
Bayesian inference
23
Bayes-Statistik
22
Correlation
22
Korrelation
22
more ...
less ...
Online availability
All
Free
48
Undetermined
45
Type of publication
All
Article
126
Type of publication (narrower categories)
All
Article in journal
126
Aufsatz in Zeitschrift
126
Language
All
English
126
Author
All
Chan, Joshua
3
Corsi, Fulvio
3
Koopman, Siem Jan
3
Li, Wai Keung
3
Lucas, André
3
Russel, Edwin
3
Sariannidis, Nikolaos
3
Tanattrin Bunnag
3
Tauchen, George Eugene
3
Todorov, Viktor
3
Azhar, Rialdi
2
Babu, Manivannan
2
Bauwens, Luc
2
Bormetti, Giacomo
2
Bouazizi, Tarek
2
Casarin, Roberto
2
Clark, Todd E.
2
Creal, Drew
2
Giannarakis, Grigoris
2
Hadhek, Zouhaier
2
Hawaldar, Iqbal Thonse
2
Indhumathi, G.
2
Kuziboev, Bekhzod
2
Li, Jia
2
Marcellino, Massimiliano
2
Meher, Bharat Kumar
2
Mumtaz, Haroon
2
Mustofa Usman
2
Sathya, J.
2
Scharth, Marcel
2
So, Mike Ka-pui
2
Supriyanto
2
Wei, Ching Chun
2
West, Mike
2
Abidi, Ilyes
1
Adam, Anokye M.
1
Adam, Pasrun
1
Aedy, Hasan
1
Aguilar, Omar
1
Ahadiat, Ayi
1
more ...
less ...
Published in...
All
International Journal of Energy Economics and Policy : IJEEP
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Energy economics
238
Finance research letters
181
Journal of econometrics
152
International journal of theoretical and applied finance
138
Economic modelling
128
The North American journal of economics and finance : a journal of financial economics studies
123
Applied economics
121
International review of financial analysis
119
Journal of empirical finance
114
International review of economics & finance : IREF
109
Quantitative finance
105
Research in international business and finance
94
Discussion paper / Tinbergen Institute
93
Journal of banking & finance
87
Journal of risk and financial management : JRFM
86
Economics letters
76
Applied financial economics
74
Journal of international financial markets, institutions & money
74
International journal of forecasting
73
The journal of futures markets
72
Working paper
70
Journal of financial econometrics : official journal of the Society for Financial Econometrics
65
Journal of forecasting
64
Applied mathematical finance
63
Computational economics
63
Applied economics letters
62
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
62
Econometric reviews
58
The European journal of finance
56
Journal of economic dynamics & control
55
The journal of computational finance
51
Journal of mathematical finance
50
Mathematical finance : an international journal of mathematics, statistics and financial theory
49
Econometric Institute research papers
47
Finance and stochastics
47
International journal of finance & economics : IJFE
47
European journal of operational research : EJOR
46
Risks : open access journal
45
more ...
less ...
Source
All
ECONIS (ZBW)
126
Showing
1
-
10
of
126
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Comparative analysis of the volatility structures of the stock prices of energy companies traded on the Kazakhstan stock exchange and international gold and oil prices
Sultanova, Zamzagul
;
Pazilov, Galimzhan A.
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
1
,
pp. 21-30
Persistent link: https://www.econbiz.de/10014481247
Saved in:
2
Modeling and forecasting closing prices of some coal mining companies in Indonesia by using the VAR(3)-BEKK GARCH (1,1) model
Wamiliana
;
Russel, Edwin
;
Alam, Iskandar Ali
;
Widiarti
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
1
,
pp. 579-591
Persistent link: https://www.econbiz.de/10014494811
Saved in:
3
Safe haven for crude oil : bitcoin or precious metals? : new insight from time varying coefficient-vector autoregressive model
Abidi, Ilyes
;
Touhami, Kamel
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
1
,
pp. 184-195
Persistent link: https://www.econbiz.de/10014484270
Saved in:
4
Dynamic modeling and analysis of some energy companies of Indonesia over the year 2018 to 2022 by using VAR(p)-CCC GARCH(r,s) model
Mustofa Usman
;
Komarudin, M.
;
Nurhanurawati
;
Russel, Edwin
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
4
,
pp. 542-554
Persistent link: https://www.econbiz.de/10014373695
Saved in:
5
The volatility assessment of CO2 emissions in Uzbekistan : ARCH/GARCH models
Kuziboev, Bekhzod
;
Vysušilová, Petra
;
Salahodjaev, Raufhon
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
5
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014374840
Saved in:
6
Exploring the time-varying connectedness and contagion effects among exchange rates of BRICS, energy commodities, and volatilities
Qabhobho, Thobekile
;
Adam, Anokye M.
;
Idun, Anthony Adu …
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
2
,
pp. 272-283
Persistent link: https://www.econbiz.de/10014365714
Saved in:
7
Examining the volatility of conventional cryptocurrencies and sustainable cryptocurrency during Covid-19 : based on energy consumption
Anandhabalaji, V.
;
Babu, Manivannan
;
Gayathri, J.
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
6
,
pp. 344-352
Persistent link: https://www.econbiz.de/10014434129
Saved in:
8
On the time-varying correlations and hedging effectiveness : an analysis of crude oil, gold, and stock market
Sahadudheen, I.
;
Kumar, P. K. Santhosh
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
6
,
pp. 353-363
Persistent link: https://www.econbiz.de/10014435115
Saved in:
9
Pass-through effects of oil prices on LATAM emerging stocks before and during COVID-19 : an evidence from a Wavelet -VAR analysis
Gaytan, Jesus Cuauhtemoc Tellez
;
Rafiuddin, Aqila
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
1
,
pp. 529-543
Persistent link: https://www.econbiz.de/10014250921
Saved in:
10
Return and volatility spillovers of Asian Pacific stock markets' energy indices
Babu, Manivannan
;
Hariharan, C.
;
Srinivasan, S.
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
1
,
pp. 61-66
Persistent link: https://www.econbiz.de/10014235194
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->