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type_genre:"Article in journal"
~isPartOf:"International Journal of Energy Economics and Policy : IJEEP"
~isPartOf:"International review of economics & finance : IREF"
~subject:"ARCH-Modell"
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Search: subject_exact:"Estimation"
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ARCH-Modell
Estimation
666
Schätzung
665
Volatility
147
Volatilität
147
Capital income
134
Kapitaleinkommen
134
Cointegration
131
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Article in journal
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Azhar, Rialdi
2
Brooks, Robert
2
Chang, Kuang-Liang
2
Huang, Dengshi
2
Kumar, Dilip
2
Malik, Farooq
2
Salisu, Afees A.
2
Sariannidis, Nikolaos
2
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1
Abidi, Ilyes
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1
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1
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1
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International Journal of Energy Economics and Policy : IJEEP
International review of economics & finance : IREF
Energy economics
66
Applied economics
58
Finance research letters
54
Economic modelling
52
International review of financial analysis
44
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
Journal of risk and financial management : JRFM
32
Journal of econometrics
31
Applied economics letters
30
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
The journal of futures markets
21
International journal of economics and finance
20
International journal of finance & economics : IJFE
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
15
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
13
CBN journal of applied statistics
12
Emerging markets, finance and trade : EMFT
12
Journal of international money and finance
12
Quantitative finance
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Computational economics
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ECONIS (ZBW)
61
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1
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:
2
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:
3
Asymmetric relationship between exchange rate volatility and oil price : case study of Thai-Baht
Supanee Harnphattananusorn
- In:
International Journal of Energy Economics and Policy : IJEEP
12
(
2022
)
1
,
pp. 86-92
Persistent link: https://www.econbiz.de/10013169294
Saved in:
4
Do the dynamics of macroeconomic attention drive the yen/dollar exchange market volatility?
Luo, Tao
;
Sun, Huaping
;
Zhang, Lixia
;
Bai, Jiancheng
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 597-611
Persistent link: https://www.econbiz.de/10014446795
Saved in:
5
Stock market volatility prediction : evidence from a new bagging model
Luo, Qin
;
Bu, Jinfeng
;
Xu, Weiju
;
Huang, Dengshi
- In:
International review of economics & finance : IREF
87
(
2023
),
pp. 445-456
Persistent link: https://www.econbiz.de/10014472410
Saved in:
6
Do bitcoin news information flow and return volatility fit the sequential information arrival hypothesis and the mixture of distribution hypothesis?
Chou, Ke-Hsin
;
Day, Min-Yuh
;
Chiu, Chien-Liang
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 365-385
Persistent link: https://www.econbiz.de/10014474538
Saved in:
7
The value-growth premium in a time-varying risk return framework
Park, Keehwan
;
Jung, Mookwon
;
Fang, Zhongzheng
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 1500-1512
Persistent link: https://www.econbiz.de/10014475293
Saved in:
8
Crude oil price and exchange rate : an analysis of the asymmetric effect and volatility using the non linear autoregressive distributed lag and general autoregressive conditional h...
Saidi, La Ode
;
Aedy, Hasan
;
Saranani, Fajar
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
1
,
pp. 104-108
Persistent link: https://www.econbiz.de/10012435288
Saved in:
9
Application of short-term forecasting models for energy entity stock price (Study on Indika Energi Tbk, JII)
Azhar, Rialdi
;
Kesumah, Fajrin Satria Dwi
;
Ambya, Ambya
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
1
,
pp. 294-301
Persistent link: https://www.econbiz.de/10012435914
Saved in:
10
Accurate estimated model of volatility crude oil price
Gunarto, Toto
;
Azhar, Rialdi
;
Tresiana, Novita
;
Supriyanto
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
5
,
pp. 228-233
Persistent link: https://www.econbiz.de/10012505999
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