//--> //--> //--> //-->
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
~accessRights:"restricted"
~isPartOf:"Applied economics"
~isPartOf:"Econometrics : open access journal"
~isPartOf:"MPRA Paper"
~subject:"GARCH"
~subject:"VAR model"
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:"Volatility"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
GARCH
VAR model
Volatility
244
Volatilität
244
Estimation
83
Schätzung
83
ARCH model
81
ARCH-Modell
81
Börsenkurs
78
Share price
78
Aktienmarkt
61
Capital income
61
Kapitaleinkommen
61
Stock market
61
Forecasting model
42
Prognoseverfahren
42
Theorie
41
Theory
41
Welt
41
World
41
Spillover effect
34
Spillover-Effekt
34
Time series analysis
30
Zeitreihenanalyse
30
Risiko
29
Risk
29
Exchange rate
28
Oil price
28
Wechselkurs
28
Ölpreis
28
China
23
volatility
22
VAR-Modell
19
Financial market
18
Finanzmarkt
18
Impact assessment
18
Option pricing theory
18
Optionspreistheorie
18
USA
18
United States
18
Wirkungsanalyse
18
more ...
less ...
Online availability
All
Undetermined
Free
33
Type of publication
All
Article
34
Type of publication (narrower categories)
All
Article in journal
34
Aufsatz in Zeitschrift
34
Language
All
English
34
Author
All
Fernandez-Perez, Adrian
2
Gubareva, Mariya
2
Lee, Chien-chiang
2
Sosvilla-Rivero, Simón
2
Tiwari, Aviral Kumar
2
Umar, Zaghum
2
Xuan Vinh Vo
2
Abuzayed, Bana
1
Ahalawat, Shweta
1
Al-Fayoumi, Nedal
1
Allen, David E.
1
Alqahtani, Faisal
1
Andrada Félix, Julián
1
Arespa, Marta
1
Balcilar, Mehmet
1
Bampinas, Georgios
1
Biswal, Pratap Chandra
1
Cadoret, Isabelle
1
Charfeddine, Lanouar
1
Chatzikonstanti, Vasiliki
1
Cheng, Jen-chi
1
Choo, Wei Chong
1
Crowder, William J.
1
Dempsey, Michael
1
Dutta, Satyaki
1
Fernández Rodríguez, Fernando
1
Frijns, Bart
1
Ghosh, Sajal
1
González-Alegre, Juan
1
Hammoudeh, Shawkat
1
Hossain, Akhand Akhtar
1
Huang, Huiyu
1
Hwang, Sun Young
1
Iliescu, Nicoleta
1
Jain, Anshul
1
Kabir, Humayun
1
Kambouroudis, Dimos S.
1
Kim, Jaebeom
1
Kim, Jong-Min
1
Kim, Sahm
1
more ...
less ...
Published in...
All
Applied economics
Econometrics : open access journal
MPRA Paper
Energy economics
48
Finance research letters
27
The North American journal of economics and finance : a journal of financial economics studies
23
Economics letters
22
Journal of econometrics
21
International review of economics & finance : IREF
20
Research in international business and finance
18
Economic modelling
17
International review of financial analysis
17
Applied economics letters
16
Journal of international money and finance
13
Discussion papers / CEPR
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
Journal of international financial markets, institutions & money
11
Journal of banking & finance
10
Journal of economic dynamics & control
10
Journal of empirical finance
10
Macroeconomic dynamics
10
Discussion paper / Centre for Economic Policy Research
9
International journal of forecasting
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
7
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
7
International journal of finance & economics : IJFE
7
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
Global business review
6
Journal of economics and finance
6
Journal of forecasting
6
Review of quantitative finance and accounting
6
Theoretical economics letters
6
European economic review : EER
5
International journal of financial research
5
Studies in economics and finance
5
Afro-Asian Journal of Finance and Accounting : AAJFA
4
Economic research
4
Journal of Asian economics
4
Journal of commodity markets
4
more ...
less ...
Source
All
ECONIS (ZBW)
34
Showing
1
-
10
of
34
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Linear time-varying regression with copula-DCC-asymmetric-GARCH models for volatility : the co-movement between industrial electricity demand and financial factors
Kim, Yunsun
;
Hwang, Sun Young
;
Kim, Jong-Min
;
Kim, Sahm
- In:
Applied economics
55
(
2023
)
3
,
pp. 255-272
Persistent link: https://www.econbiz.de/10013494421
Saved in:
2
A panel threshold VAR with stochastic volatility-in-mean model : an application to the effects of financial and uncertainty shocks in emerging economies
Soave, Gian Paulo
- In:
Applied economics
55
(
2023
)
4
,
pp. 397-431
Persistent link: https://www.econbiz.de/10013494431
Saved in:
3
Influence of unconventional monetary policy on agricultural commodities futures : network connectedness and dynamic spillovers of returns and volatility
Umar, Zaghum
;
Sayed, Ayesha
;
Gubareva, Mariya
;
Xuan Vinh Vo
- In:
Applied economics
55
(
2023
)
22
,
pp. 2521-2535
Persistent link: https://www.econbiz.de/10014294972
Saved in:
4
Uncertainty diffusion across commodity markets
Cadoret, Isabelle
;
Minlend, Jacques
;
Razafindrabe, Tovonony
- In:
Applied economics
55
(
2023
)
38
,
pp. 4377-4401
Persistent link: https://www.econbiz.de/10014301245
Saved in:
5
Value-at-risk and expected shortfall in cryptocurrencies' portfolio : a vine copula–based approach
Trucíos, Carlos
;
Tiwari, Aviral Kumar
;
Alqahtani, Faisal
- In:
Applied economics
52
(
2020
)
24
,
pp. 2580-2593
Persistent link: https://www.econbiz.de/10012210957
Saved in:
6
Spot market and derivative segment of equity in India
Sharma, Dheeraj P.
;
Ahalawat, Shweta
;
Patro, Archana
; …
- In:
Applied economics
54
(
2022
)
3
,
pp. 326-339
Persistent link: https://www.econbiz.de/10012874036
Saved in:
7
The determinants of inflation volatility : a panel data analysis for US-product categories
Arespa, Marta
;
González-Alegre, Juan
- In:
Applied economics
54
(
2022
)
35
,
pp. 4060-4083
Persistent link: https://www.econbiz.de/10013410867
Saved in:
8
ASEAN-5 forex rates and crude oil : Markov regime-switching analysis
Mukhriz Izraf Azman Aziz
;
Umar, Zaghum
;
Gubareva, Mariya
; …
- In:
Applied economics
54
(
2022
)
54
,
pp. 6234-6253
Persistent link: https://www.econbiz.de/10013411364
Saved in:
9
A note on the estimated GARCH coefficients from the S&P1500 universe
Bampinas, Georgios
;
Ladopoulos, Konstantinos
; …
- In:
Applied economics
50
(
2018
)
34/35
,
pp. 3647-3653
Persistent link: https://www.econbiz.de/10012059386
Saved in:
10
The role of high-frequency data in volatility forecasting : evidence from the China stock market
Liu, Min
;
Lee, Chien-chiang
;
Choo, Wei Chong
- In:
Applied economics
53
(
2021
)
22
,
pp. 2500-2526
Persistent link: https://www.econbiz.de/10012501284
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->