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~subject:"Aktienindex"
~subject:"Rohstoffderivat"
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Aktienindex
Rohstoffderivat
ARCH model
3,045
ARCH-Modell
3,041
Volatilität
2,337
Volatility
2,335
Estimation
1,119
Schätzung
1,119
Börsenkurs
931
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931
Capital income
908
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908
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866
Aktienmarkt
865
Forecasting model
776
Prognoseverfahren
776
Theorie
656
Theory
656
Time series analysis
581
Zeitreihenanalyse
581
Spillover effect
508
Spillover-Effekt
508
GARCH
464
Welt
401
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401
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395
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395
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377
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377
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326
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325
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298
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298
Portfolio selection
280
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280
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241
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241
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234
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225
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Ma, Feng
29
Zhang, Yaojie
11
Lu, Xinjie
8
Wei, Yu
8
Bouri, Elie
7
Liang, Chao
6
Liu, Jing
6
Luo, Jiawen
6
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6
Wang, Yudong
6
Huang, Dengshi
5
Ji, Qiang
5
Chen, Wang
4
Chevallier, Julien
4
Gong, Xu
4
Gupta, Rangan
4
Lau, Chi Keung
4
Li, Steven
4
Liao, Yin
4
Sharma, Prateek
4
Wahab, M. I. M.
4
Wu, Xinyu
4
Zhang, Yue-jun
4
Chang, Bisharat Hussain
3
Degiannakis, Stavros
3
He, Mengxi
3
Jeribi, Ahmed
3
Kang, Sang Hoon
3
Li, Pan
3
Li, Yan
3
Liu, Li
3
McAleer, Michael
3
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3
Qiao, Gaoxiu
3
Rajib, Prabina
3
Tiwari, Aviral Kumar
3
Todorova, Neda
3
Wen, Fenghua
3
Wu, Chongfeng
3
Xu, Yahua
3
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Energy economics
61
Finance research letters
28
The North American journal of economics and finance : a journal of financial economics studies
19
International review of financial analysis
18
International review of economics & finance : IREF
16
Applied economics
14
Research in international business and finance
14
Economic modelling
12
The journal of futures markets
9
International journal of finance & economics : IJFE
7
Journal of commodity markets
7
Journal of international financial markets, institutions & money
7
International journal of forecasting
6
Applied economics letters
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Afro-Asian Journal of Finance and Accounting : AAJFA
4
International journal of financial research
4
Journal of emerging market finance
4
Journal of forecasting
4
Journal of risk
4
Pacific-Basin finance journal
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Eurasian economic review : a journal in applied macroeconomics and finance
3
Global business review
3
IIMB management review
3
Journal of empirical finance
3
Review of quantitative finance and accounting
3
Studies in economics and finance
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The energy journal
3
The journal of risk finance : JRF
3
Annals of financial economics
2
Bulletin of applied economics
2
Contemporary issues in business economics and finance
2
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Financial markets and portfolio management
2
International journal of Indian culture and business management : IJICBM
2
International journal of bonds and derivatives
2
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ECONIS (ZBW)
405
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1
Does the COVID-19 pandemic strengthen the volatility spillovers across global stock markets?
Zhou, Yuqin
;
Wu, Shan
;
Liu, Zhenhua
- In:
International journal of financial engineering
11
(
2024
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014574963
Saved in:
2
Time-frequency correlation and risk spillovers between Euramerican mature and Asian emerging crude oil futures markets
Hong, Shuifeng
;
Luo, Yimin
;
Li, Mengya
;
Yang, Duoping
- In:
The journal of risk finance : JRF
25
(
2024
)
2
,
pp. 321-336
Persistent link: https://www.econbiz.de/10014504706
Saved in:
3
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
4
An empirical analysis of the volume-volatility nexus in crude oil markets under structural breaks : implications for forecasting
Patra, Saswat
- In:
International review of economics & finance : IREF
94
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014583719
Saved in:
5
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
- In:
The quarterly review of economics and finance
95
(
2024
),
pp. 280-293
Persistent link: https://www.econbiz.de/10014631538
Saved in:
6
Idiosyncrasies of intraday risk in emerging and developed markets : efficacy of the MCS-GARCH model and extreme value theory
Banerjee, Aditya
;
Paul, Samit
- In:
Global business review
25
(
2024
)
2
,
pp. 468-490
Persistent link: https://www.econbiz.de/10014634250
Saved in:
7
Do commodity futures have a steering effect on the spot stock market in China? : new evidence from volatility forecasting
Lu, Fei
;
Ma, Feng
;
Bouri, Elie
;
Liao, Yin
- In:
International review of financial analysis
94
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014543949
Saved in:
8
Forecasting crude oil market volatility : a comprehensive look at uncertainty variables
Wen, Danyan
;
He, Mengxi
;
Wang, Yudong
;
Zhang, Yaojie
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 1022-1041
Persistent link: https://www.econbiz.de/10014547251
Saved in:
9
Volatility forecasting for stock market index based on complex network and hybrid deep learning model
Song, Yuping
;
Lei, Bolin
;
Tang, Xiaolong
;
Li, Chen
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 544-566
Persistent link: https://www.econbiz.de/10014532346
Saved in:
10
Forecasting the Asian stock market volatility : evidence from WTI and INE oil futures
Ghani, Maria
;
Ma, Feng
;
Huang, Dengshi
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1496-1512
Persistent link: https://www.econbiz.de/10014533268
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