//--> //--> //--> //-->
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
~isPartOf:"Applied economics letters"
~isPartOf:"Economics letters"
~isPartOf:"The empirical economics letters : a monthly international journal of economics"
~subject:"Börsenkurs"
~subject:"Oil price"
~subject:"Spillover effect"
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:"Generalized autoregressive conditional heteroscedasticity"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Börsenkurs
Oil price
Spillover effect
ARCH model
224
ARCH-Modell
224
Volatility
131
Volatilität
131
Estimation
62
Schätzung
62
Share price
55
Theorie
54
Theory
54
Capital income
42
Kapitaleinkommen
42
Aktienmarkt
37
Forecasting model
37
Prognoseverfahren
37
Stock market
37
Time series analysis
36
Zeitreihenanalyse
36
GARCH
32
Estimation theory
29
Schätztheorie
29
Correlation
23
Korrelation
23
USA
21
United States
21
Spillover-Effekt
19
Exchange rate
18
Wechselkurs
18
Inflation
17
Risiko
17
Risk
17
Welt
16
World
16
Ölpreis
14
Risikomaß
13
Risk measure
13
Causality analysis
12
Kausalanalyse
12
more ...
less ...
Online availability
All
Undetermined
34
Type of publication
All
Article
75
Type of publication (narrower categories)
All
Article in journal
75
Aufsatz in Zeitschrift
75
Language
All
English
75
Author
All
Ardia, David
3
Hoogerheide, Lennart F.
3
Ajmi, Ahdi Noomen
2
Demirer, Rıza
2
Giacalone, Massimiliano
2
Grobys, Klaus
2
Gupta, Rangan
2
Mattera, Raffaele
2
Spagnolo, Nicola
2
Wu, Xinyu
2
Agarwal, Harshit
1
Agarwal, Rashi
1
Ali, Faek Menla
1
Amilon, Henrik
1
Apergis, Emmanuel
1
Apergēs, Nikolaos
1
Avino, Davide
1
Babalos, Vasillios
1
Baek, Changryong
1
Baklaci, Hasan F.
1
Balaban, Ercan
1
Bautista, Carlos C.
1
Bayraci, Selcuk
1
Bertelsen, Kristoffer Pons
1
Bhandari, Avishek
1
Bisaglia, Luisa
1
Bonilla, Claudio A.
1
Bordignon, Silvano
1
Borup, Daniel
1
Brännäs, Kurt
1
Caporale, Guglielmo Maria
1
Chalvatzis, Konstantinos J.
1
Chan, Shih-ju
1
Chang, Chia-Lin
1
Chang, Kuang-Liang
1
Chen, Chung-Hsuan
1
Chen, Yixiang
1
Chevallier, Julien
1
Cho, Eunyoung
1
Collins, Luke
1
more ...
less ...
Published in...
All
Applied economics letters
Economics letters
The empirical economics letters : a monthly international journal of economics
Energy economics
190
Finance research letters
95
International review of economics & finance : IREF
78
Economic modelling
76
International review of financial analysis
74
Research in international business and finance
71
The North American journal of economics and finance : a journal of financial economics studies
67
Applied economics
65
Journal of international financial markets, institutions & money
48
International Journal of Energy Economics and Policy : IJEEP
47
Journal of risk and financial management : JRFM
44
Journal of empirical finance
38
International journal of forecasting
27
Journal of banking & finance
27
Journal of econometrics
26
Cogent economics & finance
25
Econometric Institute research papers
24
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
24
International journal of finance & economics : IJFE
24
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
24
Discussion paper / Tinbergen Institute
22
Journal of forecasting
22
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
21
International journal of economics and financial issues : IJEFI
20
Emerging markets, finance and trade : EMFT
19
Working paper
19
Financial innovation : FIN
17
Global business review
17
Department of Economics working paper series
16
Pacific-Basin finance journal
16
The European journal of finance
16
CESifo working papers
15
International Journal of Financial Studies : open access journal
15
International journal of economics and finance
15
The journal of futures markets
15
International journal of financial research
14
Journal of financial econometrics : official journal of the Society for Financial Econometrics
14
more ...
less ...
Source
All
ECONIS (ZBW)
75
Showing
1
-
10
of
75
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Impacts of economic policy uncertainty on the time-varying risk-return relationship : evidence from G7 countries
He, Zhifang
;
Zheng, Jie
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 270-274
Persistent link: https://www.econbiz.de/10014468759
Saved in:
2
The day-of-the-week effect on global stock market volatility after a market shock
Kang, Taehyeon
;
Cho, Eunyoung
- In:
Applied economics letters
31
(
2024
)
8
,
pp. 696-701
Persistent link: https://www.econbiz.de/10014557841
Saved in:
3
Volatility spillovers across financial markets : the role of oil price uncertainty
Lee, Seojin
;
Kim, Young Min
- In:
Applied economics letters
30
(
2023
)
17
,
pp. 2342-2347
Persistent link: https://www.econbiz.de/10014365776
Saved in:
4
Newspaper-based equity uncertainty or implied volatility index : new evidence from oil market volatility predictability
Lu, Xinjie
;
Ma, Feng
;
Li, Pan
;
Li, Tao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 960-964
Persistent link: https://www.econbiz.de/10014303607
Saved in:
5
Forecasting oil futures price volatility with economic policy uncertainty : a CARR-MIDAS model
Wu, Xinyu
;
Cui, Hao
;
Wang, Lu
- In:
Applied economics letters
30
(
2023
)
2
,
pp. 120-125
Persistent link: https://www.econbiz.de/10013553019
Saved in:
6
Impacts of COVID-19 on financial markets : from the perspective of financial stress
Yao, Xiaoyang
;
Li, Jianfeng
;
Shang, Zezhong
;
Le, Wei
; …
- In:
Applied economics letters
30
(
2023
)
5
,
pp. 669-673
Persistent link: https://www.econbiz.de/10013553834
Saved in:
7
Dynamic correlations and volatility spillovers between stock price and exchange rate in BRIICS economies : evidence from the COVID-19 outbreak period
Rai, Karan
;
Garg, Bhavesh
- In:
Applied economics letters
29
(
2022
)
8
,
pp. 738-745
Persistent link: https://www.econbiz.de/10013171046
Saved in:
8
Does uncertainty matter for US financial market volatility spillovers? : empirical evidence from a nonlinear Granger causality network
Fang, Tong
;
Su, Zhi
- In:
Applied economics letters
28
(
2021
)
21
,
pp. 1877-1883
Persistent link: https://www.econbiz.de/10012697702
Saved in:
9
Stock market volatility and public information flow : a non-linear perspective
Bertelsen, Kristoffer Pons
;
Borup, Daniel
;
Jakobsen, …
- In:
Economics letters
204
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012607808
Saved in:
10
Forecasting stock market volatility using implied volatility : evidence from extended realized EGARCH-MIDAS model
Wu, Xinyu
;
Wang, Xiaona
;
Wang, Haiyun
- In:
Applied economics letters
28
(
2021
)
11
,
pp. 915-920
Persistent link: https://www.econbiz.de/10012589699
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->