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~isPartOf:"Applied economics letters"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~subject:"Börsenkurs"
~subject:"Oil price"
~subject:"USA"
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Search: subject_exact:"Generalized autoregressive conditional heteroscedasticity"
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Börsenkurs
Oil price
USA
ARCH model
256
ARCH-Modell
256
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190
Volatilität
190
Estimation
95
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95
Capital income
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Mensi, Walid
4
Wu, Xinyu
4
Kang, Sang Hoon
3
Al-Yahyaee, Khamis Hamed
2
Apergēs, Nikolaos
2
Gupta, Rangan
2
Hamori, Shigeyuki
2
Jiang, Yong
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Lin, Ling
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Malik, Farooq
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McAleer, Michael
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Nonejad, Nima
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Qiao, Gaoxiu
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Xuan Vinh Vo
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1
Al Rababa'a, Abdel Razzaq
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Al-Jarrah, Idries Mohammad Wanas
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Applied economics letters
The North American journal of economics and finance : a journal of financial economics studies
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Energy economics
179
Finance research letters
79
International review of economics & finance : IREF
69
Applied economics
67
Economic modelling
67
International review of financial analysis
64
Research in international business and finance
53
Journal of empirical finance
51
Journal of international financial markets, institutions & money
47
International Journal of Energy Economics and Policy : IJEEP
45
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40
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38
The journal of futures markets
36
Economics letters
31
International journal of forecasting
31
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Econometric Institute research papers
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Working paper
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International journal of finance & economics : IJFE
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22
Applied financial economics
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Cogent economics & finance
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Discussion paper / Tinbergen Institute
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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International journal of economics and financial issues : IJEFI
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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CESifo working papers
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The empirical economics letters : a monthly international journal of economics
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International journal of economics and finance
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Review of quantitative finance and accounting
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Department of Economics working paper series
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The European journal of finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Finance India : the quarterly journal of Indian Institute of Finance
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Global business review
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ECONIS (ZBW)
114
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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
Frequency spillovers and portfolio risk implications between Sukuk, Islamic stock and emerging stock markets
Mensi, Walid
;
Ur Rehman, Mobeen
;
Maitra, Debasish
; …
- In:
The quarterly review of economics and finance : journal …
91
(
2023
),
pp. 139-157
Persistent link: https://www.econbiz.de/10014461547
Saved in:
4
Economic policy uncertainty in US and Europe : time-varying Granger causality
Mladenovic, Zorica
- In:
Applied economics letters
30
(
2023
)
20
,
pp. 2913-2920
Persistent link: https://www.econbiz.de/10014414040
Saved in:
5
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:
6
The fluctuation correlation between investor sentiment and stock index using VMD-LSTM : evidence from China stock market
Gao, Zhenbin
;
Zhang, Jie
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014483735
Saved in:
7
Volatility forecasting in the Bitcoin market : a new proposed measure based on the VS-ACARR approach
Wu, Xinyu
;
Yin, Xuebao
;
Umar, Zaghum
;
Iqbal, Najaf
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014484142
Saved in:
8
Cross-market information transmission and stock market volatility prediction
Wang, Yide
;
Chen, Zan
;
Ji, Xiaodong
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014485465
Saved in:
9
Oil price shocks and stock-bond correlation
Ziadat, Salem Adel
;
Al Rababa'a, Abdel Razzaq
;
Ur …
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014486268
Saved in:
10
Forecasting stock return volatility in data-rich environment : a new powerful predictor
Dai, Zhifeng
;
Zhang, Xiaotong
;
Li, Tingyu
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014246821
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