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~isPartOf:"Applied economics letters"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~language:"eng"
~subject:"Börsenkurs"
~subject:"Oil price"
~subject:"USA"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Generalized autoregressive conditional heteroscedasticity"
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Börsenkurs
Oil price
USA
Zeitreihenanalyse
ARCH model
133
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133
Volatility
89
Volatilität
89
Estimation
51
Schätzung
51
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43
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Apergēs, Nikolaos
2
Shin, Dong-wan
2
Wu, Xinyu
2
Ahmed, Mohamed S.
1
Al-Yahyaee, Khamis Hamed
1
Alhadab, Mohammad
1
Apergis, Emmanuel
1
Ardia, David
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Awartani, Basel
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1
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Chaiechi, Taha
1
Chang, Kuang-Liang
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1
Chen, Yixiang
1
Cho, Eunyoung
1
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1
Collins, Luke
1
Cook, Steven
1
Cui, Hao
1
Cyree, Ken B.
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Dajcman, Silvo
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Applied economics letters
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Energy economics
189
Finance research letters
101
Applied economics
87
Economic modelling
86
International review of economics & finance : IREF
76
Journal of empirical finance
74
International review of financial analysis
71
The North American journal of economics and finance : a journal of financial economics studies
69
Research in international business and finance
63
Journal of econometrics
59
Discussion paper / Tinbergen Institute
55
Journal of international financial markets, institutions & money
52
Economics letters
51
International journal of forecasting
51
Journal of risk and financial management : JRFM
51
International Journal of Energy Economics and Policy : IJEEP
50
Journal of banking & finance
49
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
41
Econometric Institute research papers
37
Working paper
37
Journal of forecasting
36
The journal of futures markets
36
Applied financial economics
30
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
30
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
30
Journal of financial econometrics : official journal of the Society for Financial Econometrics
30
International journal of finance & economics : IJFE
28
Econometric reviews
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International journal of economics and financial issues : IJEFI
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CREATES research paper
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International journal of economics and finance
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CESifo working papers
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Cogent economics & finance
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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The European journal of finance
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Journal of financial econometrics
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Review of quantitative finance and accounting
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The empirical economics letters : a monthly international journal of economics
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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
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6
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
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7
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:
8
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:
9
Geopolitical risk and volatility spillovers in oil and stock markets
Smales, L. A.
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 358-366
Persistent link: https://www.econbiz.de/10012655491
Saved in:
10
Volatility spillover between exchange rate and stock returns under volatility shifts
Malik, Farooq
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 605-613
Persistent link: https://www.econbiz.de/10012655581
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