//--> //--> //--> //-->
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:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~subject:"Börsenkurs"
~subject:"Estimation theory"
~subject:"Oil price"
~subject:"USA"
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
Estimation theory
Oil price
USA
ARCH model
133
ARCH-Modell
133
Volatility
89
Volatilität
89
Estimation
51
Schätzung
51
Aktienmarkt
43
Share price
43
Stock market
43
Capital income
40
Kapitaleinkommen
40
Forecasting model
27
Prognoseverfahren
27
Theorie
24
Theory
24
Spillover effect
19
Spillover-Effekt
19
Correlation
17
GARCH
17
Korrelation
17
United States
16
Exchange rate
14
Wechselkurs
14
Welt
12
World
12
Aktienindex
11
Risikomaß
11
Risk measure
11
Stock index
11
Financial market
10
Finanzmarkt
10
Schätztheorie
10
Time series analysis
10
Zeitreihenanalyse
10
China
9
Risiko
9
Risk
9
more ...
less ...
Online availability
All
Undetermined
39
Type of publication
All
Article
67
Type of publication (narrower categories)
All
Article in journal
67
Aufsatz in Zeitschrift
67
Language
All
English
67
Author
All
Apergēs, Nikolaos
2
Wu, Xinyu
2
Ahmed, Mohamed S.
1
Al-Yahyaee, Khamis Hamed
1
Alhadab, Mohammad
1
Apergis, Emmanuel
1
Ardia, David
1
Awartani, Basel
1
Baek, Changryong
1
Bautista, Carlos C.
1
Bisaglia, Luisa
1
Bohl, Martin T.
1
Bonilla, Claudio A.
1
Bordignon, Silvano
1
Boughrara, Adel
1
Bourdeau-Brien, Michael
1
Bouri, Elie
1
Brännäs, Kurt
1
Carnero, M. Angeles
1
Chaiechi, Taha
1
Chang, Kuang-Liang
1
Chatzitzisi, Evanthia
1
Chen, Ho-chyuan
1
Chen, Kuang-hua
1
Chen, Yixiang
1
Cho, Eunyoung
1
Collins, Luke
1
Cook, Steven
1
Cui, Hao
1
Cyree, Ken B.
1
Dahmene, Meriam
1
Dajcman, Silvo
1
Devaney, Michael
1
Diao, Xundi
1
Ding, Cherng G.
1
Ding, Liang
1
Eagle, Lynne C.
1
Edmonds, Radcliffe G.
1
Essid, Badye
1
Fountas, Stilianos
1
more ...
less ...
Published in...
All
Applied economics letters
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Energy economics
181
Finance research letters
89
Applied economics
74
Economic modelling
71
International review of economics & finance : IREF
71
International review of financial analysis
66
Journal of econometrics
65
Journal of empirical finance
61
The North American journal of economics and finance : a journal of financial economics studies
60
Research in international business and finance
55
International Journal of Energy Economics and Policy : IJEEP
49
Economics letters
47
Journal of banking & finance
47
Journal of international financial markets, institutions & money
47
Journal of risk and financial management : JRFM
44
International journal of forecasting
42
Discussion paper / Tinbergen Institute
37
Econometric theory
36
The journal of futures markets
36
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
33
Journal of forecasting
31
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
29
Econometric Institute research papers
28
Journal of financial econometrics : official journal of the Society for Financial Econometrics
27
Econometric reviews
26
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
24
International journal of economics and financial issues : IJEFI
24
International journal of finance & economics : IJFE
24
Working paper
24
Applied financial economics
22
Cogent economics & finance
20
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
20
International journal of economics and finance
20
Journal of risk
20
The European journal of finance
20
CESifo working papers
18
The empirical economics letters : a monthly international journal of economics
18
Emerging markets, finance and trade : EMFT
17
more ...
less ...
Source
All
ECONIS (ZBW)
67
Showing
1
-
10
of
67
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
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
Skewness in energy returns : estimation, testing and implications for tail risk
Carnero, M. Angeles
;
León, Angel
;
Ñíguez, Trino-Manuel
- In:
The quarterly review of economics and finance : journal …
90
(
2023
),
pp. 178-189
Persistent link: https://www.econbiz.de/10014431948
Saved in:
7
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:
8
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:
9
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:
10
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:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->