//--> //--> //--> //-->
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"
~subject:"GARCH"
~subject:"Oil price"
~subject:"Risk measure"
~subject:"Share price"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
GARCH
Oil price
Risk measure
Share price
ARCH model
77
ARCH-Modell
77
Volatility
49
Volatilität
49
Estimation
30
Schätzung
30
Börsenkurs
24
Capital income
22
Kapitaleinkommen
22
Forecasting model
21
Prognoseverfahren
21
Aktienmarkt
20
Stock market
20
Theorie
17
Theory
17
Correlation
9
Korrelation
9
Exchange rate
8
Wechselkurs
8
Welt
8
World
8
China
7
Estimation theory
7
Risikomaß
7
Schätztheorie
7
Time series analysis
7
Zeitreihenanalyse
7
Financial market
6
Finanzmarkt
6
Risiko
6
Risk
6
Spillover effect
6
Spillover-Effekt
6
Ölpreis
6
Aktienindex
5
Causality analysis
5
more ...
less ...
Online availability
All
Undetermined
24
Type of publication
All
Article
40
Type of publication (narrower categories)
All
Article in journal
40
Aufsatz in Zeitschrift
40
Language
All
English
40
Author
All
Diao, Xundi
2
Wu, Xinyu
2
Apergis, Emmanuel
1
Apergēs, Nikolaos
1
Ardia, David
1
Baek, Changryong
1
Bautista, Carlos C.
1
Bisaglia, Luisa
1
Bonilla, Claudio A.
1
Bordignon, Silvano
1
Brännäs, Kurt
1
Busch, Thomas
1
Chang, Kuang-Liang
1
Chen, Yixiang
1
Choi, Ji-Eun
1
Choudhry, Taufiq
1
Collins, Luke
1
Cook, Steven
1
Corbet, Shaen
1
Cui, Hao
1
Dajcman, Silvo
1
Dempsey, Michael
1
Essaddam, Naceur
1
Garg, Bhavesh
1
Guo, Yuanyuan
1
Hassan, Gazi M.
1
He, Zhifang
1
Holmes, Mark J.
1
Hoogerheide, Lennart F.
1
Hooker, Neal H.
1
Hsu Ku, Yuan-Hung
1
Huang, Wei-Qiang
1
Jiang, Yonghong
1
Jones, Paul
1
Kabir, M. Humayun
1
Kim, Dongwoo
1
Kim, Young Min
1
Kiss, Tamás
1
Larkin, Charles
1
Le, Wei
1
more ...
less ...
Published in...
All
Applied economics letters
Energy economics
194
Finance research letters
94
Applied economics
83
The North American journal of economics and finance : a journal of financial economics studies
78
Economic modelling
76
International review of economics & finance : IREF
76
Research in international business and finance
66
International review of financial analysis
65
Journal of empirical finance
64
Journal of risk and financial management : JRFM
57
Journal of banking & finance
51
International Journal of Energy Economics and Policy : IJEEP
47
Journal of international financial markets, institutions & money
47
International journal of forecasting
44
Journal of econometrics
40
Journal of forecasting
35
Economics letters
30
Discussion paper / Tinbergen Institute
29
Journal of risk
27
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
24
International journal of economics and finance
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
Econometric Institute research papers
23
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
23
Review of quantitative finance and accounting
23
The European journal of finance
23
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
23
Cogent economics & finance
22
International journal of economics and financial issues : IJEFI
22
International journal of finance & economics : IJFE
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
22
The empirical economics letters : a monthly international journal of economics
22
Working papers
22
Risks : open access journal
21
CESifo working papers
20
International Journal of Financial Studies : open access journal
20
Emerging markets, finance and trade : EMFT
19
Journal of financial econometrics
19
Working paper
19
more ...
less ...
Source
All
ECONIS (ZBW)
40
Showing
1
-
10
of
40
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
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:
3
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:
4
Is idiosyncratic tail risk priced in the cross-section of bond returns? : evidence from Chinese bond markets
Huang, Wei-Qiang
;
Zhang, Jing
;
Liu, Peipei
- In:
Applied economics letters
30
(
2023
)
10
,
pp. 1318-1326
Persistent link: https://www.econbiz.de/10014304235
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
Corona, crisis and conditional heteroscedasticity
Kiss, Tamás
;
Österholm, Pär
- In:
Applied economics letters
28
(
2021
)
9
,
pp. 755-759
Persistent link: https://www.econbiz.de/10012501608
Saved in:
9
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:
10
Risk management under time varying volatility and Pareto-stable distributions
Mozumder, Sharif
;
Kabir, M. Humayun
;
Dempsey, Michael
; …
- In:
Applied economics letters
27
(
2020
)
3
,
pp. 161-167
Persistent link: https://www.econbiz.de/10012205404
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->