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~isPartOf:"Applied financial economics"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of financial econometrics"
~subject:"Theorie"
~subject:"Volatilität"
~subject:"Welt"
~type:"article"
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Search: subject_exact:"ARCH-Modell"
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Theorie
Volatilität
Welt
ARCH model
260
ARCH-Modell
260
Volatility
182
Estimation
90
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90
Capital income
83
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70
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Ma, Feng
6
Malik, Farooq
5
Hammoudeh, Shawkat
4
Brooks, Robert
3
Chen, Wang
3
Huang, Dengshi
3
Kumar, Dilip
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McAleer, Michael
3
McMillan, David G.
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Shi, Yanlin
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2
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2
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Applied financial economics
International review of economics & finance : IREF
Journal of financial econometrics
Energy economics
241
Finance research letters
168
Applied economics
129
Economic modelling
123
International review of financial analysis
123
Journal of empirical finance
113
The North American journal of economics and finance : a journal of financial economics studies
109
Research in international business and finance
102
Journal of econometrics
99
Journal of international financial markets, institutions & money
83
International journal of forecasting
81
Journal of banking & finance
81
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75
Economics letters
72
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70
Applied economics letters
58
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
57
International Journal of Energy Economics and Policy : IJEEP
54
The European journal of finance
53
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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The journal of futures markets
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International journal of finance & economics : IJFE
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Econometric theory
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of international money and finance
38
Econometric reviews
36
International journal of economics and financial issues : IJEFI
34
Cogent economics & finance
33
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Review of quantitative finance and accounting
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International journal of economics and finance
32
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
31
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The empirical economics letters : a monthly international journal of economics
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ECONIS (ZBW)
203
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203
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1
Volatility forecasting with machine learning and intraday commonality
Zhang, Chao
;
Zhang, Yihuang
;
Cucuringu, Mihai
;
Qian, …
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 492-530
Persistent link: https://www.econbiz.de/10014526335
Saved in:
2
Volatility forecasts by clustering$applications for VaR estimation
Wang, Zijin
;
Chen, Peimin
;
Liu, Peng
;
Wu, Chunchi
- In:
International review of economics & finance : IREF
94
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014582647
Saved in:
3
Asymmetric effect of trading volume on realized volatility
Maki, Daiki
- In:
International review of economics & finance : IREF
94
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014582773
Saved in:
4
Context-dependent responses to geopolitical risk in Middle Eastern and African stock markets : an asymmetric volatility spillover study
Eissa, Mohamed Abdelaziz
;
Al Refai, Hisham M.
- In:
International review of economics & finance : IREF
94
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014583429
Saved in:
5
Crude oil volatility forecasting : insights from a novel time-varying parameter GARCH-MIDAS model
Peng, Lijuan
;
Liang, Chao
;
Yang, Baoying
;
Wang, Lu
- In:
International review of economics & finance : IREF
94
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014583437
Saved in:
6
An empirical analysis of the volume-volatility nexus in crude oil markets under structural breaks : implications for forecasting
Patra, Saswat
- In:
International review of economics & finance : IREF
94
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014583719
Saved in:
7
Volatility transmission between upstream and midstream energy sectors
Ewing, Bradley T.
;
Malik, Farooq
;
Payne, James E.
- In:
International review of economics & finance : IREF
92
(
2024
),
pp. 1191-1199
Persistent link: https://www.econbiz.de/10014535085
Saved in:
8
Volatility forecasting on China's oil futures : new evidence from interpretable ensemble boosting trees
Feng, Lingbing
;
Rao, Haicheng
;
Lucey, Brian M.
;
Zhu, Yiying
- In:
International review of economics & finance : IREF
92
(
2024
),
pp. 1595-1615
Persistent link: https://www.econbiz.de/10014535122
Saved in:
9
Stock-oil comovements through fear, uncertainty, and expectations : evidence from conditional comoments
Noori, Mohammad
- In:
International review of economics & finance : IREF
93
(
2024
)
1
,
pp. 529-551
Persistent link: https://www.econbiz.de/10014535373
Saved in:
10
Forecasting global stock market volatilities : A shrinkage heterogeneous autoregressive (HAR) model with a large cross-market predictor set
Li, Zhao-Chen
;
Chi, Xie
;
Wang, Gang-Jin
;
Zhu, You
; …
- In:
International review of economics & finance : IREF
93
(
2024
)
2
,
pp. 673-711
Persistent link: https://www.econbiz.de/10014535603
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