//--> //--> //--> //-->
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:"Econometric reviews"
~isPartOf:"International Journal of Energy Economics and Policy : IJEEP"
~isPartOf:"International journal of finance & economics : IJFE"
~subject:"Commodity derivative"
~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:"ARCH model"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Commodity derivative
Share price
ARCH model
161
ARCH-Modell
161
Volatility
113
Volatilität
113
Estimation
49
Schätzung
49
Oil price
46
Ölpreis
46
Theorie
45
Theory
45
Börsenkurs
38
Time series analysis
36
Zeitreihenanalyse
36
Capital income
32
Forecasting model
32
Kapitaleinkommen
32
Prognoseverfahren
32
Aktienmarkt
29
Stock market
29
Welt
26
World
26
Estimation theory
23
Schätztheorie
23
Exchange rate
22
Wechselkurs
22
Spillover effect
20
Spillover-Effekt
20
Portfolio selection
15
Portfolio-Management
15
Rohstoffderivat
15
USA
14
United States
14
Correlation
13
GARCH
13
Korrelation
13
Stochastic process
11
Stochastischer Prozess
11
Coronavirus
9
more ...
less ...
Online availability
All
Free
27
Undetermined
16
Type of publication
All
Article
49
Type of publication (narrower categories)
All
Article in journal
49
Aufsatz in Zeitschrift
49
Language
All
English
49
Author
All
Ma, Feng
4
Tanattrin Bunnag
3
Wei, Yu
3
Hawaldar, Iqbal Thonse
2
Liang, Chao
2
Meher, Bharat Kumar
2
Russel, Edwin
2
Supriyanto
2
Wei, Ching Chun
2
Acquah, Benjamin K.
1
Adam, Anokye M.
1
Ahmed, Gouher
1
Alam, Iskandar Ali
1
Alexander, Carol
1
Alexandri, Mohammad Benny
1
Alghalith, Moawia
1
Alzyoud, Hussein
1
Ambya, Ambya
1
Anandhabalaji, Veeramani
1
Asafo-Adjei, Emmanuel
1
Asai, Manabu
1
Aslanidis, Nektarios
1
Azhar, Rialdi
1
Babu, Manivannan
1
Baibulekova, Lyailya
1
Bass, Alexander
1
Basso, Michael Glenn
1
Billias, Ioannis
1
Boateng, Ebenezer
1
Bouazizi, Tarek
1
Brou, Jean Marcelin Bosson
1
Chebbi, Tarek
1
Chen, Cathy W. S.
1
Chen, Chung-Hsuan
1
Chen, Wang
1
Chen, Xiaodan
1
De Muylder, Cristiana Fernandes
1
Dedi, Lidija
1
Dong, Manh Cuong
1
Drakos, Anastassios A.
1
more ...
less ...
Published in...
All
Econometric reviews
International Journal of Energy Economics and Policy : IJEEP
International journal of finance & economics : IJFE
Energy economics
123
Finance research letters
75
Applied economics
58
International review of economics & finance : IREF
58
International review of financial analysis
51
Economic modelling
50
Research in international business and finance
48
The North American journal of economics and finance : a journal of financial economics studies
44
Journal of international financial markets, institutions & money
39
Journal of empirical finance
37
Journal of risk and financial management : JRFM
35
Applied economics letters
28
Journal of econometrics
24
Journal of banking & finance
23
International journal of forecasting
22
The journal of futures markets
21
Journal of forecasting
19
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
19
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
18
Cogent economics & finance
17
Economics letters
17
Review of quantitative finance and accounting
17
Working paper
17
Econometric Institute research papers
16
International journal of economics and financial issues : IJEFI
15
The European journal of finance
15
Discussion paper / Tinbergen Institute
14
International Journal of Financial Studies : open access journal
14
Journal of financial econometrics : official journal of the Society for Financial Econometrics
14
The empirical economics letters : a monthly international journal of economics
14
Emerging markets, finance and trade : EMFT
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
Global business review
13
The journal of applied business research
13
Finance India : the quarterly journal of Indian Institute of Finance
12
International journal of economics and finance
12
Pacific-Basin finance journal
12
Applied financial economics
11
more ...
less ...
Source
All
ECONIS (ZBW)
49
Showing
1
-
10
of
49
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Comparative analysis of the volatility structures of the stock prices of energy companies traded on the Kazakhstan stock exchange and international gold and oil prices
Sultanova, Zamzagul
;
Pazilov, Galimzhan A.
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
1
,
pp. 21-30
Persistent link: https://www.econbiz.de/10014481247
Saved in:
2
Modeling and forecasting closing prices of some coal mining companies in Indonesia by using the VAR(3)-BEKK GARCH (1,1) model
Wamiliana
;
Russel, Edwin
;
Alam, Iskandar Ali
;
Widiarti
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
1
,
pp. 579-591
Persistent link: https://www.econbiz.de/10014494811
Saved in:
3
Exploring the time-varying connectedness and contagion effects among exchange rates of BRICS, energy commodities, and volatilities
Qabhobho, Thobekile
;
Adam, Anokye M.
;
Idun, Anthony Adu …
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
2
,
pp. 272-283
Persistent link: https://www.econbiz.de/10014365714
Saved in:
4
On the time-varying correlations and hedging effectiveness : an analysis of crude oil, gold, and stock market
Sahadudheen, I.
;
Kumar, P. K. Santhosh
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
6
,
pp. 353-363
Persistent link: https://www.econbiz.de/10014435115
Saved in:
5
Pass-through effects of oil prices on LATAM emerging stocks before and during COVID-19 : an evidence from a Wavelet -VAR analysis
Gaytan, Jesus Cuauhtemoc Tellez
;
Rafiuddin, Aqila
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
1
,
pp. 529-543
Persistent link: https://www.econbiz.de/10014250921
Saved in:
6
Return and volatility spillovers of Asian Pacific stock markets' energy indices
Babu, Manivannan
;
Hariharan, C.
;
Srinivasan, S.
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
1
,
pp. 61-66
Persistent link: https://www.econbiz.de/10014235194
Saved in:
7
Volatility spillover between stock returns and oil prices during the Covid-19 pandemic in ASEAN
Alexandri, Mohammad Benny
;
Supriyanto
- In:
International Journal of Energy Economics and Policy : IJEEP
12
(
2022
)
1
,
pp. 126-133
Persistent link: https://www.econbiz.de/10013169343
Saved in:
8
Forecasting the Asian stock market volatility : evidence from WTI and INE oil futures
Ghani, Maria
;
Ma, Feng
;
Huang, Dengshi
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1496-1512
Persistent link: https://www.econbiz.de/10014533268
Saved in:
9
Inventory information arrival and the crude oil futures market
Chebbi, Tarek
;
Hmedat, Waleed
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1513-1533
Persistent link: https://www.econbiz.de/10014533269
Saved in:
10
How the effective reproductive number impacts global stock markets
Kristjanpoller Rodríguez, Werner
;
Michell, Kevin
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1972-1987
Persistent link: https://www.econbiz.de/10014533382
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->