//--> //--> //-->
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:"Economic modelling"
~isPartOf:"Energy economics"
~person:"Todorova, Neda"
~type:"article"
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:"ARCH model"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
5
ARCH-Modell
5
Volatility
5
Volatilität
5
Forecasting model
4
Prognoseverfahren
4
Estimation
3
Forecasting
3
Schätzung
3
Börsenkurs
2
Capital income
2
Kapitaleinkommen
2
Oil price
2
Overnight volatility
2
Realized volatility
2
Share price
2
Time series analysis
2
Zeitreihenanalyse
2
Ölpreis
2
Aktienmarkt
1
Australia
1
Australien
1
Bourse
1
Börse
1
Commodity derivative
1
Correlation
1
Crude oil
1
Dynamic conditional correlation
1
Economic significance
1
Energiemarkt
1
Energy market
1
Energy markets
1
Equity markets
1
Erdöl
1
HAR model
1
HAR models
1
HAR-GARCH model
1
High frequency data
1
High-frequency data
1
Industrial metals
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Todorova, Neda
Ma, Feng
19
Bouri, Elie
9
Hammoudeh, Shawkat
9
Zhang, Yaojie
9
Wang, Yudong
8
Nguyen, Duc Khuong
7
Sadorsky, Perry A.
7
Wei, Yu
7
Yoon, Seong-min
7
Arouri, Mohamed
5
Chevallier, Julien
5
Huang, Dengshi
5
Liu, Jing
5
Mensi, Walid
5
Tiwari, Aviral Kumar
5
Chang, Kuang-liang
4
Gong, Xu
4
Gupta, Rangan
4
Hasanov, Akram Shavkatovich
4
Kang, Sang Hoon
4
Lahiani, Amine
4
Liang, Chao
4
Lin, Boqiang
4
Serletis, Apostolos
4
Wang, Shouyang
4
Wen, Fenghua
4
Wu, Chongfeng
4
Ahmed, Abdullahi Dahir
3
Balcilar, Mehmet
3
Batten, Jonathan A.
3
Baum, Christopher F.
3
Boubaker, Sabri
3
Chang, Chia-Lin
3
Ciarreta, Aitor
3
Elder, John
3
Huang, Zhuo
3
Huo, Rui
3
Iglesias, Emma M.
3
Ji, Qiang
3
more ...
less ...
Published in...
All
Economic modelling
Energy economics
Applied economics
1
Economics letters
1
International journal of forecasting
1
Journal of international financial markets, institutions & money
1
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Volatility forecasting using related markets' information for the Tokyo stock exchange
Jayawardena, Nirodha I.
;
Todorova, Neda
;
Li, Bin
;
Su, Jen-je
- In:
Economic modelling
90
(
2020
),
pp. 143-158
Persistent link: https://www.econbiz.de/10012428085
Saved in:
2
On realized volatility of crude oil futures markets : forecasting with exogenous predictors under structural breaks
Luo, Jiawen
;
Ji, Qiang
;
Klein, Tony
;
Todorova, Neda
; …
- In:
Energy economics
89
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012517048
Saved in:
3
Forecasting stock volatility using after-hour information : evidence from the Australian Stock Exchange
Jayawardena, Nirodha I.
;
Todorova, Neda
;
Li, Bin
;
Su, Jen-je
- In:
Economic modelling
52
(
2016
),
pp. 592-608
Persistent link: https://www.econbiz.de/10011642932
Saved in:
4
The course of realized volatility in the LME non-ferrous metal market
Todorova, Neda
- In:
Economic modelling
51
(
2015
),
pp. 1-12
Persistent link: https://www.econbiz.de/10011475768
Saved in:
5
Realized volatility transmission between crude oil and equity futures markets : a multivariate HAR approach
Souček, Michael
;
Todorova, Neda
- In:
Energy economics
40
(
2013
),
pp. 586-597
Persistent link: https://www.econbiz.de/10010354962
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->