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~isPartOf:"Economic modelling"
~language:"eng"
~person:"Jawadi, Fredj"
~person:"Zhang, Yaojie"
~subject:"ARCH-Modell"
~subject:"Forecasting model"
~subject:"Risikomaß"
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Search: subject_exact:"ARCH model"
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ARCH-Modell
Forecasting model
Risikomaß
ARCH model
5
Volatility
4
Volatilität
4
Oil price
3
Prognoseverfahren
3
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Jawadi, Fredj
Zhang, Yaojie
Arouri, Mohamed
3
Huang, Zhuo
3
Iglesias, Emma M.
3
Kumar, Dilip
3
Lahiani, Amine
3
Ma, Feng
3
Todorova, Neda
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Wang, Tianyi
3
Ahmed, Abdullahi Dahir
2
Belkhouja, Mustapha
2
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2
Cheffou, Abdoulkarim Idi
2
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2
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2
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2
Jayawardena, Nirodha I.
2
Joëts, Marc
2
Li, Bin
2
Liang, Fang
2
Lin, Xiaoqiang
2
Liu, Jing
2
Maheswaran, S.
2
Mensi, Walid
2
Min, Hong-ghi
2
Nguyen, Duc Khuong
2
Pal, Debdatta
2
Sadorsky, Perry A.
2
Shi, Yanlin
2
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2
Su, Jung-bin
2
Tsui, Albert K.
2
Wang, Yudong
2
Zhang, Zhaoyong
2
Abdallah, Oussama
1
Abosedra, Salah S.
1
Aftab, Muhammad
1
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Economic modelling
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9
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6
International journal of forecasting
3
Journal of forecasting
3
Econometric reviews
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Working papers series in theoretical and applied economics
2
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Decision making and risk/return optimization in financial economics
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Emerging markets, finance and trade : EMFT
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Finance research letters
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
5
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1
Intraday return predictability in China's crude oil futures market : new evidence from a unique trading mechanism
Wen, Danyan
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Economic modelling
96
(
2021
),
pp. 209-219
Persistent link: https://www.econbiz.de/10012745351
Saved in:
2
Economic policy uncertainty and the Chinese stock market volatility : novel evidence
Li, Tao
;
Ma, Feng
;
Zhang, Xuehua
;
Zhang, Yaojie
- In:
Economic modelling
87
(
2020
),
pp. 24-33
Persistent link: https://www.econbiz.de/10012416291
Saved in:
3
Forecasting the aggregate oil price volatility in a data-rich environment
Ma, Feng
;
Liu, Jing
;
Wahab, M. I. M.
;
Zhang, Yaojie
- In:
Economic modelling
72
(
2018
),
pp. 320-332
Persistent link: https://www.econbiz.de/10012100341
Saved in:
4
On the study of contagion in the context of the subprime crisis : a dynamic conditional correlation-multivariate GARCH approach
Hemche, Omar
;
Jawadi, Fredj
;
Maliki, Samir B.
;
Cheffou, …
- In:
Economic modelling
52
(
2016
),
pp. 292-299
Persistent link: https://www.econbiz.de/10011645655
Saved in:
5
On oil-US exchange rate volatility relationships : an intraday analysis
Jawadi, Fredj
;
Louhichi, Waël
;
Ameur, Hachmi Ben
; …
- In:
Economic modelling
59
(
2016
),
pp. 329-334
Persistent link: https://www.econbiz.de/10011647852
Saved in:
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