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~isPartOf:"Economic modelling"
~person:"Arouri, Mohamed"
~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
8
Aktienmarkt
4
Oil price
4
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4
Volatility
4
Volatilität
4
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4
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3
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Arouri, Mohamed
Jawadi, Fredj
Zhang, Yaojie
Huang, Zhuo
3
Iglesias, Emma M.
3
Kumar, Dilip
3
Lahiani, Amine
3
Ma, Feng
3
Todorova, Neda
3
Wang, Tianyi
3
Ahmed, Abdullahi Dahir
2
Belkhouja, Mustapha
2
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Cheffou, Abdoulkarim Idi
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2
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2
Joëts, Marc
2
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2
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2
Lin, Xiaoqiang
2
Liu, Jing
2
Maheswaran, S.
2
Mensi, Walid
2
Min, Hong-ghi
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Nguyen, Duc Khuong
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Pal, Debdatta
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Sadorsky, Perry A.
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Shi, Yanlin
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Su, Jung-bin
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2
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2
Zhang, Zhaoyong
2
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1
Abosedra, Salah S.
1
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1
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Economic modelling
Applied economics
9
Energy economics
8
International journal of forecasting
4
Journal of forecasting
3
Econometric reviews
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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2
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The North American journal of economics and finance : a journal of financial economics studies
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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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ECONIS (ZBW)
8
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8
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date (oldest first)
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:
6
World gold prices and stock returns in China : insights for hedging and diversification strategies
Arouri, Mohamed
;
Lahiani, Amine
;
Nguyen, Duc Khuong
- In:
Economic modelling
44
(
2015
),
pp. 273-282
Persistent link: https://www.econbiz.de/10011326226
Saved in:
7
Financial market integration : theory and empirical results
Arouri, Mohamed
;
Foulquier, Philippe
- In:
Economic modelling
29
(
2012
)
2
,
pp. 382-394
Persistent link: https://www.econbiz.de/10009536808
Saved in:
8
Return and volatility transmission between world oil prices and stock markets of the GCC countries
Arouri, Mohamed
;
Lahiani, Amine
;
Nguyen, Duc Khuong
- In:
Economic modelling
28
(
2011
)
4
,
pp. 1815-1825
Persistent link: https://www.econbiz.de/10009272445
Saved in:
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