//--> //--> //-->
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"
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:"Conditional volatility"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
4
Volatilität
4
ARCH model
3
ARCH-Modell
3
Börsenkurs
2
Conditional volatility
2
Estimation
2
Schätzung
2
Share price
2
Welt
2
World
2
Ankündigungseffekt
1
Announcement effect
1
Asymmetric GARCH regression
1
Asymmetric conditional volatility
1
Causality analysis
1
Commodity derivative
1
Commodity exchange
1
Copula
1
Correlation
1
Derivat
1
Derivative
1
Emerging and frontier markets
1
Emerging economies
1
Gold
1
Gold futures market
1
Good news
1
Granger's causality
1
Hedging
1
Incomplete market
1
Kausalanalyse
1
Korrelation
1
Macroeconomic news
1
Market noise conditional volatility
1
Media
1
Multivariate GARCH model
1
Multivariate Verteilung
1
Multivariate distribution
1
Oil price
1
Optimal hedge ratio
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Baumöhl, Eduard
1
Chen, Qiang
1
Jung, Hojin
1
Kim, Jong-Min
1
Li, Wenyu
1
Liang, Qi
1
Lin, Xiaoqiang
1
Lyócsa, Štefan
1
Sun, Wenjia
1
Tang, Zhenpeng
1
Yu, Fengyan
1
more ...
less ...
Published in...
All
Economic modelling
Discussion paper / Tinbergen Institute
12
Tinbergen Institute Discussion Paper
12
Documentos de Trabajo del ICAE
10
Econometric Institute Research Papers
9
Finance research letters
9
MPRA Paper
9
International review of financial analysis
7
Research in international business and finance
7
Working Papers in Economics
7
CFS Working Paper Series
6
Econometrics
6
Mathematics and Computers in Simulation (MATCOM)
6
Econometric Institute Report
5
Tinbergen Institute Discussion Papers
4
Applied economics
3
CFS Working Paper
3
Econometrics : open access journal
3
Economics Letters
3
International journal of economics and financial issues : IJEFI
3
International journal of finance & economics : IJFE
3
International review of economics & finance : IREF
3
KIER Working Papers
3
Working Papers / Bank of Greece
3
Asian Academy of Management Journal of Accounting and Finance
2
DFAEII Working Papers
2
Econometric Reviews
2
Economic Modelling
2
Economics Bulletin
2
Economics Papers from University Paris Dauphine
2
Economics letters
2
Energy economics
2
Frankfurt School - Working Paper Series
2
Global Business Review
2
International Journal of Economics and Business Research
2
International Journal of Energy Economics and Policy : IJEEP
2
International Journal of Monetary Economics and Finance
2
Istanbul Stock Exchange Review
2
Journal of International Financial Markets, Institutions and Money
2
Journal of Risk Finance
2
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Media effects matter : macroeconomic announcements in the gold futures market
Liang, Qi
;
Sun, Wenjia
;
Li, Wenyu
;
Yu, Fengyan
- In:
Economic modelling
96
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012745217
Saved in:
2
Can asymmetric
conditional
volatility
imply asymmetric tail dependence?
Kim, Jong-Min
;
Jung, Hojin
- In:
Economic modelling
64
(
2017
),
pp. 409-418
Persistent link: https://www.econbiz.de/10011761287
Saved in:
3
Volatility and dynamic conditional correlations of worldwide emerging and frontier markets
Baumöhl, Eduard
;
Lyócsa, Štefan
- In:
Economic modelling
38
(
2014
),
pp. 175-183
Persistent link: https://www.econbiz.de/10010418125
Saved in:
4
Dynamic hedging strategy in incomplete market : evidence from Shanghai fuel oil futures market
Lin, Xiaoqiang
;
Chen, Qiang
;
Tang, Zhenpeng
- In:
Economic modelling
40
(
2014
),
pp. 81-90
Persistent link: https://www.econbiz.de/10010425724
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->