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~isPartOf:"Economics letters"
~isPartOf:"Energy economics"
~isPartOf:"International journal of forecasting"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Multivariate Analyse"
~subject:"Theorie"
~subject:"Welt"
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Search: subject_exact:"ARCH-Modell"
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Multivariate Analyse
Theorie
Welt
ARCH model
654
ARCH-Modell
654
Volatility
471
Volatilität
471
Forecasting model
213
Prognoseverfahren
213
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179
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179
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Wang, Yudong
6
Hammoudeh, Shawkat
5
Ma, Feng
5
Ruiz, Esther
5
Zhang, Yaojie
5
Dimitrakopoulos, Stefanos
4
Kang, Sang Hoon
4
McAleer, Michael
4
Wei, Yu
4
Wu, Chongfeng
4
Asai, Manabu
3
Bouri, Elie
3
Dimpfl, Thomas
3
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3
Haas, Markus
3
Lazar, Emese
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3
Nonejad, Nima
3
Sadorsky, Perry A.
3
Uddin, Mohammed Gazi Salah
3
Wang, Xunxiao
3
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2
Alexander, Carol
2
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2
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2
Baur, Dirk G.
2
Brooks, Chris
2
Chang, Chia-Lin
2
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Chevallier, Julien
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2
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2
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2
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2
Filis, George
2
Gasbarro, Dominic
2
Gupta, Rangan
2
Hafner, Christian M.
2
Hassan, Kamrul
2
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2
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Economics letters
Energy economics
International journal of forecasting
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
The North American journal of economics and finance : a journal of financial economics studies
Journal of empirical finance
65
Journal of econometrics
64
Finance research letters
62
Applied economics
59
Economic modelling
49
Journal of banking & finance
46
Research in international business and finance
46
Journal of forecasting
45
Discussion paper / Tinbergen Institute
44
International review of financial analysis
42
Econometric theory
40
International review of economics & finance : IREF
40
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of risk and financial management : JRFM
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Econometric reviews
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Applied economics letters
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International Journal of Energy Economics and Policy : IJEEP
25
Journal of international money and finance
23
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
22
The econometrics journal
22
Applied financial economics
18
Computational economics
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International journal of finance & economics : IJFE
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Quantitative finance
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Journal of financial econometrics
17
CORE discussion paper : DP
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Journal of economic dynamics & control
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Risks : open access journal
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
14
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ECONIS (ZBW)
262
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1
2T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log returns : Out-of-sample comparison of conditional EVT models
Tomlinson, Matthew F.
;
Greenwood, David
; …
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 324-347
Persistent link: https://www.econbiz.de/10014450274
Saved in:
2
Co-volatility and asymmetric transmission of risks between the global oil and China's futures markets
Luo, Jiawen
;
Marfatia, Hardik A.
;
Ji, Qiang
;
Klein, Tony
- In:
Energy economics
117
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014437127
Saved in:
3
Forecasting expected shortfall : should we use a multivariate model for stock market factors?
Fortin, Alain-Philippe
;
Simonato, Jean-Guy
;
Dionne, Georges
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 314-331
Persistent link: https://www.econbiz.de/10014462782
Saved in:
4
Forecasting crude oil market volatility using variable selection and common factor
Zhang, Yaojie
;
Wahab, M. I. M.
;
Wang, Yudong
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 486-502
Persistent link: https://www.econbiz.de/10014462793
Saved in:
5
Transformer-based forecasting for intraday trading in the Shanghai crude oil market : Analyzing open-high-low-close prices
Huang, Wenyang
;
Gao, Tianxiao
;
Hao, Yun
;
Wang, Xiuqing
- In:
Energy economics
127
(
2023
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10014487500
Saved in:
6
On the volatility of WTI crude oil prices : a time-varying approach with stochastic volatility
Thai-Ha Le
;
Boubaker, Sabri
;
Manh Tien Bui
;
Park, Donghyun
- In:
Energy economics
117
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014436424
Saved in:
7
INE oil futures volatility prediction : exchange rates or international oil futures volatility?
Lu, Xinjie
;
Ma, Feng
;
Li, Haibo
;
Wang, Jianqiong
- In:
Energy economics
126
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014483407
Saved in:
8
Nonlinear and asymmetric interconnectedness of crude oil with financial and commodity markets
Okhrin, Yarema
;
Uddin, Mohammed Gazi Salah
;
Yahya, Muhammad
- In:
Energy economics
125
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014485235
Saved in:
9
Cross-market information transmission and stock market volatility prediction
Wang, Yide
;
Chen, Zan
;
Ji, Xiaodong
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014485465
Saved in:
10
Multiperiod portfolio allocation : a study of volatility clustering, non-normalities and predictable returns
Simonato, Jean-Guy
;
Denault, Michel
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014486271
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