//--> //--> //--> //-->
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:"Energy economics"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of financial econometrics"
~isPartOf:"Research in international business and finance"
~subject:"Theorie"
~subject:"Welt"
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-Modell"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Theorie
Welt
ARCH model
592
ARCH-Modell
592
Volatility
412
Volatilität
412
Oil price
170
Ölpreis
170
Estimation
150
Schätzung
150
Börsenkurs
126
Capital income
126
Kapitaleinkommen
126
Share price
126
Theory
125
Forecasting model
123
Prognoseverfahren
123
World
115
Time series analysis
106
Zeitreihenanalyse
106
Stock market
97
Aktienmarkt
96
Commodity derivative
88
Rohstoffderivat
88
Spillover effect
87
Spillover-Effekt
87
Estimation theory
66
Schätztheorie
66
Correlation
61
Korrelation
61
Risikomaß
61
Risk measure
61
GARCH
58
Stochastic process
44
Stochastischer Prozess
44
Oil market
42
Ölmarkt
41
Erdöl
40
Petroleum
40
Portfolio selection
37
more ...
less ...
Online availability
All
Undetermined
140
Free
2
Type of publication
All
Article
233
Type of publication (narrower categories)
All
Article in journal
232
Aufsatz in Zeitschrift
232
Systematic review
1
Übersichtsarbeit
1
Language
All
English
233
Author
All
Bouri, Elie
5
Hammoudeh, Shawkat
5
Ji, Qiang
5
Laurent, Sébastien
4
Ma, Feng
4
Wang, Yudong
4
Wei, Yu
4
Fan, Ying
3
Gong, Xu
3
Gupta, Rangan
3
Hallin, Marc
3
Jondeau, Eric
3
Paolella, Marc S.
3
Rockinger, Michael
3
Sadorsky, Perry A.
3
Uddin, Mohammed Gazi Salah
3
Zhang, Yaojie
3
Ahmad, Wasim
2
Balcilar, Mehmet
2
Barigozzi, Matteo
2
Baum, Christopher F.
2
Chevallier, Julien
2
Chkili, Walid
2
Cifarelli, Giulio
2
Degiannakis, Stavros
2
Dimpfl, Thomas
2
Duan, Jin-Chuan
2
Filis, George
2
Francq, Christian
2
Gasbarro, Dominic
2
Gonçalves, Sílvia
2
Hansen, Peter Reinhard
2
Hassan, Kamrul
2
Hoque, Ariful
2
Kang, Sang Hoon
2
Ledoit, Olivier
2
Liang, Chao
2
Lin, Boqiang
2
Liu, Jing
2
Marfatia, Hardik A.
2
more ...
less ...
Published in...
All
Energy economics
Journal of econometrics
Journal of economic dynamics & control
Journal of financial econometrics
Research in international business and finance
Finance research letters
64
Journal of empirical finance
64
Applied economics
57
International journal of forecasting
51
Economic modelling
47
International review of economics & finance : IREF
46
Journal of forecasting
45
International review of financial analysis
42
Journal of banking & finance
42
The North American journal of economics and finance : a journal of financial economics studies
39
Discussion paper / Tinbergen Institute
37
Econometric theory
37
Economics letters
37
The European journal of finance
36
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
33
Working paper
32
Journal of international financial markets, institutions & money
31
Journal of risk and financial management : JRFM
29
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
29
Journal of financial econometrics : official journal of the Society for Financial Econometrics
28
Applied economics letters
26
Econometric reviews
26
Journal of applied econometrics
25
International Journal of Energy Economics and Policy : IJEEP
24
Econometric Institute research papers
23
Journal of international money and finance
22
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
21
The econometrics journal
20
Computational economics
19
International journal of finance & economics : IJFE
19
Quantitative finance
19
Applied financial economics
17
CORE discussion paper : DP
16
The journal of futures markets
16
Department of Economics working paper series
14
more ...
less ...
Source
All
ECONIS (ZBW)
233
Showing
1
-
10
of
233
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Can inflation predict energy price volatility?
Batten, Jonathan A.
;
Mo, Di
;
Pourkhanali, Armin
- In:
Energy economics
129
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014558888
Saved in:
2
Asymmetric volatility spillover between crude oil and other asset markets
Guan, Bo
;
Mazouz, Khelifa
;
Xu, Yongdeng
- In:
Energy economics
130
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014559169
Saved in:
3
The safe haven, hedging, and diversification properties of oil, gold, and cryptocurrency for the G7 equity markets : evidence from the pre- and post-COVID-19 periods
Tarchella, Salma
;
Khalfaoui, Rabeh
;
Hammoudeh, Shawkat
- In:
Research in international business and finance
67
(
2024
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451553
Saved in:
4
Time-varying jump intensity and volatility forecasting of crude oil returns
Zhang, Lei
;
Chen, Yan
;
Bouri, Elie
- In:
Energy economics
129
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014559002
Saved in:
5
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
6
A practical multivariate approach to testing volatility spillover
Leong, Soon Heng
;
Urga, Giovanni
- In:
Journal of economic dynamics & control
153
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014479289
Saved in:
7
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:
8
Testing hypotheses on the innovations distribution in semi-parametric conditional volatility models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1443-1482
Persistent link: https://www.econbiz.de/10014444685
Saved in:
9
Time variation in cash flows and discount rates
Cenesizoglu, Tolga
;
Ibrushi, Denada
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1557-1589
Persistent link: https://www.econbiz.de/10014444702
Saved in:
10
A machine learning approach to volatility forecasting
Christensen, Kim
;
Siggaard, Mathias Voldum
;
Veliyev, …
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1680-1727
Persistent link: https://www.econbiz.de/10014444717
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->