//--> //--> //-->
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"
~person:"Balcilar, Mehmet"
~person:"Kang, Sang Hoon"
~subject:"Schätzung"
~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
| 9 applied filters
Year of publication
From:
To:
Subject
All
Schätzung
Theorie
Welt
ARCH model
5
ARCH-Modell
5
Oil price
4
Volatility
4
Volatilität
4
Ölpreis
4
World
3
Aktienmarkt
2
Börsenkurs
2
Estimation
2
Markov chain
2
Markov-Kette
2
Oil market
2
Share price
2
Spillover effect
2
Spillover-Effekt
2
Stock market
2
Ölmarkt
2
COVID19
1
Capital market returns
1
Causality analysis
1
Cointegration
1
Commodity derivative
1
Credit derivative
1
Directional and net spillover index
1
Dynamic spillover
1
Equity markets
1
Financial crisis
1
Finanzkrise
1
Hedging
1
Kapitalmarktrendite
1
Kausalanalyse
1
Kointegration
1
Kreditderivat
1
MOVE
1
Markov switching
1
Markov-switching model
1
Multivariate DECO-GARCH model
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Balcilar, Mehmet
Kang, Sang Hoon
Ma, Feng
7
Francq, Christian
6
Zakoïan, Jean-Michel
6
Bouri, Elie
5
Hammoudeh, Shawkat
5
Wei, Yu
5
Yoon, Seong-min
5
Laurent, Sébastien
4
Paolella, Marc S.
4
Bollerslev, Tim
3
Chevallier, Julien
3
Dimpfl, Thomas
3
Gong, Xu
3
Hallin, Marc
3
Hansen, Peter Reinhard
3
Ji, Qiang
3
Jondeau, Eric
3
Kim, Donggyu
3
Rockinger, Michael
3
Rombouts, Jeroen V. K.
3
Sadorsky, Perry A.
3
Tiwari, Aviral Kumar
3
Uddin, Mohammed Gazi Salah
3
Wang, Yudong
3
Zhang, Yaojie
3
Zhang, Yue-jun
3
Barigozzi, Matteo
2
Baum, Christopher F.
2
Baur, Dirk G.
2
Blasques, F.
2
Chang, Kuang-liang
2
Chorro, Christophe
2
Cifarelli, Giulio
2
Duan, Jin-Chuan
2
Dutta, Anupam
2
Fan, Ying
2
Filis, George
2
Gasbarro, Dominic
2
more ...
less ...
Published in...
All
Energy economics
Journal of econometrics
Journal of economic dynamics & control
Journal of financial econometrics
The North American journal of economics and finance : a journal of financial economics studies
5
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Emerging markets review
1
Empirica : journal of european economics
1
Global finance journal
1
International review of economics & finance : IREF
1
Pacific-Basin finance journal
1
Research in international business and finance
1
The Korean economic review
1
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Regime specific spillovers across US sectors and the role of oil price volatility
Hernandez, Jose Arreola
;
Shahzad, Syed Jawad Hussain
; …
- In:
Energy economics
107
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013202566
Saved in:
2
On the risk spillover across the oil market, stock market, and the oil related CDS sectors : a volatility impulse response approach
Balcilar, Mehmet
;
Hammoudeh, Shawkat
;
Toparli, Elif Akay
- In:
Energy economics
74
(
2018
),
pp. 813-827
Persistent link: https://www.econbiz.de/10011972977
Saved in:
3
Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets
Kang, Sang Hoon
;
McIver, Ron
;
Yoon, Seong-min
- In:
Energy economics
62
(
2017
),
pp. 19-32
Persistent link: https://www.econbiz.de/10011748013
Saved in:
4
The causal nexus between oil prices and equity market in the US : a regime switching model
Balcilar, Mehmet
;
Ozdemir, Zeynel Abidin
- In:
Energy economics
39
(
2013
),
pp. 271-282
Persistent link: https://www.econbiz.de/10010234879
Saved in:
5
Forecasting volatility of crude oil markets
Kang, Sang Hoon
;
Kang, Sang-mok
;
Yoon, Seong-min
- In:
Energy economics
31
(
2009
)
1
,
pp. 119-125
Persistent link: https://www.econbiz.de/10003803810
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->