//--> //--> //--> //-->
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"
~subject:"Theorie"
~subject:"Volatilität"
~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
Volatilität
Welt
ARCH model
467
ARCH-Modell
467
Volatility
321
Oil price
161
Ölpreis
161
Estimation
117
Schätzung
117
Theory
110
Forecasting model
109
Prognoseverfahren
109
Time series analysis
90
Zeitreihenanalyse
90
Capital income
88
Kapitaleinkommen
88
World
87
Börsenkurs
83
Share price
83
Commodity derivative
82
Rohstoffderivat
82
Estimation theory
64
Schätztheorie
64
Spillover effect
55
Spillover-Effekt
55
Risikomaß
50
Risk measure
50
Stock market
50
Aktienmarkt
49
GARCH
44
Stochastic process
40
Stochastischer Prozess
40
Correlation
38
Korrelation
38
Erdöl
37
Petroleum
37
Oil market
36
Ölmarkt
35
Statistical distribution
32
more ...
less ...
Online availability
All
Undetermined
245
Free
3
Type of publication
All
Article
382
Type of publication (narrower categories)
All
Article in journal
381
Aufsatz in Zeitschrift
381
Conference paper
1
Konferenzbeitrag
1
Systematic review
1
Übersichtsarbeit
1
Language
All
English
382
Author
All
Ma, Feng
16
Bouri, Elie
8
Hammoudeh, Shawkat
7
Yoon, Seong-min
7
Francq, Christian
6
Wang, Yudong
6
Wei, Yu
6
Zakoïan, Jean-Michel
6
Zhang, Yaojie
6
Bollerslev, Tim
5
McAleer, Michael
5
Tiwari, Aviral Kumar
5
Chang, Chia-Lin
4
Chevallier, Julien
4
Gong, Xu
4
Hasanov, Akram Shavkatovich
4
Huang, Dengshi
4
Laurent, Sébastien
4
Liang, Chao
4
Lin, Boqiang
4
Nguyen, Duc Khuong
4
Paolella, Marc S.
4
Sadorsky, Perry A.
4
Serletis, Apostolos
4
Wen, Fenghua
4
Baum, Christopher F.
3
Ciarreta, Aitor
3
Dimpfl, Thomas
3
Elder, John
3
Hallin, Marc
3
Hansen, Peter Reinhard
3
Ji, Qiang
3
Jondeau, Eric
3
Kang, Sang Hoon
3
Kim, Donggyu
3
Klein, Tony
3
Lai, Xiaodong
3
Liu, Jing
3
Lu, Xinjie
3
Mensi, Walid
3
more ...
less ...
Published in...
All
Energy economics
Journal of econometrics
Journal of economic dynamics & control
Journal of financial econometrics
Finance research letters
156
Applied economics
128
Economic modelling
123
International review of financial analysis
123
Journal of empirical finance
114
The North American journal of economics and finance : a journal of financial economics studies
109
International review of economics & finance : IREF
104
Research in international business and finance
100
Journal of international financial markets, institutions & money
83
International journal of forecasting
81
Journal of banking & finance
81
Journal of risk and financial management : JRFM
75
Economics letters
72
Journal of forecasting
70
Applied financial economics
69
Discussion paper / Tinbergen Institute
68
Applied economics letters
58
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
57
International Journal of Energy Economics and Policy : IJEEP
53
Working paper
52
Journal of financial econometrics : official journal of the Society for Financial Econometrics
51
The European journal of finance
51
Econometric Institute research papers
49
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
47
The journal of futures markets
47
International journal of finance & economics : IJFE
43
Econometric theory
40
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
40
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
40
Journal of international money and finance
38
Econometric reviews
36
Cogent economics & finance
33
International journal of economics and financial issues : IJEFI
33
Review of quantitative finance and accounting
33
International journal of economics and finance
32
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
31
Journal of applied econometrics
31
Quantitative finance
31
more ...
less ...
Source
All
ECONIS (ZBW)
382
Showing
1
-
10
of
382
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Volatility forecasting with machine learning and intraday commonality
Zhang, Chao
;
Cucuringu, Mihai
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 492-530
Persistent link: https://www.econbiz.de/10014526335
Saved in:
2
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:
3
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:
4
Realized GARCH, CBOE VIX, and the volatility risk premium
Hansen, Peter Reinhard
;
Huang, Zhuo
;
Tong, Chen
;
Wang, …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 187-223
Persistent link: https://www.econbiz.de/10014526311
Saved in:
5
Volatility of volatility estimation : central limit theorems for the fourier transform estimator and empirical study of the daily time series stylized facts
Toscano, Giacomo
;
Livieri, Giulia
;
Mancino, Maria Elvira
; …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 252-296
Persistent link: https://www.econbiz.de/10014526318
Saved in:
6
Exploring the influence of the geopolitical risks on the natural resource price volatility and correlation : evidence from DCC-MIDAS-X model
Liu, Han
;
Yang, Peng
;
He, Yongda
;
Oxley, Les
;
Guo, Pengwei
- In:
Energy economics
129
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014558922
Saved in:
7
Volatility spillovers across Russian oil and gas sector : evidence of the impact of global markets and extraordinary events
Balash, Vladimir
;
Faizliev, Alexey
- In:
Energy economics
129
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014558943
Saved in:
8
Changing determinant driver and oil volatility forecasting : a comprehensive analysis
Luo, Qin
;
Ma, Feng
;
Wang, Jiqian
;
Wu, You
- In:
Energy economics
129
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014558966
Saved in:
9
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:
10
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
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...
//-->