//--> //--> //-->
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:"Research in international business and finance"
~language:"eng"
~person:"Fan, Ying"
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:"GARCH-Modell"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
3
ARCH-Modell
3
Welt
3
World
3
Implied volatility index
2
Oil market
2
Oil price
2
Risikomaß
2
Risk measure
2
Volatility
2
Volatilität
2
Ölmarkt
2
Ölpreis
2
Aktienindex
1
Capital income
1
Causality analysis
1
Fear gauge
1
Kapitaleinkommen
1
Kausalanalyse
1
Multivariate Verteilung
1
Multivariate distribution
1
OVX
1
Return-volatility dependence
1
Risiko
1
Risk
1
Risk spillover
1
Spillover effect
1
Spillover-Effekt
1
Stock index
1
TVP GARCH model
1
Time-varying mixed copula model
1
Time-varying relationship
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
Author
All
Fan, Ying
Ma, Feng
16
Bouri, Elie
10
Hammoudeh, Shawkat
10
Tiwari, Aviral Kumar
8
Wang, Yudong
7
Yoon, Seong-min
7
Zhang, Yaojie
7
Chevallier, Julien
6
Ji, Qiang
6
Serletis, Apostolos
6
Wei, Yu
6
Gupta, Rangan
5
Nguyen, Duc Khuong
5
Sadorsky, Perry A.
5
Gong, Xu
4
Hasanov, Akram Shavkatovich
4
Huang, Dengshi
4
Kang, Sang Hoon
4
Klein, Tony
4
Lau, Chi Keung
4
Liang, Chao
4
Lin, Boqiang
4
Wang, Shouyang
4
Wen, Fenghua
4
Balcilar, Mehmet
3
Baum, Christopher F.
3
Chang, Chia-Lin
3
Ciarreta, Aitor
3
Degiannakis, Stavros
3
Demirer, Rıza
3
Elder, John
3
Gozgor, Giray
3
Lai, Xiaodong
3
Liu, Jing
3
Lu, Xinjie
3
McAleer, Michael
3
Mensi, Walid
3
Naeem, Muhammad Abubakr
3
Papadamou, Stephanos
3
more ...
less ...
Published in...
All
Energy economics
Research in international business and finance
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Dynamic return-volatility dependence and risk measure of CoVaR in the oil market : a time-varying mixed copula model
Liu, Bing-Yue
;
Ji, Qiang
;
Fan, Ying
- In:
Energy economics
68
(
2017
),
pp. 53-65
Persistent link: https://www.econbiz.de/10011904999
Saved in:
2
Modelling the joint dynamics of oil prices and investor fear gauge
Ji, Qiang
;
Fan, Ying
- In:
Research in international business and finance
37
(
2016
),
pp. 242-251
Persistent link: https://www.econbiz.de/10011595199
Saved in:
3
Estimating "value at risk" of crude oil price and its spillover effect using the GED-GARCH approach
Fan, Ying
;
Zhang, Yue-jun
;
Tsai, Hsien-tang
;
Wei, Yi-Ming
- In:
Energy economics
30
(
2008
)
6
,
pp. 3156-3171
Persistent link: https://www.econbiz.de/10003777034
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->