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~isPartOf:"International journal of economics and finance"
~isPartOf:"Journal of commodity markets"
~isPartOf:"Journal of empirical finance"
~subject:"Oil price"
~subject:"Schätztheorie"
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Search: subject_exact:"ARCH-Modell"
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Oil price
Schätztheorie
ARCH model
192
ARCH-Modell
192
Volatility
133
Volatilität
133
Capital income
69
Kapitaleinkommen
69
Estimation
65
Schätzung
65
Theorie
58
Theory
58
Forecasting model
49
Prognoseverfahren
49
Time series analysis
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Zeitreihenanalyse
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Börsenkurs
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Share price
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Aktienmarkt
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Stock market
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Risk measure
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Correlation
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Korrelation
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USA
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United States
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GARCH
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Welt
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World
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Estimation theory
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Exchange rate
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Markov chain
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Markov-Kette
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Statistical distribution
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Statistische Verteilung
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Portfolio selection
14
Portfolio-Management
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30
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Wang, Yudong
2
Wu, Chongfeng
2
Yin, Libo
2
Abakah, Emmanuel Joel Aikins
1
Agosto, Arianna
1
Amado, Cristina
1
Azimi, Mohammad Naim
1
Bauwens, Luc
1
Berens, Tobias
1
Brooks, Robert
1
Cao, Yang
1
Cavaliere, Giuseppe
1
Chatziantoniou, Ioannis
1
Chen, Lu-Jui
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Cheng, Wan-hsiu
1
Chourdakis, Kyriakos
1
Conrad, Christian
1
Cuñado Eizaguirre, Juncal
1
Dark, Jonathan
1
De Backer, Bruno
1
De Nard, Gianluca
1
Demiralay, Sercan
1
Dotsis, George
1
Dufays, Arnaud
1
Enders, Walter
1
Fornari, Fabio
1
Gabauer, David
1
Gencer, Hatice Gaye
1
Hailemariam, Abebe
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Hammoudeh, Shawkat
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Hardik, Marfatia
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He, Xue-zhong
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Hsu, Yuan-Teng
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Hung, Jui-cheng
1
Hwang, Inwook
1
Imarhiagbe, Samuel
1
Ivanovski, Kris
1
Jena, Sangram Keshari
1
Jondeau, Eric
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International journal of economics and finance
Journal of commodity markets
Journal of empirical finance
Energy economics
159
Journal of econometrics
50
International Journal of Energy Economics and Policy : IJEEP
40
Economic modelling
36
Econometric theory
35
Finance research letters
31
Applied economics
25
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
25
Economics letters
23
The North American journal of economics and finance : a journal of financial economics studies
21
Discussion paper / Tinbergen Institute
20
International review of economics & finance : IREF
19
International journal of forecasting
18
Journal of forecasting
18
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
International review of financial analysis
17
Econometric reviews
15
Journal of risk
14
The econometrics journal
14
Applied economics letters
13
Econometric Institute research papers
13
CREATES research paper
12
Journal of risk and financial management : JRFM
12
The energy journal
12
International journal of economics and financial issues : IJEFI
11
Journal of banking & finance
11
Journal of financial econometrics : official journal of the Society for Financial Econometrics
11
Journal of time series econometrics
11
Research in international business and finance
11
Working paper
10
CORE discussion papers : DP
9
Série des documents de travail / Centre de Recherche en Économie et Statistique
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
International journal of finance & economics : IJFE
8
Journal of financial econometrics
8
Journal of international financial markets, institutions & money
8
Annals of financial economics
7
CESifo working papers
7
Computational economics
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ECONIS (ZBW)
30
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1
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
Saved in:
2
Using, taming or avoiding the factor zoo? : a double-shrinkage estimator for covariance matrices
De Nard, Gianluca
;
Zhao, Zhao
- In:
Journal of empirical finance
72
(
2023
),
pp. 23-35
Persistent link: https://www.econbiz.de/10014476795
Saved in:
3
Dynamic spillovers across precious metals and oil realized volatilities : evidence from quantile extended joint connectedness measures
Cuñado Eizaguirre, Juncal
;
Chatziantoniou, Ioannis
; …
- In:
Journal of commodity markets
30
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014426696
Saved in:
4
Exploring volatility of crude oil intraday return curves : a functional GARCH-X model
Rice, Gregory
;
Wirjanto, Tony S.
;
Zhao, Yuqian
- In:
Journal of commodity markets
32
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014495589
Saved in:
5
The connectedness in the world petroleum futures markets using a Quantile VAR approach
Jena, Sangram Keshari
;
Tiwari, Aviral Kumar
;
Abakah, …
- In:
Journal of commodity markets
27
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014276628
Saved in:
6
Oil price shocks and the US stock market : a nonlinear approach
Hwang, Inwook
;
Kim, Jaebeom
- In:
Journal of empirical finance
64
(
2021
),
pp. 23-36
Persistent link: https://www.econbiz.de/10013259395
Saved in:
7
Forecasting the dynamic relationship between crude oil and stock prices since the 19th century
Ivanovski, Kris
;
Hailemariam, Abebe
- In:
Journal of commodity markets
24
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013392386
Saved in:
8
A correcting note on forecasting conditional variance using ARIMA vs. GARCH model
Azimi, Mohammad Naim
;
Shahidzada, Seyed Farhad
- In:
International journal of economics and finance
11
(
2019
)
5
,
pp. 145-152
Persistent link: https://www.econbiz.de/10012012282
Saved in:
9
Harnessing jump component for crude oil volatility forecasting in the presence of extreme shocks
Ma, Feng
;
Liao, Yin
;
Zhang, Yaojie
;
Cao, Yang
- In:
Journal of empirical finance
52
(
2019
),
pp. 40-55
Persistent link: https://www.econbiz.de/10012170621
Saved in:
10
Oil and the short-term predictability of stock return volatility
Wang, Yudong
;
Wei, Yu
;
Wu, Chongfeng
;
Yin, Libo
- In:
Journal of empirical finance
47
(
2018
),
pp. 90-104
Persistent link: https://www.econbiz.de/10012103481
Saved in:
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