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~isPartOf:"International journal of economics and finance"
~isPartOf:"Journal of commodity markets"
~subject:"Oil price"
~subject:"Schätztheorie"
~subject:"Schätzung"
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Search: subject_exact:"ARCH-Modell"
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Oil price
Schätztheorie
Schätzung
ARCH model
60
ARCH-Modell
60
Volatility
42
Volatilität
42
Estimation
22
Capital income
20
Kapitaleinkommen
20
Aktienmarkt
16
Forecasting model
16
Prognoseverfahren
16
Stock market
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Time series analysis
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Theorie
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volatility
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forecasting
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28
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Abakah, Emmanuel Joel Aikins
1
Al-Deehani, Talla
1
Arabi, Khalafalla Ahmed Mohamed
1
Arekar, Kirti
1
Azar, Samih Antoine
1
Azimi, Mohammad Naim
1
Bagnied, Mohsen
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Bhat, Aparna
1
Bhuyan, Rafiq
1
Brockman, Paul
1
Candido, Osvaldo
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Chatziantoniou, Ioannis
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Chen, Lu-Jui
1
Chen, Shaozhen
1
Cuñado Eizaguirre, Juncal
1
Demiralay, Sercan
1
Dong, Weijia
1
Dritsakis, Nikolaos
1
Dryver, Arthur L.
1
Du, Zhen
1
Elian, Mohammad I.
1
Erol, Umit
1
Fang, Fang
1
Fang, Zheng
1
Gabauer, David
1
Gencer, Hatice Gaye
1
Gökbulut, Rasim lker
1
Hailemariam, Abebe
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Hammoudeh, Shawkat
1
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Hardik, Marfatia
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1
Imarhiagbe, Samuel
1
Ivanovski, Kris
1
Jena, Sangram Keshari
1
Kihoro, John M.
1
Lin, Haohui
1
Lin, Li
1
Liu, Bo
1
Liu, Hung-Chun
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International journal of economics and finance
Journal of commodity markets
Energy economics
184
Finance research letters
86
Applied economics
72
Economic modelling
72
Journal of econometrics
69
International review of economics & finance : IREF
61
International review of financial analysis
56
Journal of empirical finance
56
The North American journal of economics and finance : a journal of financial economics studies
56
International Journal of Energy Economics and Policy : IJEEP
47
Research in international business and finance
43
Journal of international financial markets, institutions & money
40
Journal of risk and financial management : JRFM
39
Applied economics letters
38
International journal of forecasting
38
Discussion paper / Tinbergen Institute
37
Econometric theory
37
Economics letters
36
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
36
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
36
Journal of banking & finance
30
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
29
International journal of economics and financial issues : IJEFI
29
International journal of finance & economics : IJFE
29
Working paper
29
Journal of financial econometrics : official journal of the Society for Financial Econometrics
28
Journal of forecasting
28
Applied financial economics
26
Econometric Institute research papers
25
Econometric reviews
24
Journal of risk
23
The journal of futures markets
23
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
23
The European journal of finance
21
Computational economics
19
Journal of financial econometrics
18
Review of quantitative finance and accounting
17
The econometrics journal
17
Cogent economics & finance
16
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ECONIS (ZBW)
28
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1
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:
2
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:
3
Time-to-maturity and commodity futures return volatility : the role of time-varying asymmetric information
Phan Hoang Long
;
Zurbruegg, Ralf
;
Brockman, Paul
;
Yu, …
- In:
Journal of commodity markets
26
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013450908
Saved in:
4
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:
5
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:
6
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:
7
The impact of securities margin trading on Chinese stock market
Chen, Shaozhen
;
Su, Liang
;
Lin, Li
;
Zhou, Chaoqun
;
Lin, …
- In:
International journal of economics and finance
10
(
2018
)
4
,
pp. 101-111
Persistent link: https://www.econbiz.de/10011859979
Saved in:
8
Volatility and causality in strategic commodities : characteristics, myth and evidence
Youngho, Chang
;
Fang, Zheng
;
Hamori, Shigeyuki
- In:
International journal of economics and finance
9
(
2017
)
8
,
pp. 162-178
Persistent link: https://www.econbiz.de/10011714755
Saved in:
9
A comparison study of copula models for European financial index returns
Tofoli, Paula V.
;
Ziegelmann, Flávio A.
;
Candido, Osvaldo
- In:
International journal of economics and finance
9
(
2017
)
10
,
pp. 155-178
Persistent link: https://www.econbiz.de/10011764112
Saved in:
10
Forecasting volatility stock return : evidence from the Nordic stock exchanges
Dritsakis, Nikolaos
;
Savvas, Georgios
- In:
International journal of economics and finance
9
(
2017
)
2
,
pp. 15-31
Persistent link: https://www.econbiz.de/10011617883
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