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~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of financial econometrics"
~subject:"Oil price"
~subject:"Spillover-Effekt"
~subject:"Theorie"
~subject:"Welt"
~type:"article"
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Search: subject_exact:"ARCH-Modell"
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Oil price
Spillover-Effekt
Theorie
Welt
ARCH model
178
ARCH-Modell
178
Volatility
135
Volatilität
135
Capital income
66
Kapitaleinkommen
66
Estimation
60
Schätzung
60
Aktienmarkt
52
Stock market
52
Börsenkurs
51
Forecasting model
51
Prognoseverfahren
51
Share price
51
Theory
44
Spillover effect
31
Time series analysis
31
Zeitreihenanalyse
31
Correlation
24
Korrelation
24
Risikomaß
24
Risk measure
24
Portfolio selection
18
Portfolio-Management
18
World
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15
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88
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88
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English
88
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Ma, Feng
5
Brooks, Robert
3
Do, Hung Xuan
3
Bouri, Elie
2
Degiannakis, Stavros
2
Filis, George
2
Floros, Christos
2
Guesmi, Khaled
2
Karanasos, Menelaos
2
Ledoit, Olivier
2
Li, Yan
2
Nonejad, Nima
2
Pick Schen Yip
2
Shahzad, Syed Jawad Hussain
2
Wang, Xiong
2
Wolf, Michael
2
Zarangas, Leonidas P.
2
Ahmad, Wasim
1
Alhaj-Yaseen, Yaseen S.
1
Ali, Faek Menla
1
An, Haizhong
1
Andrikopulos, Andreas A.
1
Angelidis, Timotheos
1
Apostolakis, George N.
1
Ballester, Laura
1
Balli, Faruk
1
Balli, Hatice Ozer
1
Barkoulas, John T.
1
Bedoui, Rihab
1
Bekiros, Stelios D.
1
Berger, Theo
1
Bhattacharyya, Malay
1
Boldanov, Rustam
1
Bouazizi, Tarek
1
Boubaker, Adel
1
Braeik, Sana
1
Brzeszczyński, Janusz
1
Cagliesi, Gabriella
1
Caloia, Francesco Giuseppe
1
Cao, Jiahui
1
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International review of financial analysis
Journal of financial econometrics
Energy economics
199
Finance research letters
103
Economic modelling
82
Applied economics
73
International review of economics & finance : IREF
69
Journal of empirical finance
67
Research in international business and finance
65
The North American journal of economics and finance : a journal of financial economics studies
62
Journal of econometrics
57
International journal of forecasting
53
Journal of banking & finance
49
Journal of international financial markets, institutions & money
47
International Journal of Energy Economics and Policy : IJEEP
46
Journal of forecasting
46
Economics letters
44
Journal of risk and financial management : JRFM
41
The European journal of finance
40
Econometric theory
37
Applied economics letters
35
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
33
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
30
International journal of finance & economics : IJFE
29
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
28
Journal of financial econometrics : official journal of the Society for Financial Econometrics
27
Econometric reviews
26
Journal of international money and finance
25
Journal of applied econometrics
24
Quantitative finance
22
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
22
Applied financial economics
20
The econometrics journal
20
Cogent economics & finance
19
Computational economics
19
The journal of futures markets
19
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
17
Journal of economic dynamics & control
16
Pacific-Basin finance journal
16
International Journal of Financial Studies : open access journal
15
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ECONIS (ZBW)
88
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88
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1
The asymmetric volatility spillover across Shanghai, Hong Kong and the U.S. stock markets : a regime weighted measure and its forecast inference
Sheng, Lin Wen
;
Uddin, Mohammed Gazi Salah
;
Sen, Ding
; …
- In:
International review of financial analysis
91
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014446963
Saved in:
2
GARCH-M model with an asymmetric risk premium : distinguishing between "good" and "bad" volatility periods
Trifonov, Juri
;
Potanin, Bogdan
- In:
International review of financial analysis
91
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014446930
Saved in:
3
Crude oil prices in times of crisis : the role of Covid-19 and historical events
Bouazizi, Tarek
;
Guesmi, Khaled
;
Galariotis, Emilios
; …
- In:
International review of financial analysis
91
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014446934
Saved in:
4
Bitcoin price volatility transmission between spot and futures markets
Apostolakis, George N.
- In:
International review of financial analysis
94
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014543923
Saved in:
5
The effects of economic and financial shocks on private investment : a wavelet study of return and volatility spillovers
GVS Chiranjivi
;
Sensarma, Rudra
- In:
International review of financial analysis
90
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014470876
Saved in:
6
Spillovers of joint volatility-skewness-kurtosis of major cryptocurrencies and their determinants
Bouri, Elie
;
Jalkh, Naji
- In:
International review of financial analysis
90
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014470883
Saved in:
7
Testing hypotheses on the innovations distribution in semi-parametric conditional volatility models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1443-1482
Persistent link: https://www.econbiz.de/10014444685
Saved in:
8
Time variation in cash flows and discount rates
Cenesizoglu, Tolga
;
Ibrushi, Denada
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1557-1589
Persistent link: https://www.econbiz.de/10014444702
Saved in:
9
A machine learning approach to volatility forecasting
Christensen, Kim
;
Siggaard, Mathias Voldum
;
Veliyev, …
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1680-1727
Persistent link: https://www.econbiz.de/10014444717
Saved in:
10
Have the predictability of oil changed during the COVID-19 pandemic : evidence from international stock markets
Ding, Hui
;
Huang, Yisu
;
Wang, Jiqian
- In:
International review of financial analysis
87
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014460444
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