//--> //--> //--> //-->
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:"International review of financial analysis"
~subject:"Aktienmarkt"
~subject:"Oil price"
~subject:"Schätztheorie"
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 model"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Aktienmarkt
Oil price
Schätztheorie
ARCH model
144
ARCH-Modell
144
Volatility
110
Volatilität
110
Stock market
49
Capital income
48
Kapitaleinkommen
48
Estimation
46
Schätzung
46
Börsenkurs
42
Share price
42
Forecasting model
40
Prognoseverfahren
40
Spillover effect
31
Spillover-Effekt
31
Theorie
27
Theory
27
Time series analysis
19
Zeitreihenanalyse
19
Correlation
16
Korrelation
16
Risikomaß
16
Risk measure
16
Welt
16
World
16
Financial crisis
15
Finanzkrise
15
Hedging
14
USA
14
United States
14
Volatility forecasting
14
Ölpreis
14
Aktienindex
13
Portfolio selection
13
Portfolio-Management
13
Stock index
13
Commodity derivative
12
Rohstoffderivat
12
more ...
less ...
Online availability
All
Undetermined
42
Free
1
Type of publication
All
Article
62
Type of publication (narrower categories)
All
Article in journal
62
Aufsatz in Zeitschrift
62
Language
All
English
62
Author
All
Ma, Feng
6
Li, Yan
4
Bouri, Elie
2
Degiannakis, Stavros
2
Filis, George
2
Guesmi, Khaled
2
Liang, Chao
2
Lu, Fei
2
McMillan, David G.
2
Nonejad, Nima
2
Shahzad, Syed Jawad Hussain
2
Wang, Xiong
2
Wei, Yu
2
Abdmoulah, Walid
1
Alexander, Carol
1
An, Haizhong
1
Andrikopulos, Andreas A.
1
Angelidis, Timotheos
1
Arjona, Enrique
1
Bahcivan, Hulusi
1
Ballester, Laura
1
Balli, Faruk
1
Balli, Hatice Ozer
1
Bekiros, Stelios D.
1
Bhattacharyya, Malay
1
Black, Angela J.
1
Boldanov, Rustam
1
Bouazizi, Tarek
1
Boubaker, Adel
1
Brooks, Robert
1
Bugge, Sebastian A.
1
Cagliesi, Gabriella
1
Caloia, Francesco Giuseppe
1
Cao, Jiahui
1
Choudhry, Taufiq
1
Cipollini, Andrea
1
Diamandis, Panayotis F.
1
Ding, Hui
1
Do, Hung Xuan
1
Drakos, Anastassios A.
1
more ...
less ...
Published in...
All
International review of financial analysis
Energy economics
176
Finance research letters
90
Economic modelling
71
International review of economics & finance : IREF
66
Applied economics
59
Research in international business and finance
57
The North American journal of economics and finance : a journal of financial economics studies
52
Journal of econometrics
51
Journal of international financial markets, institutions & money
45
International Journal of Energy Economics and Policy : IJEEP
44
Journal of risk and financial management : JRFM
37
Econometric theory
35
Journal of empirical finance
35
Applied economics letters
33
Economics letters
33
International journal of forecasting
30
International journal of finance & economics : IJFE
29
Journal of banking & finance
29
Journal of forecasting
29
International journal of economics and financial issues : IJEFI
26
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
26
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
25
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
25
Applied financial economics
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
Discussion paper / Tinbergen Institute
22
International journal of economics and finance
20
Pacific-Basin finance journal
20
Cogent economics & finance
17
Econometric reviews
17
Emerging markets, finance and trade : EMFT
16
Journal of risk
16
Review of quantitative finance and accounting
16
The European journal of finance
16
Working paper
16
Journal of financial econometrics : official journal of the Society for Financial Econometrics
15
Journal of international money and finance
15
The econometrics journal
15
Theoretical economics letters
15
more ...
less ...
Source
All
ECONIS (ZBW)
62
Showing
1
-
10
of
62
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
3
Do commodity futures have a steering effect on the spot stock market in China? : new evidence from volatility forecasting
Lu, Fei
;
Ma, Feng
;
Bouri, Elie
;
Liao, Yin
- In:
International review of financial analysis
94
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014543949
Saved in:
4
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
Saved in:
5
Covariance dependent kernels, a Q-affine GARCH for multi-asset option pricing
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
- In:
International review of financial analysis
87
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014460484
Saved in:
6
The impacts of climate policy uncertainty on stock markets : comparison between China and the US
Xu, Xin
;
Huang, Shupei
;
Lucey, Brian M.
;
An, Haizhong
- In:
International review of financial analysis
88
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014462184
Saved in:
7
Forecasting European stock volatility : the role of the UK
Gao, Jun
;
Gao, Xiang
;
Gu, Chen
- In:
International review of financial analysis
89
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014464832
Saved in:
8
Forecasting stock market volatility with various geopolitical risks categories : new evidence from machine learning models
Niu, Zibo
;
Wang, Chenlu
;
Zhang, Hongwei
- In:
International review of financial analysis
89
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014467061
Saved in:
9
Less is more? : new evidence from stock market volatility predictability
Lu, Fei
;
Ma, Feng
;
Guo, Qiang
- In:
International review of financial analysis
89
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014467087
Saved in:
10
Risk spillovers from China's and the US stock markets during high-volatility periods : evidence from East Asianstock markets
Wang, Bo
;
Xiao, Yang
- In:
International review of financial analysis
86
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014249132
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->