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~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of commodity markets"
~language:"bul"
~language:"eng"
~person:"Hammoudeh, Shawkat"
~person:"McMillan, David G."
~person:"Wohar, Mark E."
~subject:"ARCH-Modell"
~subject:"Börsenkurs"
~subject:"Konsumentenverhalten"
~subject:"Share price"
~subject:"Volatility"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
~type_genre:"Bibliografie enthalten"
~type_genre:"Bibliografie"
~type_genre:"Bibliographie enthalten"
~type_genre:"Conference paper"
~type_genre:"Graue Literatur"
~type_genre:"Konferenzbeitrag"
~type_genre:"Ratgeber"
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ARCH-Modell
Börsenkurs
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Share price
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2
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2
Prognoseverfahren
2
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2
VAR-Modell
2
1923-1982
1
CAViaR
1
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Hammoudeh, Shawkat
McMillan, David G.
Wohar, Mark E.
Franses, Philip Hans
4
Laurent, Sébastien
4
Dijk, Dick van
3
Grier, Kevin
3
Hafner, Christian M.
3
Hansen, Peter Reinhard
3
Marcellino, Massimiliano
3
Bauwens, Luc
2
Bollerslev, Tim
2
Chen, Yi-ting
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Eisenstat, Eric
2
Galvão, Ana Beatriz C.
2
Gao, Wang
2
Giannone, Domenico
2
Hautsch, Nikolaus
2
Henry, Ólan Thomas John
2
Hsiao, Cheng
2
Irwin, Scott H.
2
Kapetanios, George
2
Karali, Berna
2
Keane, Michael P.
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Kim, Chang-jin
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Lucey, Brian M.
2
Lunde, Asger
2
Martin, Gael M.
2
Nikitopoulos, Christina Sklibosios
2
Olekalns, Nilss
2
Paap, Richard
2
Petrella, Ivan
2
Psaradakis, Zacharias G.
2
Rapach, David E.
2
Rombouts, Jeroen V. K.
2
Shephard, Neil G.
2
Sheppard, Kevin
2
Shields, Kalvinder K.
2
Smith, Aaron D.
2
Sola, Martin
2
Spencer, Peter D.
2
Sándor, Zsolt
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Journal of applied econometrics
Journal of commodity markets
Energy economics
27
The North American journal of economics and finance : a journal of financial economics studies
18
International review of economics & finance : IREF
17
Journal of international financial markets, institutions & money
16
The European journal of finance
12
Applied financial economics
11
International review of financial analysis
9
Research in international business and finance
9
Applied economics
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Finance research letters
6
Emerging markets review
5
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
5
International journal of finance & economics : IJFE
4
Journal of forecasting
4
Pacific-Basin finance journal
4
The journal of asset management
4
Working paper
4
Econometric Institute research papers
3
Economic modelling
3
International review of applied economics
3
Journal of international money and finance
3
Journal of multinational financial management
3
The journal of futures markets
3
Applied economics letters
2
Discussion paper series / IZA
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Energy policy
2
Financial markets, institutions & instruments
2
International journal of banking, accounting and finance
2
Journal of banking & finance
2
Journal of economic behavior & organization : JEBO
2
Journal of economics & business
2
Journal of macroeconomics
2
Macroeconomic dynamics
2
Resources policy
2
Review of accounting & finance
2
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ECONIS (ZBW)
4
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1
Estimation of value at risk for copper
Gillas, Konstantinos Gkillas
;
Konstantatos, Christoforos
; …
- In:
Journal of commodity markets
32
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014495711
Saved in:
2
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:
3
Market fundamentals versus rational bubbles in stock prices : a Bayesian perspective
Balke, Nathan S.
;
Wohar, Mark E.
- In:
Journal of applied econometrics
24
(
2009
)
1
,
pp. 35-75
Persistent link: https://www.econbiz.de/10003807530
Saved in:
4
Valuation ratios and long-horizon stock price predictability
Rapach, David E.
;
Wohar, Mark E.
- In:
Journal of applied econometrics
20
(
2005
)
3
,
pp. 327-344
Persistent link: https://www.econbiz.de/10002807202
Saved in:
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