//--> //--> //-->
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:"Journal of empirical finance"
~person:"Enders, Walter"
~person:"Fiszeder, Piotr"
~subject:"Börsenkurs"
~subject:"Correlation"
~subject:"Crude oil futures"
~subject:"United States"
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:"Generalized autoregressive conditional heteroscedasticity"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Börsenkurs
Correlation
Crude oil futures
United States
ARCH model
3
ARCH-Modell
3
Volatility
3
Volatilität
3
Covariance forecasting
2
Dynamic conditional correlation
2
Forecasting model
2
High-low range
2
Korrelation
2
Multivariate GARCH
2
Prognoseverfahren
2
Risikomaß
2
Risk measure
2
Theorie
2
Theory
2
Value-at-risk
2
Commodity derivative
1
Corn futures
1
Derivat
1
Derivative
1
Erdöl
1
Estimation
1
Fourier flexible form
1
Mais
1
Maismarkt
1
Maize
1
Maize market
1
Oil price
1
Petroleum
1
Rohstoffderivat
1
Schätzung
1
Share price
1
Spillover effect
1
Spillover-Effekt
1
Time series analysis
1
USA
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Enders, Walter
Fiszeder, Piotr
Conrad, Christian
2
Dark, Jonathan
2
Fałdziński, Marcin
2
Karanasos, Menelaos
2
Molnár, Peter
2
Agosto, Arianna
1
Ali, Faek Menla
1
Amado, Cristina
1
Andersen, Torben
1
Arize, Augustine Chuck
1
Bae, Jinho
1
Bali, Turan G.
1
Becker, Christoph
1
BenSaïda, Ahmed
1
Bera, Anil K.
1
Bollerslev, Tim
1
Brooks, Robert
1
Brownlees, Christian
1
Bu, Ruijun
1
Byun, Suk Joon
1
Campbell, Rachel
1
Cavaliere, Giuseppe
1
Chang, Li-Han
1
Chen Zhou
1
Chen, Carl R.
1
Cheng, Hung-Wen
1
Chow, William W.
1
Davidson, James E. H.
1
De Lira Salvatierra, Irving Arturo
1
De Nard, Gianluca
1
Degiannakis, Stavros
1
Dijk, Dick van
1
Dong, Yingjie
1
Ericsson, Jan
1
Fang, Tong
1
Filis, George
1
Forbes, Catherine Scipione
1
Fornari, Fabio
1
more ...
less ...
Published in...
All
Journal of empirical finance
East European transition and EU enlargement : a quantitative approach ; with 105 tables
1
Energy economics
1
International journal of forecasting
1
Journal of economic dynamics & control
1
The North American journal of economics and finance : a journal of theory and practice
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices
Fiszeder, Piotr
;
Fałdziński, Marcin
;
Molnár, Peter
- In:
Journal of empirical finance
70
(
2023
),
pp. 308-321
Persistent link: https://www.econbiz.de/10014423712
Saved in:
2
Range-based DCC models for covariance and value-at-risk forecasting
Fiszeder, Piotr
;
Fałdziński, Marcin
;
Molnár, Peter
- In:
Journal of empirical finance
54
(
2019
),
pp. 58-76
Persistent link: https://www.econbiz.de/10012174846
Saved in:
3
Smooth volatility shifts and spillovers in U.S. crude oil and corn futures markets
Teterin, Pavel
;
Brooks, Robert
;
Enders, Walter
- In:
Journal of empirical finance
38
(
2016
),
pp. 22-36
Persistent link: https://www.econbiz.de/10011663220
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->