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~isPartOf:"Review of quantitative finance and accounting"
~isPartOf:"The energy journal"
~subject:"Börsenkurs"
~subject:"Oil price"
~subject:"Theorie"
~subject:"Time series analysis"
~subject:"VAR-Modell"
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Search: subject_exact:"Generalized autoregressive conditional heteroscedasticity"
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Börsenkurs
Oil price
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Time series analysis
VAR-Modell
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Volatility
41
Volatilität
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Chiang, Thomas C.
2
Degiannakis, Stavros
2
Filis, George
2
Serletis, Apostolos
2
Ahmed, Shamim
1
Alomari, Mohammad
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Review of quantitative finance and accounting
The energy journal
Energy economics
198
Finance research letters
123
Applied economics
103
Journal of econometrics
93
Economic modelling
89
International review of economics & finance : IREF
87
Journal of empirical finance
86
International review of financial analysis
82
The North American journal of economics and finance : a journal of financial economics studies
76
Discussion paper / Tinbergen Institute
70
International journal of forecasting
70
Research in international business and finance
67
Journal of risk and financial management : JRFM
61
Economics letters
57
Journal of forecasting
57
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of banking & finance
53
Journal of international financial markets, institutions & money
52
International Journal of Energy Economics and Policy : IJEEP
50
Applied economics letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Working paper
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Econometric theory
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Econometric Institute research papers
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Econometric reviews
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The European journal of finance
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International journal of finance & economics : IJFE
34
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Applied financial economics
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International journal of economics and financial issues : IJEFI
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Journal of financial econometrics
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The econometrics journal
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CREATES research paper
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Computational economics
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Journal of applied econometrics
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Quantitative finance
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Journal of risk
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CESifo working papers
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ECONIS (ZBW)
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1
Volatility forecasting of crude oil market : which structural change based GARCH models have better performance?
Zhang, Yue-jun
;
Zhang, Han
- In:
The energy journal
44
(
2023
)
1
,
pp. 175-193
Persistent link: https://www.econbiz.de/10013542058
Saved in:
2
Stochastic properties and pricing of Bitcoin using a GJR-GARCH model with conditional skewness and kurtosis components
Theodossiou, Panayiotis
;
Ellina, Polina
;
Savva, Christos S.
- In:
Review of quantitative finance and accounting
59
(
2022
)
2
,
pp. 695-716
Persistent link: https://www.econbiz.de/10013459306
Saved in:
3
Volatility spillover among sector equity returns under structural breaks
Malik, Farooq
- In:
Review of quantitative finance and accounting
58
(
2022
)
3
,
pp. 1063-1080
Persistent link: https://www.econbiz.de/10013191782
Saved in:
4
Estimating volatility clustering and variance risk premium effects on bank default indicators
Kenç, Turalay
;
Cevik, Emrah Ismail
- In:
Review of quantitative finance and accounting
57
(
2021
)
4
,
pp. 1373-1392
Persistent link: https://www.econbiz.de/10012660703
Saved in:
5
News sentiment and stock market volatility
Hsu, Yen-Ju
;
Lu, Yang-cheng
;
Yang, J. Jimmy
- In:
Review of quantitative finance and accounting
57
(
2021
)
3
,
pp. 1093-1122
Persistent link: https://www.econbiz.de/10012620049
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6
Navigating the oil bubble : a non-linear heterogeneous-agent dynamic model of futures oil pricing
Cifarelli, Giulio
;
Paesani, Paolo
- In:
The energy journal
42
(
2021
)
5
,
pp. 101-122
Persistent link: https://www.econbiz.de/10013170656
Saved in:
7
Oil price volatility is effective in predicting food price volatility : or is it?
Chatziantoniou, Ioannis
;
Degiannakis, Stavros
;
Filis, George
- In:
The energy journal
42
(
2021
)
6
,
pp. 25-48
Persistent link: https://www.econbiz.de/10013172737
Saved in:
8
The choice between renewables and non-renewables : evidence from electricity generation in 29 countries
Nguyen, Jeremy
;
Valadkhani, Abbas
;
Hajargasht, Gholamreza
- In:
The energy journal
42
(
2021
)
6
,
pp. 49-68
Persistent link: https://www.econbiz.de/10013172744
Saved in:
9
Conditional dependence in post-crisis markets : dispersion and correlation skew trades
Sokolinskiy, Oleg
- In:
Review of quantitative finance and accounting
55
(
2020
)
2
,
pp. 389-426
Persistent link: https://www.econbiz.de/10012303884
Saved in:
10
Volatility and asymmetric dependence in Central and East European stock markets
Joseph, Nathan Lael
;
Vo, Thi Thuy Anh
;
Mobarek, Asma
; …
- In:
Review of quantitative finance and accounting
55
(
2020
)
4
,
pp. 1241-1303
Persistent link: https://www.econbiz.de/10012304151
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