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~isPartOf:"Review of quantitative finance and accounting"
~isPartOf:"The energy journal"
~subject:"Börsenkurs"
~subject:"Oil price"
~subject:"Theorie"
~subject:"VAR-Modell"
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Search: subject_exact:"Generalized autoregressive conditional heteroscedasticity"
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Börsenkurs
Oil price
Theorie
VAR-Modell
ARCH model
59
ARCH-Modell
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Volatility
41
Volatilität
41
Estimation
19
Schätzung
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Chiang, Thomas C.
2
Degiannakis, Stavros
2
Filis, George
2
Serletis, Apostolos
2
Alomari, Mohammad
1
Baruník, Jozef
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Behmiri, Niaz Bashiri
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Review of quantitative finance and accounting
The energy journal
Energy economics
184
Finance research letters
97
Applied economics
89
Journal of econometrics
80
Economic modelling
78
International review of financial analysis
75
International review of economics & finance : IREF
73
Journal of empirical finance
73
The North American journal of economics and finance : a journal of financial economics studies
65
Research in international business and finance
60
International journal of forecasting
56
Journal of risk and financial management : JRFM
53
Discussion paper / Tinbergen Institute
50
Journal of forecasting
49
Journal of international financial markets, institutions & money
49
Journal of banking & finance
48
Economics letters
47
International Journal of Energy Economics and Policy : IJEEP
46
Applied economics letters
40
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
39
Econometric theory
38
Working paper
38
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
37
The European journal of finance
35
Journal of financial econometrics : official journal of the Society for Financial Econometrics
33
Econometric Institute research papers
30
Econometric reviews
29
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
28
International journal of finance & economics : IJFE
27
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
26
Journal of applied econometrics
24
International journal of economics and financial issues : IJEFI
23
Applied financial economics
22
CESifo working papers
22
Journal of financial econometrics
22
Cogent economics & finance
21
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
21
The econometrics journal
21
The empirical economics letters : a monthly international journal of economics
21
Journal of economic dynamics & control
20
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ECONIS (ZBW)
32
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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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