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~language:"eng"
~person:"Bouri, Elie"
~person:"Huang, Zhuo"
~person:"Malik, Farooq"
~subject:"Capital income"
~subject:"Exchange rate"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"ARCH model"
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Capital income
Exchange rate
ARCH model
68
ARCH-Modell
68
Volatility
61
Volatilität
61
Estimation
33
Schätzung
33
Kapitaleinkommen
25
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24
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24
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21
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21
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16
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Aufsatz in Zeitschrift
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27
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5
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Bouri, Elie
Huang, Zhuo
Malik, Farooq
Gupta, Rangan
22
Kumar, Dilip
18
Ma, Feng
18
Chiang, Thomas C.
14
McAleer, Michael
11
McMillan, David G.
11
Wu, Xinyu
11
Zhang, Yaojie
11
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10
Han, Young Wook
10
Brooks, Robert
9
Floros, Christos
9
Tiwari, Aviral Kumar
9
Yoon, Seong-min
9
Li, Yan
8
Liang, Chao
8
Nguyen, Duc Khuong
8
Tsui, Albert K.
8
Wang, Yudong
8
Chevallier, Julien
7
Demirer, Rıza
7
Elyasiani, Elyas
7
Hamori, Shigeyuki
7
Lyócsa, Štefan
7
Mansur, Iqbal
7
Mensi, Walid
7
Molnár, Peter
7
Nonejad, Nima
7
Speight, Alan E. H.
7
Wei, Yu
7
Xuan Vinh Vo
7
Asai, Manabu
6
Caporin, Massimiliano
6
Chang, Chia-Lin
6
Chen, Cathy W. S.
6
Choudhry, Taufiq
6
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6
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6
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Energy economics
4
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3
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2
Review of quantitative finance and accounting
2
China economic journal : the official journal of the China Center for Economic Research (CCER) at National School of Development (NSD), Peking University
1
Economic research
1
Finance research letters
1
International review of economics & finance : IREF
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of commodity markets
1
Journal of emerging market finance
1
Journal of financial econometrics
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Journal of multinational financial management
1
Journal of risk
1
Research in international business and finance
1
Review of economic and business studies
1
The North American journal of economics and finance : a journal of financial economics studies
1
The quarterly review of economics and finance
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
27
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1
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
- In:
The quarterly review of economics and finance
95
(
2024
),
pp. 280-293
Persistent link: https://www.econbiz.de/10014631538
Saved in:
2
Time-varying jump intensity and volatility forecasting of crude oil returns
Zhang, Lei
;
Chen, Yan
;
Bouri, Elie
- In:
Energy economics
129
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014559002
Saved in:
3
Realized GARCH, CBOE VIX, and the volatility risk premium
Hansen, Peter Reinhard
;
Huang, Zhuo
;
Tong, Chen
;
Wang, …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 187-223
Persistent link: https://www.econbiz.de/10014526311
Saved in:
4
The effect of oil implied volatility and geopolitical risk on GCC stock sectors under various market conditions
Bouri, Elie
;
Hammoud, Rami
;
Kassm, Christina Abou
- In:
Energy economics
120
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014284683
Saved in:
5
Decomposed oil price shocks and GCC stock market sector returns and volatility
Al-Fayoumi, Nedal
;
Bouri, Elie
;
Abuzayed, Bana
- In:
Energy economics
126
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014483404
Saved in:
6
Intraday and overnight tail risks and return predictability in the crude oil market : Evidence from oil-related regular news and extreme shocks
Wang, Cheng
;
Bouri, Elie
;
Xu, Yahua
;
Zhang, Dingsheng
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014489965
Saved in:
7
Measuring systemic risk with high-frequency data : a realized GARCH approach
Chen, Qihao
;
Huang, Zhuo
;
Liang, Fang
- In:
Finance research letters
54
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472723
Saved in:
8
Return and volatility properties : stylized facts from the universe of cryptocurrencies and NFTs
Ghosh, Bikramaditya
;
Bouri, Elie
;
Wee, Jung Bum
; …
- In:
Research in international business and finance
65
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014432708
Saved in:
9
Realized higher-order moments spillovers between commodity and stock markets : evidence from China
Zhang, Hongwei
;
Jin, Chen
;
Bouri, Elie
;
Gao, Wang
;
Xu, Yahua
- In:
Journal of commodity markets
30
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014426824
Saved in:
10
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
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