//--> //--> //--> //-->
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
~person:"Chen, Ping-yu"
~person:"Liang, Chao"
~subject:"2003-2008"
~subject:"World"
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:"ARCH model"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
2003-2008
World
ARCH model
28
ARCH-Modell
28
Volatility
28
Volatilität
28
Forecasting model
23
Prognoseverfahren
23
Welt
16
Oil price
13
Ölpreis
13
Aktienmarkt
11
Stock market
11
Capital income
9
Kapitaleinkommen
9
Volatility forecasting
9
Börsenkurs
8
Share price
8
Düngemittel
5
Fertilizer
5
Forecast
5
Preis
5
Price
5
Prognose
5
Commodity derivative
4
GARCH-MIDAS
4
Realized volatility
4
Rohstoffderivat
4
COVID-19
3
China
3
Coronavirus
3
Erdöl
3
Estimation
3
Forecasting
3
International financial market
3
Internationaler Finanzmarkt
3
Oil market
3
Petroleum
3
Risiko
3
Risk
3
more ...
less ...
Online availability
All
Undetermined
11
Free
3
Type of publication
All
Article
12
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Language
All
English
16
Author
All
Chen, Ping-yu
Liang, Chao
McAleer, Michael
27
Gupta, Rangan
26
Bouri, Elie
22
Ma, Feng
19
Chang, Chia-Lin
16
Ji, Qiang
13
Chen, Chi-chung
12
Salisu, Afees A.
12
Wang, Yudong
12
Wei, Yu
10
Zhang, Yaojie
9
Hammoudeh, Shawkat
7
Thorp, Susan
7
Dungey, Mardi H.
6
Gabauer, David
6
Hesse, Heiko
6
Lumsdaine, Robin L.
6
Nonejad, Nima
6
Salman, Ferhan
6
Schmieder, Christian
6
Adrangi, Bahram
5
Brooks, Robert
5
Chatziantoniou, Ioannis
5
Kang, Sang Hoon
5
Lan Fen Chu
5
Mancini, Loriano
5
Ogbonna, Ahamuefula Ephraim
5
Plakandaras, Vasilios
5
Prasad, Eswar S.
5
Tansuchat, Roengchai
5
Trojani, Fabio
5
Wang, Lu
5
Zhang, Yue-jun
5
Baur, Dirk G.
4
Buncic, Daniel
4
Cuñado Eizaguirre, Juncal
4
Dutta, Anupam
4
Dyhrberg, Anne Haubo
4
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
1
Published in...
All
Econometric Institute research papers
2
International journal of finance & economics : IJFE
2
Journal of international financial markets, institutions & money
2
Working paper
2
Applied economics
1
Energy economics
1
International journal of forecasting
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Journal of forecasting
1
Journal of risk and financial management : JRFM
1
Technological forecasting & social change : an international journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
16
Showing
1
-
10
of
16
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Crude oil volatility forecasting : insights from a novel time-varying parameter GARCH-MIDAS model
Peng, Lijuan
;
Liang, Chao
;
Yang, Baoying
;
Wang, Lu
- In:
International review of economics & finance : IREF
94
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014583437
Saved in:
2
Global economic policy uncertainty aligned : an informative predictor for crude oil market volatility
Zhang, Yaojie
;
He, Mengxi
;
Wang, Yudong
;
Liang, Chao
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1318-1332
Persistent link: https://www.econbiz.de/10014465282
Saved in:
3
Global financial stress index and long-term volatility forecast for international stock markets
Liang, Chao
;
Luo, Qin
;
Li, Yan
;
Luu Duc Toan Huynh
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014482967
Saved in:
4
Market momentum amplifies market volatility risk : evidence from China's equity market
Liang, Chao
;
Luu Duc Toan Huynh
;
Li, Yan
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014483186
Saved in:
5
Oil price volatility predictability : new evidence from a scaled PCA approach
Guo, Yangli
;
He, Feng
;
Liang, Chao
;
Ma, Feng
- In:
Energy economics
105
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013201946
Saved in:
6
Global equity market volatility forecasting : new evidence
Liang, Chao
;
Wei, Yu
;
Lei, Likun
;
Ma, Feng
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 594-609
Persistent link: https://www.econbiz.de/10012814844
Saved in:
7
Climate policy uncertainty and world renewable energy index volatility forecasting
Liang, Chao
;
Umar, Muhammad
;
Ma, Feng
;
Toan Luu Duc Huynh
- In:
Technological forecasting & social change : an …
182
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013449113
Saved in:
8
Which uncertainty is powerful to forecast crude oil market volatility? : new evidence
Li, Xiafei
;
Wei, Yu
;
Chen, Xiaodan
;
Ma, Feng
;
Liang, Chao
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4279-4297
Persistent link: https://www.econbiz.de/10013461327
Saved in:
9
Forecasting international equity market volatility : a new approach
Liang, Chao
;
Li, Yan
;
Ma, Feng
;
Zhang, Yaojie
- In:
Journal of forecasting
41
(
2022
)
7
,
pp. 1433-1457
Persistent link: https://www.econbiz.de/10013465704
Saved in:
10
Global equity market volatilities forecasting : a comparison of leverage effects, jumps, and overnight information
Liang, Chao
;
Li, Yan
;
Ma, Feng
;
Wei, Yu
- In:
International review of financial analysis
75
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012804153
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->