//--> //--> //--> //-->
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:"Haas, Markus"
~person:"Liang, Chao"
~person:"Mittnik, Stefan"
~subject:"Börsenkurs"
~subject:"Commodity derivative"
~subject:"Forecast"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Börsenkurs
Commodity derivative
Forecast
ARCH model
58
ARCH-Modell
58
Volatility
44
Volatilität
44
Forecasting model
34
Prognoseverfahren
34
Theorie
25
Theory
25
Capital income
20
Kapitaleinkommen
20
Share price
19
Estimation
17
Schätzung
17
Aktienmarkt
13
Stock market
13
Risikomaß
12
Risk measure
12
Welt
12
World
12
USA
11
United States
11
Deutschland
9
Germany
9
Volatility forecasting
9
Oil price
8
Statistical distribution
8
Statistische Verteilung
8
Time series analysis
8
Zeitreihenanalyse
8
Ölpreis
8
Financial market
7
Finanzmarkt
7
Großbritannien
7
United Kingdom
7
GARCH
6
Markov chain
6
Markov-Kette
6
Index futures
5
more ...
less ...
Online availability
All
Undetermined
16
Free
7
Type of publication
All
Article
19
Book / Working Paper
8
Type of publication (narrower categories)
All
Article in journal
19
Aufsatz in Zeitschrift
19
Arbeitspapier
7
Working Paper
7
Graue Literatur
6
Non-commercial literature
6
Hochschulschrift
1
Thesis
1
more ...
less ...
Language
All
English
27
Author
All
Haas, Markus
Liang, Chao
Mittnik, Stefan
Ma, Feng
52
McAleer, Michael
52
Gupta, Rangan
35
Chang, Chia-Lin
27
Zhang, Yaojie
23
Bouri, Elie
22
Wei, Yu
17
Molnár, Peter
16
Manera, Matteo
14
Wang, Yudong
14
Hammoudeh, Shawkat
13
Chiang, Thomas C.
12
Nguyen, Duc Khuong
12
Tiwari, Aviral Kumar
12
Yoon, Seong-min
12
Bauwens, Luc
11
Brooks, Robert
11
Engle, Robert F.
11
Lu, Xinjie
11
Wang, Jiqian
11
Kang, Sang Hoon
10
Tansuchat, Roengchai
10
Li, Yan
9
Liu, Jing
9
Nicolini, Marcella
9
Roengchai Tansuchat
9
Silvennoinen, Annastiina
9
Corbet, Shaen
8
Demirer, Rıza
8
Filis, George
8
Hafner, Christian M.
8
Huang, Dengshi
8
Koopman, Siem Jan
8
Kumar, Dilip
8
Maheswaran, S.
8
Paolella, Marc S.
8
Salisu, Afees A.
8
more ...
less ...
Published in...
All
CFS working paper series
7
Energy economics
2
International journal of finance & economics : IJFE
2
International review of financial analysis
2
Applied economics
1
Finance research letters
1
International finance : the only journal bridging the gap between theory and policy in macroeconomics and microfinance
1
International journal of forecasting
1
Journal of banking & finance
1
Journal of economic behavior & organization
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of forecasting
1
Journal of international financial markets, institutions & money
1
Quantitative Finanzwirtschaft : Schriftenreihe zu Statistik und Ökonometrie
1
Quantitative finance
1
Technological forecasting & social change : an international journal
1
The European journal of finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
27
Showing
1
-
10
of
27
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
More attention and better volatility forecast accuracy : how does war attention affect stock volatility predictability?
Liang, Chao
;
Wang, Lu
;
Duy Duong
- In:
Journal of economic behavior & organization
218
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014552793
Saved in:
2
Exploring the impact of oil security attention on oil volatility : a new perspective
Wang, Lu
;
Liang, Chao
- In:
International finance : the only journal bridging the …
27
(
2024
)
1
,
pp. 61-80
Persistent link: https://www.econbiz.de/10014532201
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
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:
5
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:
6
Forecasting the volatility of the German stock market : new evidence
Liang, Chao
;
Zhang, Yi
;
Zhang, Yaojie
- In:
Applied economics
54
(
2022
)
9
,
pp. 1055-1070
Persistent link: https://www.econbiz.de/10012875034
Saved in:
7
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:
8
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:
9
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:
10
Natural gas volatility prediction : fresh evidence from extreme weather and extended GARCH-MIDAS-ES model
Liang, Chao
;
Xia, Zhenglan
;
Lai, Xiaodong
;
Wang, Lu
- In:
Energy economics
116
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013542113
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->