//--> //--> //-->
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:"Hammoudeh, Shawkat"
~subject:"Börsenkurs"
~subject:"Germany"
~subject:"Share price"
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:"GARCH model"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Börsenkurs
Germany
Share price
ARCH model
26
ARCH-Modell
26
Volatility
21
Volatilität
21
Oil price
12
Ölpreis
12
Aktienmarkt
9
Stock market
9
Hedging
7
Portfolio selection
7
Portfolio-Management
7
Spillover effect
7
Spillover-Effekt
7
Welt
7
World
7
Commodity derivative
5
Rohstoffderivat
5
Time series analysis
5
Zeitreihenanalyse
5
Estimation
4
Oil market
4
Risikomanagement
4
Risikomaß
4
Risk management
4
Risk measure
4
Schätzung
4
Structural break
4
Structural breaks
4
Strukturbruch
4
Ölmarkt
4
Capital income
3
Causality analysis
3
Cointegration
3
Correlation
3
Gold
3
Kapitaleinkommen
3
Kausalanalyse
3
Kointegration
3
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Language
All
English
7
Author
All
Hammoudeh, Shawkat
Gupta, Rangan
26
Ma, Feng
24
McAleer, Michael
23
Bouri, Elie
14
Herwartz, Helmut
14
Mittnik, Stefan
14
Engle, Robert F.
13
Molnár, Peter
13
Zhang, Yaojie
13
Chiang, Thomas C.
12
Paolella, Marc S.
12
Bauwens, Luc
11
Giot, Pierre
11
Tiwari, Aviral Kumar
11
Brooks, Robert
10
Floros, Christos
10
Wang, Jiqian
10
Laurent, Sébastien
9
Yoon, Seong-min
9
Corbet, Shaen
8
Haas, Markus
8
Hafner, Christian M.
8
Kang, Sang Hoon
8
Koopman, Siem Jan
8
Maheswaran, S.
8
Polasek, Wolfgang
8
Silvennoinen, Annastiina
8
Violante, Francesco
8
Allen, David E.
7
Bohl, Martin T.
7
Brzeszczyński, Janusz
7
Demirer, Rıza
7
Härdle, Wolfgang
7
Karanasos, Menelaos
7
Li, Yan
7
Teräsvirta, Timo
7
Wang, Yudong
7
Wei, Yu
7
Wu, Xinyu
7
more ...
less ...
Published in...
All
Energy economics
2
Journal of international financial markets, institutions & money
2
Applied economics
1
Research in international business and finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The safe haven, hedging, and diversification properties of oil, gold, and cryptocurrency for the G7 equity markets : evidence from the pre- and post-COVID-19 periods
Tarchella, Salma
;
Khalfaoui, Rabeh
;
Hammoudeh, Shawkat
- In:
Research in international business and finance
67
(
2024
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451553
Saved in:
2
Time-varying dependence dynamics between international commodity prices and Australian industry stock returns : a perspective for portfolio diversification
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Energy economics
108
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013203257
Saved in:
3
Volatility spillovers between oil and equity markets and portfolio risk implications in the US and vulnerable EU countries
Mensi, Walid
;
Hammoudeh, Shawkat
;
Xuan Vinh Vo
;
Kang, …
- In:
Journal of international financial markets, …
75
(
2021
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012820834
Saved in:
4
On the risk spillover across the oil market, stock market, and the oil related CDS sectors : a volatility impulse response approach
Balcilar, Mehmet
;
Hammoudeh, Shawkat
;
Toparli, Elif Akay
- In:
Energy economics
74
(
2018
),
pp. 813-827
Persistent link: https://www.econbiz.de/10011972977
Saved in:
5
Risk spillovers and portfolio management between developed and BRICS stock markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
41
(
2017
),
pp. 133-155
Persistent link: https://www.econbiz.de/10011878945
Saved in:
6
Oil prices and MENA stock markets : new evidence from nonlinear and asymmetric causalities during and after the crisis period
Ajmi, Ahdi Noomen
;
El Montasser, Ghassen
;
Hammoudeh, Shawkat
- In:
Applied economics
46
(
2014
)
16/18
,
pp. 2167-2177
Persistent link: https://www.econbiz.de/10010413309
Saved in:
7
Investor herds and regime-switching : evidence from Gulf Arab stock markets
Balcilar, Mehmet
;
Demirer, Rıza
;
Hammoudeh, Shawkat
- In:
Journal of international financial markets, …
23
(
2013
),
pp. 295-321
Persistent link: https://www.econbiz.de/10009707497
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->