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Search: subject:"conditional volatility"
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Volatilität
135
Volatility
132
conditional volatility
128
Conditional volatility
99
ARCH-Modell
97
ARCH model
95
Schätzung
51
Estimation
49
Börsenkurs
46
Share price
44
Capital income
43
Kapitaleinkommen
43
GARCH
33
Theorie
33
Conditional Volatility
32
Theory
31
Stock market
30
Time series analysis
29
Zeitreihenanalyse
29
Aktienmarkt
28
asymmetry
24
leverage
22
Welt
20
World
20
conditional volatility models
19
Forecasting model
17
Prognoseverfahren
17
Oil price
15
Ölpreis
15
Risk
14
Estimation theory
12
Multivariate GARCH
12
Schätztheorie
12
Conditional volatility models
11
Exchange rate
11
Multivariate Analyse
11
Risiko
11
Wechselkurs
11
Asymmetry
10
Financial market
10
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Free
169
Undetermined
122
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Article
189
Book / Working Paper
151
Other
2
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113
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47
Graue Literatur
23
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23
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22
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6
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5
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English
208
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131
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2
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1
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McAleer, Michael
74
Chang, Chia-Lin
40
Haas, Markus
10
Mittnik, Stefan
9
Hsu, Hui-Kuang
8
Hammoudeh, Shawkat
6
Chuffart, Thomas
5
Harris, Richard D. F.
5
Kumar, Rakesh
5
Ling, Shiqing
5
Paolella, Marc S.
5
Papadamou, Stephanos
5
Stagiannis, Apostolos
5
Tansuchat, Roengchai
5
Tong, Howell
5
Allen, David E.
4
Asai, Manabu
4
Chen, Meng-Gu
4
Dhankar, Raj S.
4
Hoti, Suhejla
4
Huang, Biing-Wen
4
Lim, Christine
4
Malik, Farooq
4
McAleer, M.J.
4
Murphy, David
4
Nonejad, Nima
4
Signori, Ombretta
4
Singh, Abhay K.
4
Baluga, Anthony
3
Baumöhl, Eduard
3
Chan, Felix
3
Chang, C-L.
3
Chebbi, Tarek
3
Coleman, Simeon
3
Cremers, Heinz
3
Degiannakis, Stavros
3
Dime, Roselle
3
Filis, George
3
Kollias, Christos
3
Krasnosselski, Nikolai
3
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Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
10
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
9
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
9
Department of Economics and Finance, College of Business and Economics
7
Center for Financial Studies
6
Erasmus University Rotterdam, Econometric Institute
5
Tinbergen Instituut
4
Bank of Greece
3
Institute of Economic Research, Kyoto University
3
Departamento de Fundamentos del Análisis Económico II, Facultad de Ciencias Económicas y Empresariales
2
HAL
2
Suomen Pankki
2
Université Paris-Dauphine (Paris IX)
2
Banca d'Italia
1
Banco de México
1
Bank of England
1
Center for Advanced Research in Finance and Banking (CARFIB), Academia de Studii Economice din Bucureşti
1
Center for Economic Research and Graduate Education and Economics Institute (CERGE-EI)
1
Center for Quantitative Economics (CQE), Wirtschaftswissenschaftliche Fakultät
1
Centre Emile Bernheim, Solvay Brussels School of Economics and Management
1
Centro de Matemática Aplicada à Previsão e Decisão Económica (CEMAPRE), Instituto Superior de Economia e Gestão (ISEG)
1
Centro di Studi Internazionali Sull'Economia e la Sviluppo (CEIS), Facoltà di Economia
1
Charles H. Dyson School of Applied Economics and Management, Cornell University
1
DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
1
Departament d'Economia Aplicada, Facultat de Ciències Econòmiques i Empresarials
1
Department of Economics, Leicester University
1
Department of Economics, Tufts University
1
Department of Economics, University of Pennsylvania
1
EconWPA
1
Frankfurt School of Finance and Management
1
Grupo de Estudos Monetários e Financeiros (GEMF), Faculdade de Economia
1
Hanken Svenska Handelshögskolan
1
Henley Business School, University of Reading
1
Hong Kong Monetary Authority
1
Institut ekonomických studií, Univerzita Karlova v Praze
1
Institut für Volkswirtschaftslehre, Johannes-Kepler-Universität Linz
1
Instituto Valenciano de Investigaciones Económicas (IVIE)
1
International Economics Section, The Graduate Institute of International and Development Studies
1
Nottingham Trent University, Nottingham Business School, Economics Division
1
Office of Regional Economic Integration, Asian Development Bank
1
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Discussion paper / Tinbergen Institute
12
Tinbergen Institute Discussion Paper
12
Documentos de Trabajo del ICAE
10
Econometric Institute Research Papers
9
Finance research letters
9
MPRA Paper
9
International review of financial analysis
7
Research in international business and finance
7
Working Papers in Economics
7
CFS Working Paper Series
6
Econometrics
6
Mathematics and Computers in Simulation (MATCOM)
6
Econometric Institute Report
5
Economic modelling
4
Tinbergen Institute Discussion Papers
4
Applied economics
3
CFS Working Paper
3
Econometrics : open access journal
3
Economics Letters
3
International journal of economics and financial issues : IJEFI
3
International journal of finance & economics : IJFE
3
International review of economics & finance : IREF
3
KIER Working Papers
3
Working Papers / Bank of Greece
3
Asian Academy of Management Journal of Accounting and Finance
2
DFAEII Working Papers
2
Econometric Reviews
2
Economic Modelling
2
Economics Bulletin
2
Economics Papers from University Paris Dauphine
2
Economics letters
2
Energy economics
2
Frankfurt School - Working Paper Series
2
Global Business Review
2
International Journal of Economics and Business Research
2
International Journal of Energy Economics and Policy : IJEEP
2
International Journal of Monetary Economics and Finance
2
Istanbul Stock Exchange Review
2
Journal of International Financial Markets, Institutions and Money
2
Journal of Risk Finance
2
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Source
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RePEc
165
ECONIS (ZBW)
137
EconStor
31
Other ZBW resources
5
BASE
4
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342
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1
Are REITS hedge or safe haven against oil price fall?
Hanif, Waqas
;
Andraz, Jorge M.
;
Gubareva, Mariya
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014446404
Saved in:
2
Investigating the asymmetric behavior of oil price volatility using support vector regression
Li, Yushu
;
Karlsson, Hyunjoo Kim
- In:
Computational economics
61
(
2023
)
4
,
pp. 1765-1790
Persistent link: https://www.econbiz.de/10014327136
Saved in:
3
Return volatility, correlation, and hedging of green and brown stocks : is there a role for climate risk factors?
Li, Haohua
;
Bouri, Elie
;
Gupta, Rangan
;
Fang, Libing
-
2023
Persistent link: https://www.econbiz.de/10013482253
Saved in:
4
The choice of GARCH models to forecast value-at-risk for currencies (euro exchange rates), crypto assets (Bitcoin and Ethereum), gold, silver and crude oil: Automated processes, st...
Gohs, Andreas Marcus
-
2022
Regular or automated processes require reliable software applications that provide accurate volatility and Value-at-Risk forecasts. The univariate and multivariate GARCH models proposed in the literature are reviewed and the suitability of selected R functions for automated forecasting systems...
Persistent link: https://www.econbiz.de/10014322586
Saved in:
5
Effects of conditional oil volatility on exchange rate and stock markets returns
Bouazizi, Tarek
;
Mrad, Fatma
;
Hamida, Arafet
;
Nafti, Sawsen
- In:
International Journal of Energy Economics and Policy : IJEEP
12
(
2022
)
2
,
pp. 53-71
Persistent link: https://www.econbiz.de/10013190003
Saved in:
6
Sectoral herding behaviour in the Indian financial market
Madaan, Veena
;
Shrivastava, Monica
- In:
Global business & economics review
26
(
2022
)
2
,
pp. 185-213
Persistent link: https://www.econbiz.de/10012887569
Saved in:
7
The choice of GARCH models to forecast value-at-risk for currencies (euro exchange rates), crypto assets (Bitcoin and Ethereum), gold, silver and crude oil : automated processes, s...
Gohs, Andreas Marcus
-
2022
Regular or automated processes require reliable software applications that provide accurate volatility and Value-at-Risk forecasts. The univariate and multivariate GARCH models proposed in the literature are reviewed and the suitability of selected R functions for automated forecasting systems...
Persistent link: https://www.econbiz.de/10013474092
Saved in:
8
Asymmetric volatility spillovers of oil price and exchange rate on chemical stocks : fresh results from a VAR-TBEKK-in-mean model for Iran
Sayadi, Mohammad
;
Rafei, Meysam
;
Sheykha, Younes
- In:
Iranian economic review : journal of University of Tehran
26
(
2022
)
4
,
pp. 885-904
Persistent link: https://www.econbiz.de/10013531088
Saved in:
9
A new channel for global volatility propagation
Chen, Shuning
;
Wang, Jian-xin
- In:
The European journal of finance
30
(
2024
)
5
,
pp. 481-502
Persistent link: https://www.econbiz.de/10014547893
Saved in:
10
Inventory information arrival and the crude oil futures market
Chebbi, Tarek
;
Hmedat, Waleed
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1513-1533
Persistent link: https://www.econbiz.de/10014533269
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