//--> //--> //--> //-->
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
~isPartOf:"Energy economics"
~isPartOf:"International journal of financial research"
~subject:"Kapitaleinkommen"
~subject:"Volatilität"
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
Discretization of Highly-Persi...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Kapitaleinkommen
Volatilität
VAR
18
Oil price
15
Ölpreis
15
VAR model
14
VAR-Modell
14
Welt
12
World
12
VaR
10
Volatility
9
Capital income
7
Estimation
7
Risikomaß
7
Risk measure
7
Schätzung
7
Egypt
6
Spillover effect
6
Spillover-Effekt
6
Ägypten
6
ARCH model
5
ARCH-Modell
5
Aktienmarkt
5
Oil market
5
Schock
5
Shock
5
Stock market
5
Ölmarkt
5
CVaR
4
Portfolio selection
4
Portfolio-Management
4
Theorie
4
Theory
4
Capital structure
3
Commodity derivative
3
Crude oil
3
Emerging economies
3
Erdölpolitik
3
Erneuerbare Energie
3
Forecasting model
3
more ...
less ...
Online availability
All
Undetermined
8
Free
1
Type of publication
All
Article
12
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Language
All
English
12
Author
All
Ahmed, Abdullahi Dahir
1
Aloui, Riadh
1
Baum, Christopher F.
1
Ben Aïssa, Mohamed Safouane
1
Chen, Liyuan
1
Chen, Xiuyun
1
Chen, Yi-chun
1
Du, Limin
1
El Menshawy, Heba
1
Gordo, Natali
1
Guo, Yawei
1
Gupta, Rangan
1
Hafsa, Houda
1
Hammoudeh, Shawkat
1
He, Yanan
1
Hunt, Alistair
1
Huo, Rui
1
Hwang, Chiang-chang
1
Lu, Jin-ray
1
Lux, Thomas
1
Masry, Mohamed
1
Morley, Bruce
1
Nguyen, Duc Khuong
1
Peng, Cheng
1
Rahman, Md Lutfur
1
Segnon, Mawuli
1
Shahzad, Syed Jawad Hussain
1
Uddin, Mohammed Gazi Salah
1
Ur Rehman, Mobeen
1
Wang, Xunxiao
1
Wen, Chu-ting
1
Wu, Chongfeng
1
Zerilli, Paola
1
Zhu, Huiming
1
more ...
less ...
Published in...
All
Energy economics
International journal of financial research
Discussion paper / Tinbergen Institute
19
CESifo working papers
18
Research paper series / Swiss Finance Institute
13
Working paper
12
Swiss Finance Institute Research Paper
9
Cogent economics & finance
8
Discussion papers / Deutsches Institut für Wirtschaftsforschung
8
CESifo Working Paper
6
CESifo Working Paper Series
6
DIW Berlin Discussion Paper
6
Econometrics : open access journal
6
International journal of economics and finance
6
Journal of banking & finance
6
Research in international business and finance
6
SFB 649 Discussion Paper
6
Afro-Asian Journal of Finance and Accounting : AAJFA
5
Applied economics
5
Finance research letters
5
International Journal of Energy Economics and Policy : IJEEP
5
International Journal of Financial Studies : open access journal
5
International journal of economics and financial issues : IJEFI
5
Quantitative economics : QE ; journal of the Econometric Society
5
SFB 649 discussion paper
5
BERG working paper series
4
International journal of business
4
Journal of emerging market finance
4
Tinbergen Institute Discussion Paper
4
African journal of economic and management studies
3
Asia Pacific financial markets
3
CAMA Working Paper
3
Discussion paper / Deutsche Bundesbank
3
Economic modelling
3
Economics Working Paper
3
International review of economics & finance : IREF
3
International review of financial analysis
3
Journal of international financial markets, institutions & money
3
Journal of mathematical finance
3
Journal of risk and financial management : JRFM
3
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Including more information content to enhance the value at risk estimation for real estate investment trusts
Lu, Jin-ray
;
Hwang, Chiang-chang
;
Chen, Yi-chun
;
Wen, …
- In:
International journal of financial research
4
(
2013
)
3
,
pp. 25-34
Persistent link: https://www.econbiz.de/10010205099
Saved in:
2
Extreme risk spillovers between crude oil and stock markets
Du, Limin
;
He, Yanan
- In:
Energy economics
51
(
2015
),
pp. 455-465
Persistent link: https://www.econbiz.de/10011564907
Saved in:
3
Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management
Aloui, Riadh
;
Ben Aïssa, Mohamed Safouane
;
Hammoudeh, …
- In:
Energy economics
42
(
2014
),
pp. 332-342
Persistent link: https://www.econbiz.de/10010503584
Saved in:
4
CVaR in portfolio optimization : an essay on the French market
Hafsa, Houda
- In:
International journal of financial research
6
(
2015
)
2
,
pp. 101-111
Persistent link: https://www.econbiz.de/10011405083
Saved in:
5
Volatility transmissions across international oil market, commodity futures and stock markets : empirical evidence from China
Ahmed, Abdullahi Dahir
;
Huo, Rui
- In:
Energy economics
93
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012631345
Saved in:
6
Stochastic volatility, jumps and leverage in energy and stock markets : evidence from high frequency data
Baum, Christopher F.
;
Zerilli, Paola
;
Chen, Liyuan
- In:
Energy economics
93
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012643307
Saved in:
7
Forecasting crude oil price volatility and value-at-risk : evidence from historical and recent data
Lux, Thomas
;
Segnon, Mawuli
;
Gupta, Rangan
- In:
Energy economics
56
(
2016
),
pp. 117-133
Persistent link: https://www.econbiz.de/10011663878
Saved in:
8
Risk spillover of international crude oil to China's firms : evidence from granger causality across quantile
Peng, Cheng
;
Zhu, Huiming
;
Guo, Yawei
;
Chen, Xiuyun
- In:
Energy economics
72
(
2018
),
pp. 188-199
Persistent link: https://www.econbiz.de/10011972302
Saved in:
9
Supply and demand driven oil price changes and their non-linear impact on precious metal returns : a Markov regime switching approach
Uddin, Mohammed Gazi Salah
;
Rahman, Md Lutfur
;
Shahzad, …
- In:
Energy economics
73
(
2018
),
pp. 108-121
Persistent link: https://www.econbiz.de/10011972559
Saved in:
10
Asymmetric volatility spillovers between crude oil and international financial markets
Wang, Xunxiao
;
Wu, Chongfeng
- In:
Energy economics
74
(
2018
),
pp. 592-604
Persistent link: https://www.econbiz.de/10011972941
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->