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~person:"Chevallier, Julien"
~person:"Gozgor, Giray"
~subject:"ARCH-Modell"
~subject:"Risk"
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ARCH-Modell
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Chevallier, Julien
Gozgor, Giray
Gupta, Rangan
91
McAleer, Michael
65
Castelnuovo, Efrem
34
Chang, Chia-Lin
32
Herwartz, Helmut
32
Viscusi, W. Kip
32
Bahmani-Oskooee, Mohsen
28
Ma, Feng
27
Balcilar, Mehmet
26
Caggiano, Giovanni
26
Guvenen, Fatih
26
Karanasos, Menelaos
26
Bloom, Nicholas
23
Stulz, René M.
23
Bali, Turan G.
22
Kumar, Dilip
22
Bollerslev, Tim
21
Caporale, Guglielmo Maria
21
Conrad, Christian
21
Engle, Robert F.
20
Bouri, Elie
19
Wohar, Mark E.
19
Bartram, Söhnke M.
18
Brown, Gregory W.
18
Chiang, Thomas C.
18
Goldberg, Linda S.
18
Krishna, Pravin
18
Paolella, Marc S.
18
Ghysels, Eric
17
Krebs, Tom
17
Miller, Stephen M.
17
Song, Jae
17
Antonakakis, Nikolaos
16
Baum, Christopher F.
16
Hammoudeh, Shawkat
16
Hoffmann, Mathias
16
Mumtaz, Haroon
16
Tiwari, Aviral Kumar
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15
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Finance research letters
4
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3
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2
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1
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1
International journal of finance & economics : IJFE
1
International review of financial analysis
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Research in international business and finance
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Does high-frequency crude oil futures data contain useful information for predicting volatility in the US stock market? : new evidence
Wang, Jiqian
;
Huang, Yisu
;
Ma, Feng
;
Chevallier, Julien
- In:
Energy economics
91
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012518664
Saved in:
2
Tail risk and the return-volatility relation
Aboura, Sofiane
;
Chevallier, Julien
- In:
Research in international business and finance
46
(
2018
),
pp. 16-29
Persistent link: https://www.econbiz.de/10011983542
Saved in:
3
Does economic policy uncertainty predict the Bitcoin returns? : an empirical investigation
Demir, Ender
;
Gozgor, Giray
;
Lau, Chi Keung
;
Vigne, …
- In:
Finance research letters
26
(
2018
),
pp. 145-149
Persistent link: https://www.econbiz.de/10012005628
Saved in:
4
The effects of uncertainty measures on the price of gold
Bilgin, Mehmet Huseyin
;
Gozgor, Giray
;
Lau, Chi Keung
; …
- In:
International review of financial analysis
58
(
2018
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012006362
Saved in:
5
Commodity markets volatility transmission : roles of risk perceptions and uncertainty in financial markets
Gozgor, Giray
;
Lau, Chi Keung
;
Bilgin, Mehmet Huseyin
- In:
Journal of international financial markets, …
44
(
2016
),
pp. 35-45
Persistent link: https://www.econbiz.de/10011690371
Saved in:
6
Twitter matters for metaverse stocks amid economic uncertainty
Aysan, Ahmet Faruk
;
Batten, Jonathan A.
;
Gozgor, Giray
; …
- In:
Finance research letters
56
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014473687
Saved in:
7
Does carbon price uncertainty affect stock price crash risk? : evidence from China
Ren, Xiaohang
;
Zhong, Yan
;
Cheng, Xu
;
Yan, Cheng
; …
- In:
Energy economics
122
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014440761
Saved in:
8
How do geopolitical risks affect government investment? : an empirical investigation
Bilgin, Mehmet Huseyin
;
Gozgor, Giray
;
Karabulut, Gokhan
- In:
Defence and peace economics
31
(
2020
)
5
,
pp. 550-564
Persistent link: https://www.econbiz.de/10012259150
Saved in:
9
Identifying asymmetric responses of sectoral equities to oil price shocks in a NARDL model
Dhaoui, Abderrazak
;
Chevallier, Julien
;
Ma, Feng
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
2
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012507450
Saved in:
10
A dynamic conditional regime-switching GARCH CAPM for energy and financial markets
Urom, Christian
;
Chevallier, Julien
;
Zhu, Bangzhu
- In:
Energy economics
85
(
2020
),
pp. 1-45
Persistent link: https://www.econbiz.de/10012510103
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