//--> //--> //--> //-->
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:"The econometrics journal"
~isPartOf:"Applied financial economics"
~isPartOf:"Economic modelling"
~subject:"USA"
~subject:"Ölpreis"
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:"ARCH-Modell"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
USA
Ölpreis
ARCH model
296
ARCH-Modell
296
Volatility
181
Volatilität
181
Estimation
83
Schätzung
83
Aktienmarkt
63
Stock market
63
Theorie
60
Theory
60
Capital income
57
Kapitaleinkommen
57
Time series analysis
54
Zeitreihenanalyse
54
Forecasting model
46
Prognoseverfahren
46
Börsenkurs
45
Share price
45
Spillover effect
32
Spillover-Effekt
32
Exchange rate
30
United States
30
Wechselkurs
30
Oil price
27
Risikomaß
26
Risk measure
26
Correlation
25
Estimation theory
25
Financial crisis
25
Finanzkrise
25
Korrelation
25
Schätztheorie
25
Welt
24
World
24
Aktienindex
22
Stock index
22
China
18
Commodity derivative
18
more ...
less ...
Online availability
All
Undetermined
20
Type of publication
All
Article
54
Type of publication (narrower categories)
All
Article in journal
54
Aufsatz in Zeitschrift
54
Language
All
English
54
Author
All
Chang, Kuang-liang
2
Joëts, Marc
2
Liu, Jing
2
Ma, Feng
2
Mensi, Walid
2
Wang, Yudong
2
Zhang, Yaojie
2
Aftab, Muhammad
1
Ahn, Eun S.
1
Al-Azzam, Moh'd
1
Alexandre, Fernando
1
Ameur, Hachmi Ben
1
Arouri, Mohamed
1
Bahmani-Oskooee, Mohsen
1
Baç~ao, Pedro
1
Bei, Shuhua
1
Beljid, Makram
1
Bhaumik, Sankar Kumar
1
Boubaker, Adel
1
Bowe, Michael
1
Candelon, Bertrand
1
Chan, Ying Tung
1
Chang, Kuang-Liang
1
Charfeddine, Lanouar
1
Cheffou, Abdoulkarim Idi
1
Chen, Qiang
1
Chen, Wang
1
Chiu, Chien-liang
1
Coondoo, Dipankor
1
Degiannakis, Stavros
1
Dong, Yilin
1
Ehouman, Yao Axel
1
Fattoum, Salma
1
Fountas, Stilianos
1
Gabriel, Vasco J.
1
Gargallo, Pilar
1
Garrett, Ian
1
Guesmi, Khaled
1
Gulley, Orrin David
1
Hammoudeh, Shawkat
1
more ...
less ...
Published in...
All
The econometrics journal
Applied financial economics
Economic modelling
Energy economics
161
International Journal of Energy Economics and Policy : IJEEP
37
The journal of futures markets
31
Applied economics
29
International review of financial analysis
27
Finance research letters
24
International review of economics & finance : IREF
24
Journal of empirical finance
22
The North American journal of economics and finance : a journal of financial economics studies
22
Econometric Institute research papers
18
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
Journal of banking & finance
18
Journal of international financial markets, institutions & money
18
Working paper
18
Economics letters
16
Research in international business and finance
15
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
14
International journal of forecasting
12
The energy journal
12
Journal of multinational financial management
11
CESifo working papers
10
Journal of economics and finance
10
Applied economics letters
9
Journal of applied econometrics
9
Journal of financial econometrics : official journal of the Society for Financial Econometrics
9
Journal of risk and financial management : JRFM
9
Discussion paper / Tinbergen Institute
8
International journal of finance & economics : IJFE
8
Journal of forecasting
8
CFS working paper series
7
CORE discussion paper : DP
7
Econometric reviews
7
Emerging markets, finance and trade : EMFT
7
Global finance journal
7
Journal of international money and finance
7
Macroeconomic dynamics
7
The European journal of finance
7
The empirical economics letters : a monthly international journal of economics
7
more ...
less ...
Source
All
ECONIS (ZBW)
54
Showing
1
-
10
of
54
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The impact of joint events on oil price volatility : evidence from a dynamic graphical news analysis model
Zhao, Lu-Tao
;
Wang, Dai-Song
;
Ren, Zhong-Yuan
- In:
Economic modelling
130
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014451154
Saved in:
2
Price risk analysis using GARCH family models : evidence from Shanghai crude oil futures market
Bei, Shuhua
;
Yang, Aijun
;
Pei, Haotian
;
Si, Xiaoli
- In:
Economic modelling
125
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014463673
Saved in:
3
Regime-dependent effects of macroeconomic uncertainty on realized volatility in the US stock market
Liu, Wei
;
Garrett, Ian
- In:
Economic modelling
128
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014464307
Saved in:
4
How does oil price volatility affect unemployment rates? : a dynamic stochastic general equilibrium model
Chan, Ying Tung
;
Dong, Yilin
- In:
Economic modelling
114
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013367576
Saved in:
5
Does the asymmetric dependence volatility affect risk spillovers between the crude oil market and BRICS stock markets?
Jiang, Kunliang
;
Ye, Wuyi
- In:
Economic modelling
117
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014229176
Saved in:
6
Intraday return predictability in China's crude oil futures market : new evidence from a unique trading mechanism
Wen, Danyan
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Economic modelling
96
(
2021
),
pp. 209-219
Persistent link: https://www.econbiz.de/10012745351
Saved in:
7
Volatility transmission between oil prices and banks' stock prices as a new source of instability : lessons from the United States experience
Ehouman, Yao Axel
- In:
Economic modelling
91
(
2020
),
pp. 198-217
Persistent link: https://www.econbiz.de/10012429033
Saved in:
8
Correlation dynamics of crude oil with agricultural commodities : a comparison between energy and food crops
Pal, Debdatta
;
Mitra, Subrata Kumar
- In:
Economic modelling
82
(
2019
),
pp. 453-466
Persistent link: https://www.econbiz.de/10012203189
Saved in:
9
Forecasting the aggregate oil price volatility in a data-rich environment
Ma, Feng
;
Liu, Jing
;
Wahab, M. I. M.
;
Zhang, Yaojie
- In:
Economic modelling
72
(
2018
),
pp. 320-332
Persistent link: https://www.econbiz.de/10012100341
Saved in:
10
Return transmission and asymmetric volatility spillovers between oil futures and oil equities : new DCC-MEGARCH analyses
Tsuji, Chikashi
- In:
Economic modelling
74
(
2018
),
pp. 167-185
Persistent link: https://www.econbiz.de/10012101322
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->