//--> //--> //--> //-->
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:"Applied economics letters"
~isPartOf:"Working paper"
~subject:"Börsenkurs"
~subject:"Oil 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:"Generalized autoregressive conditional heteroscedasticity"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Börsenkurs
Oil price
ARCH model
145
ARCH-Modell
145
Volatility
88
Volatilität
88
Estimation
51
Schätzung
51
Theorie
41
Theory
41
Capital income
37
Kapitaleinkommen
37
Forecasting model
32
Prognoseverfahren
32
Share price
31
Aktienmarkt
26
Stock market
26
Time series analysis
25
Zeitreihenanalyse
25
Welt
18
World
18
Commodity derivative
15
Correlation
15
GARCH
15
Korrelation
15
Rohstoffderivat
15
Ölpreis
15
USA
14
United States
14
Modellierung
12
Scientific modelling
12
Exchange rate
11
Wechselkurs
11
Spillover effect
10
Spillover-Effekt
10
China
8
Estimation theory
8
Risiko
8
Risikomaß
8
Risk
8
more ...
less ...
Online availability
All
Undetermined
17
Free
10
Type of publication
All
Article
27
Book / Working Paper
16
Type of publication (narrower categories)
All
Article in journal
27
Aufsatz in Zeitschrift
27
Arbeitspapier
16
Graue Literatur
16
Non-commercial literature
16
Working Paper
16
Language
All
English
43
Author
All
McAleer, Michael
9
Chang, Chia-Lin
4
Roengchai Tansuchat
3
Chen, Chi-chung
2
Chen, Ping-yu
2
Manera, Matteo
2
Wu, Xinyu
2
Allen, David E.
1
Apergis, Emmanuel
1
Apergēs, Nikolaos
1
Ardia, David
1
Baek, Changryong
1
Bardgett, Chris
1
Bautista, Carlos C.
1
Bisaglia, Luisa
1
Bonilla, Claudio A.
1
Bordignon, Silvano
1
Brännäs, Kurt
1
Chang, Chia-lin
1
Chang, Kuang-Liang
1
Chen, Long
1
Chen, Yixiang
1
Collins, Luke
1
Cui, Hao
1
Dajcman, Silvo
1
Diao, Xundi
1
Escribano, Álvaro
1
Forte, Gianfranco
1
Garg, Bhavesh
1
Gourier, Elise
1
Guo, Hui
1
Hafner, Christian M.
1
Hassan, Gazi M.
1
He, Zhifang
1
Holmes, Mark J.
1
Hoogerheide, Lennart F.
1
Hooker, Neal H.
1
Jiang, Yonghong
1
Jones, Paul
1
Kim, Dongwoo
1
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
1
Published in...
All
Applied economics letters
Working paper
Energy economics
173
Finance research letters
67
International review of economics & finance : IREF
62
Economic modelling
58
Applied economics
55
International review of financial analysis
50
Research in international business and finance
50
The North American journal of economics and finance : a journal of financial economics studies
49
International Journal of Energy Economics and Policy : IJEEP
41
Journal of empirical finance
36
Journal of risk and financial management : JRFM
36
Journal of international financial markets, institutions & money
35
Journal of econometrics
24
International journal of forecasting
23
Journal of banking & finance
22
Journal of forecasting
22
Economics letters
19
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
19
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
Cogent economics & finance
17
Econometric Institute research papers
17
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
17
Emerging markets, finance and trade : EMFT
17
International journal of finance & economics : IJFE
17
The empirical economics letters : a monthly international journal of economics
16
International journal of economics and financial issues : IJEFI
15
CESifo working papers
14
Discussion paper / Tinbergen Institute
14
Journal of financial econometrics : official journal of the Society for Financial Econometrics
14
Global business review
13
International Journal of Financial Studies : open access journal
13
International journal of economics and finance
13
Review of quantitative finance and accounting
13
The European journal of finance
12
The energy journal
12
Economic research
11
Finance India : the quarterly journal of Indian Institute of Finance
11
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
more ...
less ...
Source
All
ECONIS (ZBW)
43
Showing
1
-
10
of
43
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Impacts of economic policy uncertainty on the time-varying risk-return relationship : evidence from G7 countries
He, Zhifang
;
Zheng, Jie
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 270-274
Persistent link: https://www.econbiz.de/10014468759
Saved in:
2
Volatility spillovers across financial markets : the role of oil price uncertainty
Lee, Seojin
;
Kim, Young Min
- In:
Applied economics letters
30
(
2023
)
17
,
pp. 2342-2347
Persistent link: https://www.econbiz.de/10014365776
Saved in:
3
Newspaper-based equity uncertainty or implied volatility index : new evidence from oil market volatility predictability
Lu, Xinjie
;
Ma, Feng
;
Li, Pan
;
Li, Tao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 960-964
Persistent link: https://www.econbiz.de/10014303607
Saved in:
4
Forecasting oil futures price volatility with economic policy uncertainty : a CARR-MIDAS model
Wu, Xinyu
;
Cui, Hao
;
Wang, Lu
- In:
Applied economics letters
30
(
2023
)
2
,
pp. 120-125
Persistent link: https://www.econbiz.de/10013553019
Saved in:
5
European gasoline markets : price transmission asymmetries in mean and variance
Torrado, María
;
Escribano, Álvaro
-
2020
Persistent link: https://www.econbiz.de/10012158754
Saved in:
6
Assessing the impact of oil prices on the Malaysian economy
Majuca, Ruperto Pagaura
-
2020
Persistent link: https://www.econbiz.de/10012819667
Saved in:
7
Dynamic correlations and volatility spillovers between stock price and exchange rate in BRIICS economies : evidence from the COVID-19 outbreak period
Rai, Karan
;
Garg, Bhavesh
- In:
Applied economics letters
29
(
2022
)
8
,
pp. 738-745
Persistent link: https://www.econbiz.de/10013171046
Saved in:
8
Forecasting stock market volatility using implied volatility : evidence from extended realized EGARCH-MIDAS model
Wu, Xinyu
;
Wang, Xiaona
;
Wang, Haiyun
- In:
Applied economics letters
28
(
2021
)
11
,
pp. 915-920
Persistent link: https://www.econbiz.de/10012589699
Saved in:
9
Factor-augmented HAR model improves realized volatility forecasting
Kim, Dongwoo
;
Baek, Changryong
- In:
Applied economics letters
27
(
2020
)
12
,
pp. 1002-1009
Persistent link: https://www.econbiz.de/10012267030
Saved in:
10
Sentiment's effect on the variance of stock returns
Olson, Eric
;
Nowak, Adam
- In:
Applied economics letters
27
(
2020
)
18
,
pp. 1469-1473
Persistent link: https://www.econbiz.de/10012315615
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->