//--> //--> //--> //-->
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"
~subject:"Börsenkurs"
~subject:"Oil price"
~subject:"Volatility"
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
Volatility
ARCH model
77
ARCH-Modell
77
Volatilität
49
Estimation
30
Schätzung
30
Share price
24
Capital income
22
Kapitaleinkommen
22
Forecasting model
21
Prognoseverfahren
21
Aktienmarkt
20
Stock market
20
Theorie
17
Theory
17
GARCH
11
Correlation
9
Korrelation
9
Exchange rate
8
Wechselkurs
8
Welt
8
World
8
China
7
Estimation theory
7
Risikomaß
7
Risk measure
7
Schätztheorie
7
Time series analysis
7
Zeitreihenanalyse
7
Financial market
6
Finanzmarkt
6
Risiko
6
Risk
6
Spillover effect
6
Spillover-Effekt
6
Ölpreis
6
Aktienindex
5
Causality analysis
5
more ...
less ...
Online availability
All
Undetermined
29
Type of publication
All
Article
56
Type of publication (narrower categories)
All
Article in journal
56
Aufsatz in Zeitschrift
56
Language
All
English
56
Author
All
Diao, Xundi
2
Ma, Feng
2
Shin, Dong-wan
2
Wu, Xinyu
2
Apergis, Emmanuel
1
Apergēs, Nikolaos
1
Ardia, David
1
Baek, Changryong
1
Balli, Faruk
1
Bautista, Carlos C.
1
Berument, Hakan
1
Bisaglia, Luisa
1
Blazsek, Szabolcs
1
Bonilla, Claudio A.
1
Bordignon, Silvano
1
Brännäs, Kurt
1
Chang, Kuang-Liang
1
Charles, Amélie
1
Chen, Yixiang
1
Chevallier, Julien
1
Choi, Ji-Eun
1
Choudhry, Taufiq
1
Collins, Luke
1
Cui, Hao
1
Dajcman, Silvo
1
Dempsey, Michael
1
Eslamloueyan, Karim
1
Essaddam, Naceur
1
Fang, Tong
1
Fink, Holger Maria
1
Garg, Bhavesh
1
Geppert, Sabrina
1
Ghosh, Saurabh
1
Guo, Yuanyuan
1
Hassan, Gazi M.
1
Hattori, Takahiro
1
He, Zhifang
1
Higgs, Helen
1
Holmes, Mark J.
1
Hong, Chung-hyo
1
more ...
less ...
Published in...
All
Applied economics letters
Energy economics
230
Finance research letters
138
Economic modelling
117
Applied economics
116
International review of financial analysis
107
The North American journal of economics and finance : a journal of financial economics studies
104
Research in international business and finance
100
Journal of empirical finance
96
International review of economics & finance : IREF
95
Journal of international financial markets, institutions & money
80
Journal of risk and financial management : JRFM
75
Journal of econometrics
67
International journal of forecasting
64
Applied financial economics
62
Journal of banking & finance
59
Journal of forecasting
59
Discussion paper / Tinbergen Institute
54
Economics letters
54
International Journal of Energy Economics and Policy : IJEEP
53
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
47
Journal of financial econometrics : official journal of the Society for Financial Econometrics
43
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
42
Working paper
42
The journal of futures markets
41
Econometric Institute research papers
40
International journal of economics and financial issues : IJEFI
37
International journal of finance & economics : IJFE
37
The European journal of finance
37
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
36
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
34
Cogent economics & finance
31
International journal of economics and finance
31
Review of quantitative finance and accounting
31
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
29
The empirical economics letters : a monthly international journal of economics
29
Pacific-Basin finance journal
28
Journal of international money and finance
27
Journal of financial econometrics
25
Quantitative finance
24
more ...
less ...
Source
All
ECONIS (ZBW)
56
Showing
1
-
10
of
56
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
Economic policy uncertainty in US and Europe : time-varying Granger causality
Mladenovic, Zorica
- In:
Applied economics letters
30
(
2023
)
20
,
pp. 2913-2920
Persistent link: https://www.econbiz.de/10014414040
Saved in:
3
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:
4
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:
5
Forecasting exchange rate markets' volatility of G7 countries : will stock market volatility help?
Zhang, Feipeng
;
Zhang, Zhao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 991-999
Persistent link: https://www.econbiz.de/10014303619
Saved in:
6
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:
7
Prediction accuracy of volatility using the score-driven Meixner distribution : an application to the Dow Jones
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics letters
29
(
2022
)
2
,
pp. 111-117
Persistent link: https://www.econbiz.de/10012803390
Saved in:
8
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:
9
Exchange options and spread options with stochastically correlated underlyings
Wang, Xingchun
- In:
Applied economics letters
29
(
2022
)
12
,
pp. 1060-1068
Persistent link: https://www.econbiz.de/10013412038
Saved in:
10
Does uncertainty matter for US financial market volatility spillovers? : empirical evidence from a nonlinear Granger causality network
Fang, Tong
;
Su, Zhi
- In:
Applied economics letters
28
(
2021
)
21
,
pp. 1877-1883
Persistent link: https://www.econbiz.de/10012697702
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->