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~isPartOf:"Applied economics letters"
~subject:"GARCH"
~subject:"Oil price"
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Search: subject_exact:"Generalized autoregressive conditional heteroscedasticity"
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GARCH
Oil price
ARCH model
77
ARCH-Modell
77
Volatility
49
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49
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30
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30
Börsenkurs
24
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Ardia, David
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Collins, Luke
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Cook, Steven
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Essaddam, Naceur
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Guo, Yuanyuan
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Applied economics letters
Energy economics
168
Finance research letters
40
Applied economics
37
International Journal of Energy Economics and Policy : IJEEP
37
Economic modelling
35
The North American journal of economics and finance : a journal of financial economics studies
31
International review of economics & finance : IREF
28
Research in international business and finance
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Journal of risk and financial management : JRFM
22
International review of financial analysis
21
Economics letters
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Journal of empirical finance
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Journal of banking & finance
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Discussion paper / Tinbergen Institute
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
The energy journal
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CESifo working papers
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Cogent economics & finance
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International journal of economics and finance
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International journal of forecasting
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Review of quantitative finance and accounting
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Finance India : the quarterly journal of Indian Institute of Finance
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Financial innovation : FIN
8
International journal of financial research
8
Journal of Asian finance, economics and business : JAFEB
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Risks : open access journal
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Theoretical economics letters
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1
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:
2
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:
3
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:
4
Impacts of COVID-19 on financial markets : from the perspective of financial stress
Yao, Xiaoyang
;
Li, Jianfeng
;
Shang, Zezhong
;
Le, Wei
; …
- In:
Applied economics letters
30
(
2023
)
5
,
pp. 669-673
Persistent link: https://www.econbiz.de/10013553834
Saved in:
5
Corona, crisis and conditional heteroscedasticity
Kiss, Tamás
;
Österholm, Pär
- In:
Applied economics letters
28
(
2021
)
9
,
pp. 755-759
Persistent link: https://www.econbiz.de/10012501608
Saved in:
6
KODAKCoin : a blockchain revolution or exploiting a potential cryptocurrency bubble?
Corbet, Shaen
;
Larkin, Charles
;
Lucey, Brian M.
; …
- In:
Applied economics letters
27
(
2020
)
7
,
pp. 518-524
Persistent link: https://www.econbiz.de/10012205716
Saved in:
7
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:
8
A change in the time-varying correlation between oil prices and the stock market
Jones, Paul
;
Collins, Luke
- In:
Applied economics letters
26
(
2019
)
7
,
pp. 537-542
Persistent link: https://www.econbiz.de/10012204266
Saved in:
9
Stock market uncertainty and interest rate behaviour : a panel GARCH approach
Valera, Harold Glenn A.
;
Holmes, Mark J.
;
Hassan, Gazi M.
- In:
Applied economics letters
24
(
2017
)
10/12
,
pp. 732-735
Persistent link: https://www.econbiz.de/10011714175
Saved in:
10
Finite-sample size distortion of the AESTAR unit root test : GARCH, corrected variance-covariance matrix estimators and adjusted critical values
Cook, Steven
- In:
Applied economics letters
23
(
2016
)
4/6
,
pp. 318-323
Persistent link: https://www.econbiz.de/10011430513
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