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~isPartOf:"Energy economics"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Schätzung"
~subject:"Theorie"
~subject:"Welt"
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Search: subject_exact:"ARCH-Modell"
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Schätzung
Theorie
Welt
ARCH model
438
ARCH-Modell
438
Volatility
348
Volatilität
348
Oil price
180
Ölpreis
180
Forecasting model
121
Prognoseverfahren
121
Estimation
119
World
103
Capital income
100
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100
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97
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96
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96
Rohstoffderivat
96
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95
Spillover effect
87
Spillover-Effekt
87
Theory
64
Time series analysis
56
Zeitreihenanalyse
56
Risikomaß
48
Risk measure
48
Volatility forecasting
44
Oil market
42
Ölmarkt
41
Erdöl
40
Petroleum
40
Hedging
36
Correlation
35
Korrelation
35
GARCH
34
USA
33
VAR model
33
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240
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Ma, Feng
12
Bouri, Elie
7
Hammoudeh, Shawkat
6
Wei, Yu
6
Yoon, Seong-min
5
Degiannakis, Stavros
4
Guesmi, Khaled
4
Uddin, Mohammed Gazi Salah
4
Zhang, Yue-jun
4
Brooks, Robert
3
Chevallier, Julien
3
Do, Hung Xuan
3
Filis, George
3
Gong, Xu
3
Ji, Qiang
3
Kang, Sang Hoon
3
Liang, Chao
3
Luo, Jiawen
3
Nonejad, Nima
3
Sadorsky, Perry A.
3
Tiwari, Aviral Kumar
3
Wang, Lu
3
Wang, Yudong
3
Zhang, Yaojie
3
Ahmad, Wasim
2
Balcilar, Mehmet
2
Batten, Jonathan A.
2
Baum, Christopher F.
2
Bedoui, Rihab
2
Chang, Kuang-liang
2
Choudhry, Taufiq
2
Cifarelli, Giulio
2
Dai, Zhifeng
2
Dimpfl, Thomas
2
Duan, Jin-Chuan
2
Dutta, Anupam
2
Fan, Ying
2
Gasbarro, Dominic
2
Guo, Yangli
2
Gupta, Rangan
2
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Energy economics
International review of financial analysis
Journal of economic dynamics & control
Finance research letters
115
Applied economics
94
Journal of empirical finance
84
Economic modelling
78
Journal of econometrics
76
The North American journal of economics and finance : a journal of financial economics studies
72
Research in international business and finance
70
International review of economics & finance : IREF
68
International journal of forecasting
61
Journal of international financial markets, institutions & money
59
Journal of banking & finance
55
Discussion paper / Tinbergen Institute
52
Economics letters
51
Journal of forecasting
50
Journal of risk and financial management : JRFM
50
Applied economics letters
48
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
44
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
43
The European journal of finance
42
Working paper
42
Journal of financial econometrics : official journal of the Society for Financial Econometrics
40
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
38
Econometric theory
37
Applied financial economics
35
International journal of finance & economics : IJFE
34
International Journal of Energy Economics and Policy : IJEEP
33
The journal of futures markets
32
Econometric Institute research papers
31
Econometric reviews
31
International journal of economics and financial issues : IJEFI
29
Journal of applied econometrics
28
Computational economics
26
Journal of financial econometrics
26
Journal of international money and finance
26
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
26
Journal of risk
25
Quantitative finance
25
Review of quantitative finance and accounting
25
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ECONIS (ZBW)
240
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240
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1
On practitioners closed-form GARCH option pricing
Mozumder, Sharif
;
Frijns, Bart
;
Talukdar, Bakhtear
; …
- In:
International review of financial analysis
94
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014543999
Saved in:
2
Can inflation predict energy price volatility?
Batten, Jonathan A.
;
Mo, Di
;
Pourkhanali, Armin
- In:
Energy economics
129
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014558888
Saved in:
3
Asymmetric volatility spillover between crude oil and other asset markets
Guan, Bo
;
Mazouz, Khelifa
;
Xu, Yongdeng
- In:
Energy economics
130
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014559169
Saved in:
4
Bitcoin price volatility transmission between spot and futures markets
Apostolakis, George N.
- In:
International review of financial analysis
94
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014543923
Saved in:
5
Time-varying jump intensity and volatility forecasting of crude oil returns
Zhang, Lei
;
Chen, Yan
;
Bouri, Elie
- In:
Energy economics
129
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014559002
Saved in:
6
GARCH-M model with an asymmetric risk premium : distinguishing between "good" and "bad" volatility periods
Trifonov, Juri
;
Potanin, Bogdan
- In:
International review of financial analysis
91
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014446930
Saved in:
7
Crude oil prices in times of crisis : the role of Covid-19 and historical events
Bouazizi, Tarek
;
Guesmi, Khaled
;
Galariotis, Emilios
; …
- In:
International review of financial analysis
91
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014446934
Saved in:
8
Assessing the baseline model of WTI oil and stock returns under financial volatility and spillover effects
Attílio, Luccas Assis
;
Mollick, André Varella
- In:
Energy economics
135
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10015046980
Saved in:
9
Shock transmission between climate policy uncertainty, financial stress indicators, oil price uncertainty and industrial metal volatility : identifying moderators, hedgers and shoc...
Shahbaz, Muhammad
;
Sheikh, Umaid A.
;
Tabash, Mosab I.
; …
- In:
Energy economics
136
(
2024
),
pp. 1-31
Persistent link: https://www.econbiz.de/10015046920
Saved in:
10
Forecasting the Chinese crude oil futures volatility using jump intensity and Markov-regime switching model
Wu, Hanlin
;
Li, Pan
;
Cao, Jiawei
;
Xu, Zijian
- In:
Energy economics
134
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10015047129
Saved in:
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