//--> //--> //-->
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:"Energy economics"
~person:"Serletis, Apostolos"
~person:"Wen, Fenghua"
~subject:"Estimation"
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:"GARCH model"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Estimation
ARCH model
8
ARCH-Modell
8
Volatility
8
Volatilität
8
Oil price
7
Ölpreis
7
China
3
Aktienmarkt
2
Asymmetric BEKK model
2
Canada
2
Chinese stock market
2
Commodity derivative
2
Crude oil
2
Energiemarkt
2
Energy market
2
Erdgas
2
GARCH-in-Mean model
2
Kanada
2
Natural gas
2
Rohstoffderivat
2
Spillover effect
2
Spillover-Effekt
2
Stock market
2
1981-2007
1
Aktienindex
1
Bivariate VARMA
1
Capital income
1
Chinese fuel oil futures
1
Chinese stock index futures
1
Coal
1
Copula-CoVaR
1
DCC model
1
Electricity
1
Erdgasmarkt
1
Exchange rate
1
Extreme risk spillover
1
Forecasting model
1
GARCH models
1
GARCH-in-mean model
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Serletis, Apostolos
Wen, Fenghua
Ma, Feng
4
Yoon, Seong-min
4
Bouri, Elie
3
Chevallier, Julien
2
Lu, Xinjie
2
Tiwari, Aviral Kumar
2
Todorova, Neda
2
Wang, Xunxiao
2
Wei, Yu
2
Xu, Yahua
2
Zhang, Bing
2
Abuzayed, Bana
1
Aktas, Elvan
1
Al-Fayoumi, Nedal
1
Alqahtani, Faisal
1
Alshater, Muneer Maher
1
Amin, Md. Ruhul
1
Apergēs, Nikolaos
1
Arouri, Mohamed
1
Awartani, Basel
1
Balcilar, Mehmet
1
Baruník, Jozef
1
Batten, Jonathan A.
1
Baum, Christopher F.
1
Belhassine, Olfa
1
Bhattacharyya, Asit
1
Billio, Monica
1
Block, Alexander Souza
1
Boubaker, H.
1
Boubaker, Sabri
1
Boutahar, Mohamed
1
Cai, Shenghua
1
Cao, Yang
1
Casarin, Roberto
1
Chang, Kuang-liang
1
Chang, Yu-hsien
1
Charlot, Philippe
1
Cho, Hoon
1
Chun, Dohyun
1
Chung, Huimin
1
more ...
less ...
Published in...
All
Energy economics
Applied economics
2
Emerging markets, finance and trade : EMFT
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Journal of economic studies
1
Macroeconomic dynamics
1
Open economies review
1
The North American journal of economics and finance : a journal of financial economics studies
1
The energy journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Forecasting the volatility of crude oil futures using HAR-type models with structural breaks
Wen, Fenghua
;
Gong, Xu
;
Cai, Shenghua
- In:
Energy economics
59
(
2016
),
pp. 400-413
Persistent link: https://www.econbiz.de/10011699710
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->