//--> //--> //-->
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:"International Journal of Energy Economics and Policy : IJEEP"
~isPartOf:"International review of economics & finance : IREF"
~person:"Caporin, Massimiliano"
~person:"Saidi, La Ode"
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:"Volatility"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Volatility
7
Volatilität
7
Estimation
4
Oil price
4
Schätzung
4
Welt
4
World
4
Ölpreis
4
ARCH model
3
ARCH-Modell
3
Capital income
3
Kapitaleinkommen
3
Time series analysis
3
Zeitreihenanalyse
3
Crude oil price volatility
2
Exchange rate
2
Forecasting model
2
Internet
2
Prognoseverfahren
2
Theorie
2
Theory
2
Wechselkurs
2
the internet
2
ARDL model
1
Asymmetry
1
Autoregressive Distributed Lag Model
1
Biofuel
1
Biokraftstoff
1
Block structures
1
Business network
1
CAPM
1
Cointegration
1
Commodity derivative
1
Crude oil futures
1
Crude oil prices
1
Day-night realized volatility
1
Day-night returns
1
Day-night volume
1
Economic growth
1
Erdgas
1
more ...
less ...
Online availability
All
Undetermined
4
Free
3
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Language
All
English
7
Author
All
Caporin, Massimiliano
Saidi, La Ode
Gupta, Rangan
7
Ma, Feng
7
Hawaldar, Iqbal Thonse
6
Hammoudeh, Shawkat
5
Kang, Sang Hoon
5
Mensi, Walid
5
Tiwari, Aviral Kumar
5
Abakah, Emmanuel Joel Aikins
4
Adam, Pasrun
4
Arize, Augustine Chuck
4
Bouri, Elie
4
Liang, Chao
4
Malik, Farooq
4
McAleer, Michael
4
Meher, Bharat Kumar
4
Qabhobho, Thobekile
4
Wohar, Mark E.
4
Wu, Chunchi
4
Xuan Vinh Vo
4
Yin, Libo
4
Adam, Anokye M.
3
Alexandri, Mohammad Benny
3
Asafo-Adjei, Emmanuel
3
Babu, Manivannan
3
Balcilar, Mehmet
3
Balli, Faruk
3
Bouazizi, Tarek
3
Brooks, Robert
3
Chen, Jinyu
3
Chen, Wang
3
Han, Liyan
3
Ho, Kin-Yip
3
Huang, Dengshi
3
Indhumathi, G.
3
Kumar, Dilip
3
Liu, Dehong
3
Lu, Xinjie
3
Lung, Peter P.
3
Manasseh, Charles O.
3
more ...
less ...
Published in...
All
International Journal of Energy Economics and Policy : IJEEP
International review of economics & finance : IREF
Econometric Institute research papers
4
Working papers
4
Working papers on finance
4
SAFE working paper
3
Working paper
3
CREATES research paper
2
Discussion paper / Tinbergen Institute
2
Econometric reviews
2
Energy economics
2
Journal of econometrics
2
Journal of empirical finance
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of risk and financial management : JRFM
2
The European journal of finance
2
The North American journal of economics and finance : a journal of financial economics studies
2
"Marco Fanno" Working Papers
1
Applied economics
1
Australasian accounting business and finance journal : AABF
1
Ca Foscari University of Venice Working Paper
1
Econometric Reviews
1
Econometrics
1
Econometrics : open access journal
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Journal of economic surveys
1
Journal of financial econometrics
1
Journal of financial economics
1
Journal of risk
1
Macroeconomic forecasting in the era of big data : theory and practice
1
Marco Fanno Working Paper
1
Network connectivity, systematic and systemic risk
1
SAFE Working Paper
1
SNB working papers
1
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series
1
University of St. Gallen, School of Finance Research Paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Crude oil price and exchange rate : an analysis of the asymmetric effect and volatility using the non linear autoregressive distributed lag and general autoregressive conditional h...
Saidi, La Ode
;
Aedy, Hasan
;
Saranani, Fajar
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
1
,
pp. 104-108
Persistent link: https://www.econbiz.de/10012435288
Saved in:
2
Effects of crude oil prices volatility, the internet and inflation on economic growth in ASEAN-5 countries : a panel autoregressive distributed lag approach
Rosnawintang, Rosnawintang
;
Tajuddin, Tajuddin
;
Adam, Pasrun
- In:
International Journal of Energy Economics and Policy : IJEEP
11
(
2021
)
1
,
pp. 15-21
Persistent link: https://www.econbiz.de/10012586412
Saved in:
3
The impact of network connectivity on factor exposures, asset pricing, and portfolio diversification
Billio, Monica
;
Caporin, Massimiliano
;
Panzica, Roberto …
- In:
International review of economics & finance : IREF
84
(
2023
),
pp. 196-223
Persistent link: https://www.econbiz.de/10014343115
Saved in:
4
The influence of crude oil prices volatility, the internet and exchange rate on the number of foreign tourist arrivals in Indonesia
Heppi Millia
;
Adam, Pasrun
;
Saenong, Zainuddin
;
Balaka, …
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
6
,
pp. 280-287
Persistent link: https://www.econbiz.de/10012542700
Saved in:
5
Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
Saved in:
6
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 40-50
Persistent link: https://www.econbiz.de/10011571858
Saved in:
7
Realized range volatility forecasting : dynamic features and predictive variables
Caporin, Massimiliano
;
Velo, Gabriel G.
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 98-112
Persistent link: https://www.econbiz.de/10011573562
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->