//--> //--> //-->
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 finance & economics : IJFE"
~person:"Elsayed, Ahmed H."
~person:"Fakhfekh, Mohamed"
~person:"Ma, Feng"
~person:"McAleer, Michael"
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:"conditional heteroskedasticity"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
7
ARCH-Modell
7
Volatility
7
Volatilität
7
Forecasting model
5
Prognoseverfahren
5
Oil price
4
Ölpreis
4
Aktienmarkt
3
Commodity derivative
3
Estimation
3
Rohstoffderivat
3
Schätzung
3
Stock market
3
Welt
3
World
3
volatility forecasting
3
Börsenkurs
2
GARCH-MIDAS
2
Share price
2
Asia
1
Asian stock markets
1
Asien
1
Autocorrelation
1
Autokorrelation
1
Bayes-Statistik
1
Bayesian estimation techniques
1
Bayesian inference
1
COVID-19 outbreak
1
Capital income
1
Coronavirus
1
Crude oil market volatility
1
DCC-GARCH
1
Devisenmarkt
1
ENI
1
Erdöl
1
Estimation theory
1
Exchange rate
1
Foreign exchange market
1
GARCH models
1
more ...
less ...
Online availability
All
Undetermined
7
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
Elsayed, Ahmed H.
Fakhfekh, Mohamed
Ma, Feng
McAleer, Michael
Liang, Chao
3
Wei, Yu
3
Drakos, Anastassios A.
2
Kouretas, Georgios P.
2
Li, Xiafei
2
Osborn, Denise R.
2
Yaya, OlaOluwa S.
2
Zarangas, Leonidas P.
2
Acquah, Benjamin K.
1
Adekoya, Oluwasegun B.
1
Akbar, Muhammad
1
Al-Faryan, Mamdouh Abdulaziz Saleh
1
Alexius, Annika
1
Asai, Manabu
1
Aslanidis, Nektarios
1
Baba, Naohiko
1
Balfoussia, Hiona
1
Ben Salem, Marwa
1
Bentsos, Christos
1
Bhutta, Nousheen Tariq
1
Brou, Jean Marcelin Bosson
1
Cashin, Paul A.
1
Chang, Bisharat Hussain
1
Chebbi, Tarek
1
Chen, Cathy W. S.
1
Chen, Wang
1
Chen, Xiaodan
1
Chen, Zhonglu
1
Choudhry, Taufiq
1
Christiansen, Charlotte
1
Cifarelli, Giulio
1
Cook, Steve
1
Coronado, Semei
1
Cruz Rambaud, Salvador
1
Dedi, Lidija
1
Diamandis, Panayotis F.
1
Dong, Manh Cuong
1
Edison, Hali J.
1
more ...
less ...
Published in...
All
International journal of finance & economics : IJFE
Econometric Institute research papers
59
Discussion paper / Tinbergen Institute
32
Working paper
29
Energy economics
19
International review of economics & finance : IREF
8
International review of financial analysis
7
Applied economics
6
Discussion paper / Institute of Social and Economic Research
6
Finance research letters
6
International journal of forecasting
5
Journal of forecasting
5
Econometrics : open access journal
4
Journal of economic surveys
4
Journal of risk and financial management : JRFM
4
Econometric reviews
3
Econometric theory
3
Economic modelling
3
Journal of Risk and Financial Management
3
The North American journal of economics and finance : a journal of financial economics studies
3
Tinbergen Institute Discussion Paper
3
Working Papers in Economics
3
Applied economics letters
2
Documentos de Trabajo del ICAE
2
Journal of econometrics
2
Tinbergen Institute Discussion Papers
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Afro-Asian Journal of Finance and Accounting : AAJFA
1
Applied financial economics
1
China finance review international
1
Computational economics
1
Contributions to economic analysis
1
Contributions to financial econometrics : theoretical and practical issues
1
Econometric Institute Research Papers
1
Economia : revista da ANPEC
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Financial innovation : FIN
1
International Journal of Financial Studies : open access journal
1
International journal of emerging markets
1
more ...
less ...
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting the Asian stock market volatility : evidence from WTI and INE oil futures
Ghani, Maria
;
Ma, Feng
;
Huang, Dengshi
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1496-1512
Persistent link: https://www.econbiz.de/10014533268
Saved in:
2
Volatility dynamics of the Tunisian stock market before and during the COVID-19 outbreak : evidence from the GARCH family models
Fakhfekh, Mohamed
;
Jeribi, Ahmed
;
Ben Salem, Marwa
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1653-1666
Persistent link: https://www.econbiz.de/10014253433
Saved in:
3
Do extreme shocks help forecast oil price volatility? : the augmented GARCH-MIDAS approach
Wang, Lu
;
Ma, Feng
;
Liu, Guoshan
;
Lang, Qiaoqi
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 2056-2073
Persistent link: https://www.econbiz.de/10014253654
Saved in:
4
Causality and dynamic spillovers among cryptocurrencies and currency markets
Elsayed, Ahmed H.
;
Gozgor, Giray
;
Lau, Chi Keung
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 2026-2040
Persistent link: https://www.econbiz.de/10013184641
Saved in:
5
Global equity market volatility forecasting : new evidence
Liang, Chao
;
Wei, Yu
;
Lei, Likun
;
Ma, Feng
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 594-609
Persistent link: https://www.econbiz.de/10012814844
Saved in:
6
Which uncertainty is powerful to forecast crude oil market volatility? : new evidence
Li, Xiafei
;
Wei, Yu
;
Chen, Xiaodan
;
Ma, Feng
;
Liang, Chao
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4279-4297
Persistent link: https://www.econbiz.de/10013461327
Saved in:
7
Forecasting the oil price realized volatility : a multivariate heterogeneous autoregressive model
Tang, Yusui
;
Ma, Feng
;
Zhang, Yaojie
;
Wei, Yu
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4770-4783
Persistent link: https://www.econbiz.de/10013461377
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->