//--> //--> //--> //-->
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
~language:"eng"
~person:"Lucey, Brian M."
~person:"McAleer, Michael"
~person:"Nguyen, Duc Khuong"
~person:"Zakoïan, Jean-Michel"
~subject:"ARCH-Modell"
~subject:"Spillover-Effekt"
~type_genre:"Article in journal"
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:
Narrow search
Delete all filters
| 8 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Spillover-Effekt
Volatility
141
Volatilität
141
Theorie
125
Theory
125
Welt
109
World
109
ARCH model
105
Estimation
84
Schätzung
83
Börsenkurs
79
Share price
79
Aktienmarkt
74
Stock market
74
Capital income
68
Kapitaleinkommen
68
Time series analysis
61
Zeitreihenanalyse
61
Estimation theory
60
Schätztheorie
60
Portfolio selection
53
Portfolio-Management
53
USA
53
United States
52
Forecasting model
41
Prognoseverfahren
41
Spillover effect
41
Financial crisis
39
Finanzkrise
39
Oil price
38
Ölpreis
38
Stochastic process
37
Stochastischer Prozess
37
Risikomaß
35
Risk measure
35
Virtual currency
31
Virtuelle Währung
31
Gold
30
Risk management
30
more ...
less ...
Online availability
All
Undetermined
53
Free
8
Type of publication
All
Article
127
Type of publication (narrower categories)
All
Article in journal
Working Paper
179
Arbeitspapier
172
Graue Literatur
171
Non-commercial literature
171
Aufsatz in Zeitschrift
127
Aufsatz im Buch
5
Book section
5
Lehrbuch
2
Textbook
2
Amtsdruckschrift
1
Aufsatzsammlung
1
Conference paper
1
Government document
1
Konferenzbeitrag
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
Author
All
Lucey, Brian M.
McAleer, Michael
Nguyen, Duc Khuong
Zakoïan, Jean-Michel
Kang, Sang Hoon
72
Gupta, Rangan
71
Ma, Feng
62
Bouri, Elie
58
Xuan Vinh Vo
52
Mensi, Walid
51
Tiwari, Aviral Kumar
51
Hammoudeh, Shawkat
43
Yoon, Seong-min
42
Hamori, Shigeyuki
38
Kumar, Dilip
35
Audretsch, David B.
34
McMillan, David G.
34
Serletis, Apostolos
30
Zhang, Yaojie
30
Guesmi, Khaled
29
Umar, Zaghum
29
Wei, Yu
28
Balli, Faruk
27
Ji, Qiang
27
Shahzad, Syed Jawad Hussain
26
Wang, Yudong
24
Caporin, Massimiliano
23
Chevallier, Julien
23
Degiannakis, Stavros
23
Francq, Christian
23
Lau, Chi Keung
23
Yousaf, Imran
23
Liang, Chao
22
Antonakakis, Nikolaos
21
Brooks, Robert
21
Caporale, Guglielmo Maria
21
Floros, Christos
21
Hafner, Christian M.
21
Yarovaya, Larisa
21
Uddin, Mohammed Gazi Salah
20
Ur Rehman, Mobeen
20
more ...
less ...
Published in...
All
Energy economics
14
Journal of econometrics
12
Journal of international financial markets, institutions & money
7
Econometric theory
6
Finance research letters
6
Econometrics : open access journal
4
International review of economics & finance : IREF
4
Journal of economic surveys
4
Applied economics letters
3
Econometric reviews
3
Economics letters
3
International review of financial analysis
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Journal of international money and finance
3
Journal of risk and financial management : JRFM
3
The North American journal of economics and finance : a journal of financial economics studies
3
Annals of economics and statistics
2
Applied economics
2
Economic modelling
2
International journal of forecasting
2
Journal of forecasting
2
Research in international business and finance
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Tourism economics : the business and finance of tourism and recreation
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
American journal of finance and accounting
1
Applied financial economics
1
Computational economics
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economia : revista da ANPEC
1
Economic systems
1
Emerging markets review
1
European business review : EBR ; the official journal of the International Management Centres, Europe
1
International Journal of Financial Studies : open access journal
1
International journal of finance & economics : IJFE
1
Journal of applied econometrics
1
Journal of commodity markets
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of financial stability
1
more ...
less ...
Source
All
ECONIS (ZBW)
127
Showing
1
-
10
of
127
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
From fears to recession? : time-frequency risk contagion among stock and credit default swap markets during the COVID pandemic
Zhai, Pengxiang
;
Wu, Fei
;
Ji, Qiang
;
Nguyen, Duc Khuong
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 551-580
Persistent link: https://www.econbiz.de/10014469034
Saved in:
2
Volatility spillover and hedging strategies among Chinese carbon, energy, and electricity markets
Wang, Yong
;
Liu, Shimiao
;
Abedin, Mohammad Zoynul
; …
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014494792
Saved in:
3
Climate risk and carbon emissions : examining their impact on key energy markets through asymmetric spillovers
Rao, Amar
;
Lucey, Brian M.
;
Kumar, Satish
- In:
Energy economics
126
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014483687
Saved in:
4
COVID-induced sentiment and the intraday volatility spillovers between energy and other ETFs
Naeem, Muhammad Abubakr
;
Sitara Karim
;
Yarovaya, Larisa
; …
- In:
Energy economics
122
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014440746
Saved in:
5
Cryptocurrency uncertainty and volatility forecasting of precious metal futures markets
Wei, Yu
;
Wang, Yizhi
;
Lucey, Brian M.
;
Vigne, Samuel A.
- In:
Journal of commodity markets
29
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014277412
Saved in:
6
The impacts of climate policy uncertainty on stock markets : comparison between China and the US
Xu, Xin
;
Huang, Shupei
;
Lucey, Brian M.
;
An, Haizhong
- In:
International review of financial analysis
88
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014462184
Saved in:
7
Return spillover analysis across central bank digital currency attention and cryptocurrency markets
Wang, Yizhi
;
Wei, Yu
;
Lucey, Brian M.
;
Su, Yang
- In:
Research in international business and finance
64
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014279988
Saved in:
8
Testing hypotheses on the innovations distribution in semi-parametric conditional volatility models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1443-1482
Persistent link: https://www.econbiz.de/10014444685
Saved in:
9
Time-varying tail risk connectedness among sustainability-related products and fossil energy investments
Lucey, Brian M.
;
Ren, Boru
- In:
Energy economics
126
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014483643
Saved in:
10
Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
- In:
Computational economics
59
(
2022
)
1
,
pp. 103-123
Persistent link: https://www.econbiz.de/10013168928
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->