//--> //--> //--> //-->
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
~person:"Degiannakis, Stavros"
~person:"Karanasos, Menelaos"
~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: subject:"GARCH"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
40
ARCH-Modell
40
Volatility
22
Volatilität
22
Forecasting model
15
Prognoseverfahren
15
Estimation
10
Schätzung
10
Capital income
9
Kapitaleinkommen
9
Correlation
8
Korrelation
8
Risikomaß
8
Risk measure
8
Aktienmarkt
7
Börsenkurs
7
Economic growth
7
Oil price
7
Share price
7
Stock market
7
Theorie
7
Theory
7
Wirtschaftswachstum
7
Ölpreis
7
Bruttoinlandsprodukt
6
Gross domestic product
6
Risiko
6
Risk
6
Time series analysis
6
USA
6
United States
6
Zeitreihenanalyse
6
Inflation
5
Realized volatility
5
Aktienindex
4
Financial crisis
4
Finanzkrise
4
Großbritannien
4
Intra-day data
4
Japan
4
more ...
less ...
Online availability
All
Undetermined
13
Type of publication
All
Article
40
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
40
Working Paper
19
Arbeitspapier
15
Graue Literatur
15
Non-commercial literature
15
Aufsatz im Buch
3
Book section
3
Accompanied by computer file
1
Collection of articles written by one author
1
Elektronischer Datenträger als Beilage
1
Hochschulschrift
1
Sammlung
1
Thesis
1
more ...
less ...
Language
All
English
40
Author
All
Degiannakis, Stavros
Karanasos, Menelaos
Ma, Feng
62
Gupta, Rangan
50
McAleer, Michael
50
Bouri, Elie
37
Serletis, Apostolos
35
Kumar, Dilip
31
Zhang, Yaojie
31
Kang, Sang Hoon
29
McMillan, David G.
28
Guesmi, Khaled
27
Tiwari, Aviral Kumar
27
Hammoudeh, Shawkat
26
Yoon, Seong-min
26
Hamori, Shigeyuki
25
Francq, Christian
24
Liang, Chao
24
Wang, Yudong
24
Wei, Yu
24
Nguyen, Duc Khuong
22
Chevallier, Julien
21
Hafner, Christian M.
21
Wu, Xinyu
21
Chiang, Thomas C.
20
Floros, Christos
20
Mensi, Walid
20
Xuan Vinh Vo
20
Zakoïan, Jean-Michel
20
Caporin, Massimiliano
19
Engle, Robert F.
19
Teräsvirta, Timo
19
Choudhry, Taufiq
18
Brooks, Robert
17
Caporale, Guglielmo Maria
17
Hsing, Yu
17
Jawadi, Fredj
17
Laurent, Sébastien
17
Lucey, Brian M.
17
Fountas, Stilianos
16
more ...
less ...
Published in...
All
International review of financial analysis
6
Journal of empirical finance
4
Economics letters
3
Applied financial economics
2
Journal of international money and finance
2
Research in international business and finance
2
The energy journal
2
Applied economics
1
Applied financial economics letters
1
Bulletin of economic research
1
Economic modelling
1
Energy economics
1
Global finance journal
1
International economic journal
1
Japan and the world economy : international journal of theory and policy
1
Journal of economic studies
1
Journal of forecasting
1
Journal of international financial markets, institutions & money
1
Managerial finance
1
Operational research : an international journal
1
Oxford bulletin of economics and statistics
1
Review of quantitative finance and accounting
1
Scottish journal of political economy : the journal of the Scottish Economic Society
1
The Manchester School
1
The econometrics journal
1
The journal of development studies : JDS
1
more ...
less ...
Source
All
ECONIS (ZBW)
40
Showing
1
-
10
of
40
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
What matters when developing oil price volatility forecasting frameworks?
Delis, Panagiotis
;
Degiannakis, Stavros
;
Filis, George
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 361-382
Persistent link: https://www.econbiz.de/10012817777
Saved in:
2
On the stationarity of futures hedge ratios
Degiannakis, Stavros
;
Floros, Christos
;
Salvador, Enrique
; …
- In:
Operational research : an international journal
22
(
2022
)
3
,
pp. 2281-2303
Persistent link: https://www.econbiz.de/10013443633
Saved in:
3
Oil price volatility is effective in predicting food price volatility : or is it?
Chatziantoniou, Ioannis
;
Degiannakis, Stavros
;
Filis, George
- In:
The energy journal
42
(
2021
)
6
,
pp. 25-48
Persistent link: https://www.econbiz.de/10013172737
Saved in:
4
Futures-based forecasts : how useful are they for oil price volatility forecasting?
Chatziantoniou, Ioannis
;
Degiannakis, Stavros
;
Filis, George
- In:
Energy economics
81
(
2019
),
pp. 639-649
Persistent link: https://www.econbiz.de/10012172881
Saved in:
5
Time-varying correlation between oil and stock market volatilities : evidence from oil-importing and oil-exporting countries
Boldanov, Rustam
;
Degiannakis, Stavros
;
Filis, George
- In:
International review of financial analysis
48
(
2016
),
pp. 209-220
Persistent link: https://www.econbiz.de/10011624489
Saved in:
6
Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisis
Karanasos, Menelaos
;
Yfanti, Stavroula
;
Karoglou, Michail
- In:
International review of financial analysis
45
(
2016
),
pp. 332-349
Persistent link: https://www.econbiz.de/10011583871
Saved in:
7
Forecasting global stock market implied volatility indices
Degiannakis, Stavros
;
Filis, George
;
Hassani, Hossein
- In:
Journal of empirical finance
46
(
2018
),
pp. 111-129
Persistent link: https://www.econbiz.de/10012103431
Saved in:
8
Modelling time varying volatility spillovers and conditional correlations across commodity metal futures
Karanasos, Menelaos
;
Ali, Faek Menla
;
Margaronis, Zannis
; …
- In:
International review of financial analysis
57
(
2018
),
pp. 246-256
Persistent link: https://www.econbiz.de/10012006357
Saved in:
9
Hedge fund returns under crisis scenarios : a holistic approach
Stophoros, Chrysostomos
;
Degiannakis, Stavros
; …
- In:
Research in international business and finance
42
(
2017
),
pp. 1196-1207
Persistent link: https://www.econbiz.de/10011760944
Saved in:
10
Forecasting oil price realized volatility using information channels from other asset classes
Degiannakis, Stavros
;
Filis, George
- In:
Journal of international money and finance
76
(
2017
),
pp. 28-49
Persistent link: https://www.econbiz.de/10011788055
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->