//--> //--> //--> //-->
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:"Haas, Markus"
~person:"Liang, Chao"
~subject:"Börsenkurs"
~subject:"Commodity derivative"
~subject:"Schätzung"
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:"Generalized autoregressive conditional heteroscedasticity"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Börsenkurs
Commodity derivative
Schätzung
ARCH model
39
ARCH-Modell
39
Volatility
31
Volatilität
31
Forecasting model
23
Prognoseverfahren
23
Capital income
17
Kapitaleinkommen
17
Share price
14
Theorie
13
Theory
13
Aktienmarkt
11
Estimation
11
Stock market
11
Welt
11
World
11
Oil price
7
Volatility forecasting
7
Ölpreis
7
Risikomaß
6
Risk measure
6
USA
6
United States
6
Forecast
5
Markov chain
5
Markov-Kette
5
Prognose
5
Statistical distribution
5
Statistische Verteilung
5
EU countries
4
EU-Staaten
4
Multivariate Analyse
4
Multivariate analysis
4
Realized volatility
4
Rohstoffderivat
4
COVID-19
3
China
3
more ...
less ...
Online availability
All
Undetermined
12
Free
5
Type of publication
All
Article
14
Book / Working Paper
6
Type of publication (narrower categories)
All
Article in journal
14
Aufsatz in Zeitschrift
14
Arbeitspapier
5
Working Paper
5
Graue Literatur
4
Non-commercial literature
4
Hochschulschrift
1
Thesis
1
more ...
less ...
Language
All
English
20
Author
All
Haas, Markus
Liang, Chao
McAleer, Michael
74
Ma, Feng
47
Gupta, Rangan
42
Chang, Chia-Lin
39
Bouri, Elie
25
Kumar, Dilip
22
Bauwens, Luc
20
Herwartz, Helmut
20
Zhang, Yaojie
20
Paolella, Marc S.
17
Engle, Robert F.
16
Tiwari, Aviral Kumar
16
Wei, Yu
16
Yoon, Seong-min
16
Conrad, Christian
15
Karanasos, Menelaos
15
Koopman, Siem Jan
15
Molnár, Peter
15
Nguyen, Duc Khuong
15
Floros, Christos
14
Hammoudeh, Shawkat
14
Huang, Zhuo
14
Manera, Matteo
14
Mittnik, Stefan
14
Silvennoinen, Annastiina
14
Brooks, Robert
13
Caporale, Guglielmo Maria
13
Chiang, Thomas C.
13
Teräsvirta, Timo
13
Wang, Yudong
13
Wu, Xinyu
13
Allen, David E.
12
Antonakakis, Nikolaos
12
Jawadi, Fredj
12
Kang, Sang Hoon
12
Balcilar, Mehmet
11
Caporin, Massimiliano
11
Degiannakis, Stavros
11
Hafner, Christian M.
11
Hamori, Shigeyuki
11
more ...
less ...
Published in...
All
CFS working paper series
5
Applied economics
2
International journal of finance & economics : IJFE
2
Finance research letters
1
International finance : the only journal bridging the gap between theory and policy in macroeconomics and microfinance
1
International journal of forecasting
1
International review of financial analysis
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of forecasting
1
Journal of international financial markets, institutions & money
1
Quantitative Finanzwirtschaft : Schriftenreihe zu Statistik und Ökonometrie
1
Quantitative finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The North American journal of economics and finance : a journal of financial economics studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
20
Showing
1
-
10
of
20
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Exploring the impact of oil security attention on oil volatility : a new perspective
Wang, Lu
;
Li, Shan
;
Liang, Chao
- In:
International finance : the only journal bridging the …
27
(
2024
)
1
,
pp. 61-80
Persistent link: https://www.econbiz.de/10014532201
Saved in:
2
Global financial stress index and long-term volatility forecast for international stock markets
Liang, Chao
;
Luo, Qin
;
Li, Yan
;
Luu Duc Toan Huynh
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014482967
Saved in:
3
Global economic policy uncertainty aligned : an informative predictor for crude oil market volatility
Zhang, Yaojie
;
He, Mengxi
;
Wang, Yudong
;
Liang, Chao
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1318-1332
Persistent link: https://www.econbiz.de/10014465282
Saved in:
4
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:
5
Forecasting the volatility of the German stock market : new evidence
Liang, Chao
;
Zhang, Yi
;
Zhang, Yaojie
- In:
Applied economics
54
(
2022
)
9
,
pp. 1055-1070
Persistent link: https://www.econbiz.de/10012875034
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 international equity market volatility : a new approach
Liang, Chao
;
Li, Yan
;
Ma, Feng
;
Zhang, Yaojie
- In:
Journal of forecasting
41
(
2022
)
7
,
pp. 1433-1457
Persistent link: https://www.econbiz.de/10013465704
Saved in:
8
Global equity market volatilities forecasting : a comparison of leverage effects, jumps, and overnight information
Liang, Chao
;
Li, Yan
;
Ma, Feng
;
Wei, Yu
- In:
International review of financial analysis
75
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012804153
Saved in:
9
Jumps and oil futures volatility forecasting : a new insight
Ma, Feng
;
Liang, Chao
;
Zeng, Qing
;
Li, Haibo
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 853-863
Persistent link: https://www.econbiz.de/10012500197
Saved in:
10
Uncertainty and crude oil market volatility : new evidence
Liang, Chao
;
Wei, Yu
;
Li, Xiafei
;
Zhang, Xuhui
;
Zhang, …
- In:
Applied economics
52
(
2020
)
27
,
pp. 2945-2959
Persistent link: https://www.econbiz.de/10012221463
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->