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Search: subject_exact:"GARCH model"
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Germany
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ARCH model
10,372
ARCH-Modell
10,372
Volatility
6,361
Volatilität
6,357
Schätzung
2,933
Estimation
2,930
Theorie
2,616
Theory
2,614
Capital income
2,283
Kapitaleinkommen
2,283
Börsenkurs
2,238
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2,235
Aktienmarkt
2,013
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2,013
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1,793
Time series analysis
1,790
Prognoseverfahren
1,784
Forecasting model
1,782
Spillover effect
1,065
Spillover-Effekt
1,065
Estimation theory
1,051
Schätztheorie
1,051
Risikomaß
1,022
Risk measure
1,022
GARCH
950
USA
934
Exchange rate
932
Wechselkurs
930
United States
926
Welt
876
Correlation
812
Korrelation
812
Oil price
729
Ölpreis
729
Portfolio selection
684
Portfolio-Management
684
Aktienindex
631
Stock index
629
Financial market
570
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828
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1,110
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25
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4
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McAleer, Michael
27
Gupta, Rangan
26
Bouri, Elie
22
Ma, Feng
19
Chang, Chia-Lin
16
Ji, Qiang
13
Chen, Chi-chung
12
Liang, Chao
12
Salisu, Afees A.
12
Wang, Yudong
12
Herwartz, Helmut
10
Laurent, Sébastien
10
Wei, Yu
10
Zhang, Yaojie
10
Polasek, Wolfgang
9
Mittnik, Stefan
8
Hammoudeh, Shawkat
7
Thorp, Susan
7
Dungey, Mardi H.
6
Gabauer, David
6
Giot, Pierre
6
Lumsdaine, Robin L.
6
Nonejad, Nima
6
Pelloni, Gianluigi
6
Pierdzioch, Christian
6
Trojani, Fabio
6
Yang, Minxian
6
Adrangi, Bahram
5
Baur, Dirk G.
5
Brooks, Robert
5
Caporin, Massimiliano
5
Chatziantoniou, Ioannis
5
Chen, Ping-yu
5
Feng, Yuanhua
5
Fengler, Matthias R.
5
Grammig, Joachim
5
Han, Young Wook
5
Hautsch, Nikolaus
5
Hesse, Heiko
5
Kang, Sang Hoon
5
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University of Canterbury / Dept. of Economics and Finance
3
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
Brown University / Department of Economics
1
Deutschland / Bundesministerium für Wirtschaft
1
Deutschland <Bundesrepublik> / Auswärtiges Amt
1
Deutschland <Bundesrepublik> / Bundesminister der Finanzen
1
Deutschland <Bundesrepublik> / Bundesminister für den Marshallplan
1
Instituto Valenciano de Investigaciones Económicas
1
International Workshop on Statistics and Finance <1999, Hongkong>
1
Loughborough University / Department of Economics
1
Queen Mary College / Department of Economics
1
Springer Fachmedien Wiesbaden
1
Svenska Handelshögskolan <Helsinki>
1
Universitat Pompeu Fabra / Departament d'Economia i Empresa
1
Università di Bologna / Dipartimento di Scienze Economiche
1
Universität Bremen / Fachbereich Wirtschaftswissenschaft
1
Zentrum für Europäische Wirtschaftsforschung
1
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Energy economics
91
Finance research letters
38
Research in international business and finance
31
Economic modelling
25
International review of economics & finance : IREF
25
Applied economics
21
Journal of empirical finance
19
Journal of international financial markets, institutions & money
19
Journal of risk and financial management : JRFM
19
The North American journal of economics and finance : a journal of financial economics studies
19
International Journal of Energy Economics and Policy : IJEEP
18
International review of financial analysis
18
Journal of international money and finance
15
The European journal of finance
13
Journal of banking & finance
12
Working paper
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Applied economics letters
10
Econometric Institute research papers
10
International journal of forecasting
10
Department of Economics working paper series
9
International journal of finance & economics : IJFE
9
Journal of forecasting
9
The journal of futures markets
8
Economics letters
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Cogent economics & finance
6
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
Journal of applied econometrics
6
Journal of multinational financial management
6
Studies in economics and finance
6
CFS working paper series
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
Global business & economics review
5
Applied financial economics
4
Global finance journal
4
International journal of emerging markets
4
Journal of East Asian economic integration
4
Journal of commodity markets
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
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ECONIS (ZBW)
1,138
RePEc
1
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91
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91
Uncertainties and oil price volatility : can lasso help?
Li, Xinyu
;
Wu, Meng
;
Yuan, Luqi
;
Xiao, Meng
;
Zhong, Ronghao
- In:
Finance research letters
61
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014490629
Saved in:
92
Does the day-of-the-week effect exist in other asset classes? : investigation of the globally listed private equity markets
Steinborn, Marcel
- In:
Studies in economics and finance
41
(
2024
)
1
,
pp. 102-124
Persistent link: https://www.econbiz.de/10014467191
Saved in:
93
Impacts of economic policy uncertainty on the time-varying risk-return relationship : evidence from G7 countries
He, Zhifang
;
Zheng, Jie
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 270-274
Persistent link: https://www.econbiz.de/10014468759
Saved in:
94
The safe haven, hedging, and diversification properties of oil, gold, and cryptocurrency for the G7 equity markets : evidence from the pre- and post-COVID-19 periods
Tarchella, Salma
;
Khalfaoui, Rabeh
;
Hammoudeh, Shawkat
- In:
Research in international business and finance
67
(
2024
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451553
Saved in:
95
International stock market volatility : a global tail risk sight
Lu, Xinjie
;
Zeng, Qing
;
Zhong, Juandan
;
Zhu, Bo
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014494749
Saved in:
96
Volatility spillovers across the spot and futures oil markets after news announcements
Apostolakis, George N.
;
Floros, Christos
;
Gillas, …
- In:
The North American journal of economics and finance : a …
69
(
2024
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014445527
Saved in:
97
International commodity market and stock volatility predictability : evidence from G7 countries
Wang, Jiashun
;
Wang, Jiqian
;
Ma, Feng
- In:
International review of economics & finance : IREF
90
(
2024
),
pp. 62-71
Persistent link: https://www.econbiz.de/10014446887
Saved in:
98
Crude oil prices in times of crisis : the role of Covid-19 and historical events
Bouazizi, Tarek
;
Guesmi, Khaled
;
Galariotis, Emilios
; …
- In:
International review of financial analysis
91
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014446934
Saved in:
99
Forecasting international stock market variances
Bekaert, Geert
;
Xu, Nancy
;
Ye, Tiange
-
2024
Persistent link: https://www.econbiz.de/10014536734
Saved in:
100
Assessing the baseline model of WTI oil and stock returns under financial volatility and spillover effects
Attílio, Luccas Assis
;
Mollick, André Varella
- In:
Energy economics
135
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10015046980
Saved in:
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