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~subject:"Volatilität"
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Volatilität
Multivariate GARCH
345
ARCH-Modell
319
ARCH model
302
multivariate GARCH
274
Volatility
244
Schätzung
127
Estimation
125
Multivariate Analyse
104
Multivariate analysis
95
Spillover-Effekt
94
Spillover effect
91
Börsenkurs
90
Share price
85
Theorie
80
Kapitaleinkommen
76
Capital income
75
Aktienmarkt
73
Zeitreihenanalyse
73
Theory
72
Stock market
71
Time series analysis
71
Korrelation
67
Correlation
64
Portfolio-Management
52
Portfolio selection
51
multivariate GARCH models
48
Ölpreis
48
Estimation theory
46
Oil price
46
Schätztheorie
46
Multivariate GARCH models
38
Welt
38
CAPM
37
World
36
volatility spillovers
36
Rohstoffderivat
35
Commodity derivative
33
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31
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190
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Teräsvirta, Timo
7
Manera, Matteo
6
Silvennoinen, Annastiina
5
De Nard, Gianluca
4
Dhaene, Geert
4
Engle, Robert F.
4
Ledoit, Olivier
4
Nicolini, Marcella
4
Wolf, Michael
4
Wu, Jianbin
4
Yelkenci, Tezer
4
Ahmed, Abdullahi Dahir
3
Antonakakis, Nikolaos
3
Cifarelli, Giulio
3
Conrad, Christian
3
Haas, Markus
3
Jain, Payal
3
McAleer, Michael
3
Mensi, Walid
3
Sehgal, Sanjay
3
Stentoft, Lars
3
Wei, Ching Chun
3
Abdelradi, Fadi
2
Ahmad, Wasim
2
Al-Jarrah, Idries Mohammad Wanas
2
Al-Yahyaee, Khamis Hamed
2
Alessi, Lucia
2
Amendola, Alessandra
2
Asai, Manabu
2
Aydoğan, Berna
2
Baklaci, Hasan Fehmi
2
Barigozzi, Matteo
2
Behmiri, Niaz Bashiri
2
Bos, Charles S.
2
Bouri, Elie
2
Capasso, Marco
2
Chen, Chung-Hsuan
2
Chevapatrakul, Thanaset
2
Elder, John
2
Fengler, Matthias
2
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Wettbewerbspolitik und Regulierung in einer Globalen Wirtschaftsordnung <Veranstaltung> <2013, Düsseldorf>
1
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Energy economics
14
Journal of banking & finance
9
Economic modelling
7
The North American journal of economics and finance : a journal of financial economics studies
6
International Journal of Energy Economics and Policy : IJEEP
5
Research in international business and finance
5
Applied economics
4
Discussion paper / Tinbergen Institute
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
The energy journal
4
Computational economics
3
Economics letters
3
Finance research letters
3
International review of financial analysis
3
Journal of econometrics
3
Journal of forecasting
3
Working paper
3
Working paper series / University of Zurich, Department of Economics
3
Applied economics letters
2
CFS Working Paper
2
Decision
2
Discussion paper / Universität Sankt Gallen, School of Economics and Political Science, Department of Economics
2
Discussion paper series
2
Discussion paper series / University of Heidelberg, Department of Economics
2
Econometric reviews
2
Econometrics : open access journal
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Environmental economics and policy studies
2
Eurasian economic review : a journal in applied macroeconomics and finance
2
Global business review
2
International journal of bonds and derivatives
2
International journal of economics and business research
2
International journal of finance & economics : IJFE
2
International review of economics & finance : IREF
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of economics and finance
2
Journal of empirical finance
2
Journal of financial econometrics
2
Journal of international financial markets, institutions & money
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Journal of international money and finance
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ECONIS (ZBW)
218
EconStor
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91
How strong is the relationship among gold and USD exchange rates? : analytics based on structural change models
Dong, Manh Cuong
;
Chen, Cathy W. S.
;
Lee, Sangyoel
; …
- In:
Computational economics
53
(
2019
)
1
,
pp. 343-366
Persistent link: https://www.econbiz.de/10012134682
Saved in:
92
Investigating volatility transmission and hedging properties between Bitcoin and Ethereum
Beneki, Christina
;
Koulis, Alexandros
;
Kyriazis, Nikolaos A.
- In:
Research in international business and finance
48
(
2019
),
pp. 219-227
Persistent link: https://www.econbiz.de/10012135874
Saved in:
93
150 years of the oil price-macroeconomy relationship
Serletis, Apostolos
;
Mehmandosti, Elaheh Asadi
- In:
Macroeconomic dynamics
23
(
2019
)
3
,
pp. 1302-1311
Persistent link: https://www.econbiz.de/10012126896
Saved in:
94
Multivariate analysis of East African currency exchange rate dynamics
Shiferaw, Yegnanew A.
- In:
Annals of economics and finance
20
(
2019
)
2
,
pp. 587-610
Persistent link: https://www.econbiz.de/10012175620
Saved in:
95
Intraday price discovery and volatility spillovers in an emerging market
Fassas, Athanasios P.
;
Siriopoulos, Costas
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 333-346
Persistent link: https://www.econbiz.de/10012202893
Saved in:
96
Analyzing exchange rate uncertainty and bilateral export growth in China : a
multivariate
GARCH
-based approach
Smallwood, Aaron D.
- In:
Economic modelling
82
(
2019
),
pp. 332-344
Persistent link: https://www.econbiz.de/10012203131
Saved in:
97
Correlation dynamics of crude oil with agricultural commodities : a comparison between energy and food crops
Pal, Debdatta
;
Mitra, Subrata Kumar
- In:
Economic modelling
82
(
2019
),
pp. 453-466
Persistent link: https://www.econbiz.de/10012203189
Saved in:
98
A change in the time-varying correlation between oil prices and the stock market
Jones, Paul
;
Collins, Luke
- In:
Applied economics letters
26
(
2019
)
7
,
pp. 537-542
Persistent link: https://www.econbiz.de/10012204266
Saved in:
99
An examination of return and volatility spillovers between mature equity markets
Jain, Payal
;
Sehgal, Sanjay
- In:
Journal of economics and finance
43
(
2019
)
1
,
pp. 180-210
Persistent link: https://www.econbiz.de/10012171021
Saved in:
100
Stock market integration between the UK and the US : evidence over eight decades
Aladesanmi, Olalekan
;
Casalin, Fabrizio
;
Metcalf, Hugh
- In:
Global finance journal
41
(
2019
),
pp. 32-43
Persistent link: https://www.econbiz.de/10012257057
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