//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Economic modelling"
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
Modelling Volatility Spillover...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
368
Volatilität
368
Theorie
213
Theory
213
Risk
212
Risiko
207
ARCH model
137
ARCH-Modell
137
Estimation
134
Schätzung
134
Welt
105
World
105
Börsenkurs
98
Share price
98
Aktienmarkt
89
Stock market
89
Capital income
83
Kapitaleinkommen
83
Portfolio selection
83
Portfolio-Management
83
Risikomanagement
82
Risk management
82
Time series analysis
69
Zeitreihenanalyse
69
Forecasting model
67
Prognoseverfahren
67
China
61
Financial crisis
60
Finanzkrise
60
Spillover effect
54
Spillover-Effekt
54
Hedging
52
Oil price
52
Schock
52
Shock
52
Ölpreis
52
Exchange rate
50
Wechselkurs
50
Risikomaß
48
Risk measure
48
more ...
less ...
Online availability
All
Undetermined
404
Free
20
Type of publication
All
Article
616
Type of publication (narrower categories)
All
Article in journal
616
Aufsatz in Zeitschrift
616
Conference paper
2
Konferenzbeitrag
2
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
616
Author
All
Ma, Feng
6
Nguyen, Duc Khuong
5
Todorova, Neda
5
Jawadi, Fredj
4
Kit, Pong Wong
4
Kumar, Dilip
4
Li, Bin
4
Li, Yong
4
Reboredo, Juan Carlos
4
Roubaud, David
4
Zhang, Yaojie
4
Alghalith, Moawia
3
Arouri, Mohamed
3
Bahaji, Hamza
3
Beckmann, Joscha
3
Boubaker, Sabri
3
Broll, Udo
3
Charfeddine, Lanouar
3
Chevallier, Julien
3
Cross, Jamie
3
Czudaj, Robert
3
Guo, Xu
3
Huang, Zhuo
3
Hur, Joonyoung
3
Lee, Chien-Chiang
3
Liu, Jing
3
Liu, Li
3
Maheswaran, S.
3
Pal, Debdatta
3
Ratti, Ronald A.
3
Salisu, Afees A.
3
Sensoy, Ahmet
3
Sharma, Susan Sunila
3
Su, Jen-je
3
Wang, Tianyi
3
Wong, Wing Keung
3
Yao, Haixiang
3
Zeng, Yan
3
Zhang, Wei
3
Zhou, Jian
3
more ...
less ...
Published in...
All
Economic modelling
MPRA Paper
2,010
Energies
1,573
Finance research letters
1,490
NBER working paper series
1,432
NBER Working Paper
1,146
Energy economics
1,134
Working paper / National Bureau of Economic Research, Inc.
1,067
ECB Working Paper
895
Journal of banking & finance
884
CESifo working papers
837
Working paper
835
Working Paper
778
Applied economics
764
International review of financial analysis
757
European journal of operational research : EJOR
745
The journal of futures markets
739
International review of economics & finance : IREF
721
Insurance / Mathematics & economics
713
Economics letters
709
CESifo Working Paper
680
Risks : open access journal
608
Discussion paper / Tinbergen Institute
606
CESifo Working Paper Series
591
Discussion paper / Centre for Economic Policy Research
543
IMF Staff Country Reports
543
Journal of risk and financial management : JRFM
538
Applied economics letters
527
Research in international business and finance
521
CEPR Discussion Papers
514
The North American journal of economics and finance : a journal of financial economics studies
492
Working paper series / European Central Bank
470
IMF Working Paper
458
International journal of theoretical and applied finance
452
Pacific-Basin finance journal
434
Journal of financial economics
424
Journal of empirical finance
423
NBER Working Papers
417
Journal of international financial markets, institutions & money
412
SpringerLink / Bücher
408
more ...
less ...
Source
All
ECONIS (ZBW)
616
Showing
1
-
10
of
616
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Price thresholds, price
volatility
, and the private costs of investment in a developing country grain market
Shively, Gerald E.
- In:
Economic modelling
18
(
2001
)
3
,
pp. 399-414
Persistent link: https://www.econbiz.de/10001592782
Saved in:
2
Price
risk
analysis using GARCH family models : evidence from Shanghai crude oil futures market
Bei, Shuhua
;
Yang, Aijun
;
Pei, Haotian
;
Si, Xiaoli
- In:
Economic modelling
125
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014463673
Saved in:
3
Operational
risk
of option
hedging
Mitra, Sovan
- In:
Economic modelling
33
(
2013
),
pp. 194-203
Persistent link: https://www.econbiz.de/10010191991
Saved in:
4
Hedging
the portfolio of raw materials and the commodity under the mark-to-market
risk
Fu, Junhui
;
Zhang, Wei-guo
;
Yao, Zheng
;
Zhang, Xili
- In:
Economic modelling
29
(
2012
)
4
,
pp. 1070-1075
Persistent link: https://www.econbiz.de/10009667441
Saved in:
5
Catching the curl : wavelet thresholding improves forward curve modelling
Power, Gabriel J.
;
Eaves, James
;
Turvey, Calum Greig
; …
- In:
Economic modelling
64
(
2017
),
pp. 312-321
Persistent link: https://www.econbiz.de/10011761254
Saved in:
6
Identifying the
risk
-return tradeoff and exploring the dynamic
risk
exposure of country portfolio of the FSU's oil economies
Sun, Xiaolei
;
Li, Jianping
;
Tang, Ling
;
Wu, Dengsheng
- In:
Economic modelling
29
(
2012
)
6
,
pp. 2494-2503
Persistent link: https://www.econbiz.de/10009673674
Saved in:
7
Energy price transmissions during extreme movements
Joëts, Marc
- In:
Economic modelling
40
(
2014
),
pp. 392-399
Persistent link: https://www.econbiz.de/10010425586
Saved in:
8
Tail
risk
under price limits
Oh, Sekyung
;
Kee, Hyukdo
;
Park, Kinam
- In:
Economic modelling
77
(
2019
),
pp. 113-123
Persistent link: https://www.econbiz.de/10012198437
Saved in:
9
Modelling the spreading process of extreme risks via a simple agent-based model : evidence from the China stock market
Ji, Jingru
;
Wang, Donghua
;
Xu, Dinghai
- In:
Economic modelling
80
(
2019
),
pp. 383-391
Persistent link: https://www.econbiz.de/10012200735
Saved in:
10
International
risk
transmission of stock market movements
Shen, Yifan
- In:
Economic modelling
69
(
2018
),
pp. 220-236
Persistent link: https://www.econbiz.de/10012016158
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->