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isPartOf:"Journal of econometrics"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of international financial markets, institutions & money"
~isPartOf:"Research in international business and finance"
~subject:"ARCH model"
~subject:"Statistische Verteilung"
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Search: subject_exact:"Volatility"
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ARCH model
Statistische Verteilung
Volatility
1,419
Volatilität
1,416
Börsenkurs
452
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452
ARCH-Modell
384
Capital income
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Bollerslev, Tim
7
Lucey, Brian M.
6
Tiwari, Aviral Kumar
6
Bouri, Elie
5
Corbet, Shaen
5
Ji, Qiang
5
Lau, Chi Keung
5
Ma, Feng
5
Caporale, Guglielmo Maria
4
Francq, Christian
4
Gozgor, Giray
4
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4
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4
Katsiampa, Paraskevi
4
Li, Yan
4
Luo, Xingguo
4
Meddahi, Nour
4
Molnár, Peter
4
Todorov, Viktor
4
Wu, Xinyu
4
Xiu, Dacheng
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Zakoïan, Jean-Michel
4
Zeng, Qing
4
Zhong, Juandan
4
Aboura, Sofiane
3
Aloui, Chaker
3
Chang, Chia-Lin
3
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Chi, Xie
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Chkili, Walid
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Degiannakis, Stavros
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Filis, George
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Floros, Christos
3
Gonçalves, Sílvia
3
Hallin, Marc
3
Hou, Ai Jun
3
Kim, Donggyu
3
Klein, Tony
3
Liang, Chao
3
Lu, Xinjie
3
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Journal of econometrics
Finance research letters
Journal of international financial markets, institutions & money
Research in international business and finance
Energy economics
229
International review of financial analysis
118
Economic modelling
113
Applied economics
109
The North American journal of economics and finance : a journal of financial economics studies
106
International review of economics & finance : IREF
101
Journal of empirical finance
97
Journal of risk and financial management : JRFM
75
International journal of forecasting
71
Journal of banking & finance
64
Applied financial economics
60
Discussion paper / Tinbergen Institute
60
Journal of forecasting
60
Economics letters
56
Applied economics letters
51
Working paper
51
International Journal of Energy Economics and Policy : IJEEP
50
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
50
The journal of futures markets
49
International journal of finance & economics : IJFE
45
Econometric Institute research papers
44
Journal of financial econometrics : official journal of the Society for Financial Econometrics
44
The European journal of finance
44
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
40
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
39
Quantitative finance
36
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
35
International journal of economics and financial issues : IJEFI
33
Review of quantitative finance and accounting
33
Computational economics
32
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
31
International journal of economics and finance
31
Pacific-Basin finance journal
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Cogent economics & finance
30
Journal of international money and finance
29
Risks : open access journal
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ECONIS (ZBW)
421
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421
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1
Frequency volatility connectedness and portfolio hedging of U.S. energy commodities
Kočenda, Evžen
;
Moravcová, Michala
- In:
Research in international business and finance
69
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10015052535
Saved in:
2
Performance of crypto-Forex portfolios based on intraday data
Esparcia, Carlos
;
López, Raquel
- In:
Research in international business and finance
69
(
2024
),
pp. 1-32
Persistent link: https://www.econbiz.de/10015052354
Saved in:
3
Deciphering asymmetric spillovers in US industries : insights from higher-order moments
Muhammad Shafiullah
;
Senthilkumar, Arunachalam
;
Lucey, …
- In:
Research in international business and finance
70
(
2024
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10015053386
Saved in:
4
Can asymmetry, long memory, and current return information improve crude oil volatility prediction? : evidence from ASHARV-MIDAS model
Chen, Zhenlong
;
Liu, Junjie
;
Hao, Xiaozhen
- In:
Finance research letters
64
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014531739
Saved in:
5
Video apps user engagement and stock market volatility : evidence from China
Zhang, Jixiang
;
Ma, Feng
- In:
Finance research letters
64
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014531802
Saved in:
6
Climate uncertainty and green index volatility : empirical insights from Chinese financial markets
Zhao, Huirong
;
Luo, Na
- In:
Finance research letters
60
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014490216
Saved in:
7
Transportation sector and Chinese stock volatility forecasting : evidence from freight and passenger traffic
Zhang, Lili
;
Zhong, Juandan
- In:
Finance research letters
60
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014490424
Saved in:
8
How useful are energy-related uncertainty for oil price volatility forecasting?
Zhang, Xiaoyun
;
Guo, Qiang
- In:
Finance research letters
60
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014490433
Saved in:
9
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:
10
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
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