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isPartOf:"Journal of econometrics"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of international financial markets, institutions & money"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"ARCH model"
~subject:"Statistische Verteilung"
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ARCH model
Statistische Verteilung
Volatility
1,254
Volatilität
1,253
Börsenkurs
380
Share price
380
Estimation
343
Schätzung
343
ARCH-Modell
336
Capital income
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Bollerslev, Tim
7
Ma, Feng
6
Lucey, Brian M.
5
Corbet, Shaen
4
Francq, Christian
4
Lau, Chi Keung
4
Li, Yan
4
Luo, Xingguo
4
Meddahi, Nour
4
Tiwari, Aviral Kumar
4
Todorov, Viktor
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Wu, Xinyu
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Xiu, Dacheng
4
Zakoïan, Jean-Michel
4
Zhong, Juandan
4
Bouri, Elie
3
Chang, Chia-Lin
3
Filis, George
3
Gonçalves, Sílvia
3
Gozgor, Giray
3
Haas, Markus
3
Hallin, Marc
3
Hammoudeh, Shawkat
3
Hou, Ai Jun
3
Katsiampa, Paraskevi
3
Kim, Donggyu
3
Klein, Tony
3
Liang, Chao
3
Lu, Xinjie
3
Lyócsa, Štefan
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Maheu, John M.
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McAleer, Michael
3
McMillan, David G.
3
Molnár, Peter
3
Nguyen, Duc Khuong
3
Paolella, Marc S.
3
Shi, Yanlin
3
Swanson, Norman R.
3
Ureche-Rangau, Loredana
3
Wang, Jiqian
3
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Journal of econometrics
Finance research letters
Journal of international financial markets, institutions & money
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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
Research in international business and finance
94
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
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
31
Cogent economics & finance
30
Journal of international money and finance
29
Risks : open access journal
28
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ECONIS (ZBW)
377
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1
Modelling and forecasting stock volatility and return : a new approach based on quantile Rogers-Satchell volatility measure with asymmetric bilinear CARR model
Tan, Shay Kee
;
Chan, Jennifer So Kuen
;
Kok Haur Ng
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
3
,
pp. 437-474
Persistent link: https://www.econbiz.de/10013334835
Saved in:
2
The co-integration of CDS and bonds in time-varying volatility dynamics : do credit risk swaps lower bond risks?
Li, Leon
;
Scrimgeour, Frank G.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
3
,
pp. 475-497
Persistent link: https://www.econbiz.de/10013334844
Saved in:
3
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
4
Volatility and dependence in cryptocurrency and financial markets : a copula approach
Liu, Jinan
;
Serletis, Apostolos
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 119-149
Persistent link: https://www.econbiz.de/10014506890
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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