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isPartOf:"Journal of econometrics"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"ARCH model"
~subject:"Statistische Verteilung"
~subject:"Stock market"
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Search: subject_exact:"Volatility"
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ARCH model
Statistische Verteilung
Stock market
Volatility
1,074
Volatilität
1,070
Börsenkurs
332
Share price
332
Estimation
288
Schätzung
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Bollerslev, Tim
8
Bouri, Elie
7
Corbet, Shaen
6
Lucey, Brian M.
6
Gupta, Rangan
5
Lu, Xinjie
5
Molnár, Peter
5
Roubaud, David
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Tiwari, Aviral Kumar
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4
Hammoudeh, Shawkat
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Meddahi, Nour
4
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4
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4
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Zakoïan, Jean-Michel
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Zeng, Qing
4
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3
Arouri, Mohamed
3
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Gonçalves, Sílvia
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3
Gozgor, Giray
3
Hallin, Marc
3
Hou, Ai Jun
3
Katsiampa, Paraskevi
3
Kim, Donggyu
3
Klein, Tony
3
Luo, Xingguo
3
Ma, Feng
3
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Journal of econometrics
Finance research letters
Journal of international financial markets, institutions & money
Energy economics
274
International review of financial analysis
184
The North American journal of economics and finance : a journal of financial economics studies
174
Applied economics
155
Economic modelling
154
International review of economics & finance : IREF
146
Research in international business and finance
140
Journal of empirical finance
127
Applied financial economics
106
Journal of risk and financial management : JRFM
104
Journal of banking & finance
96
Applied economics letters
93
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
81
Pacific-Basin finance journal
78
Economics letters
76
International journal of forecasting
74
International Journal of Energy Economics and Policy : IJEEP
70
Journal of forecasting
69
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
66
Discussion paper / Tinbergen Institute
65
Working paper
65
International journal of finance & economics : IJFE
63
NBER working paper series
60
The journal of futures markets
60
The European journal of finance
59
Global finance journal
56
International journal of economics and finance
55
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
55
Working paper / National Bureau of Economic Research, Inc.
52
Journal of international money and finance
49
Cogent economics & finance
48
International journal of economics and financial issues : IJEFI
48
Journal of financial econometrics : official journal of the Society for Financial Econometrics
48
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
47
Review of quantitative finance and accounting
47
Econometric Institute research papers
46
Emerging markets, finance and trade : EMFT
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ECONIS (ZBW)
464
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1
China's national team : a game changer in stock market stabilization?
Li, Hui
;
Liu, Kerry
- In:
Finance research letters
61
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014490648
Saved in:
2
Tail risk spillovers among Chinese stock market sectors
Ouyang, Minhua
;
Xiao, Hailian
- In:
Finance research letters
62
(
2024
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014531159
Saved in:
3
Stock market volatility and economic policy uncertainty : new insight into a dynamic threshold mixed-frequency model
Zeng, Qing
;
Tang, Yusui
;
Yang, Hua
;
Zhang, Xi
- In:
Finance research letters
59
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014445136
Saved in:
4
The impact of geopolitical risks on foreign exchange markets : evidence from the Russia-Ukraine war
Hossain, Ashrafee Tanvir
;
Al Masum, Abdullah
;
Saadi, Samir
- In:
Finance research letters
59
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014445401
Saved in:
5
Forecasting US stock market volatility : evidence from ESG and CPU indices
Ghani, Usman
;
Zhu, Bo
;
Qin, Quande
;
Ghani, Maria
- In:
Finance research letters
59
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014445411
Saved in:
6
Heterogeneous impacts of multiple climate policies on the Chinese stock market
Chen, Deyang
;
Zeng, Zheyu
;
Chen, Yunyue
- In:
Finance research letters
60
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014490182
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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