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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Applied economics letters"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~subject:"Korrelation"
~subject:"Share price"
~subject:"World"
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Search: subject_exact:"Generalized autoregressive conditional heteroscedasticity"
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Engle, Robert F.
3
Chen, Yi-ting
2
Kanas, Angelos
2
Wu, Xinyu
2
Ahoniemi, Katja
1
Albulescu, Claudiu Tiberiu
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Applied economics letters
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Energy economics
125
Finance research letters
94
International review of economics & finance : IREF
73
Research in international business and finance
72
Applied economics
71
International review of financial analysis
64
Journal of empirical finance
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The North American journal of economics and finance : a journal of financial economics studies
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Journal of international financial markets, institutions & money
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Journal of risk and financial management : JRFM
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Journal of banking & finance
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International Journal of Energy Economics and Policy : IJEEP
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Journal of econometrics
32
International journal of forecasting
31
Economics letters
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
25
Discussion paper / Tinbergen Institute
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The European journal of finance
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Working paper
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Econometric Institute research papers
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International journal of finance & economics : IJFE
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The journal of futures markets
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Department of Economics working paper series
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Journal of international money and finance
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Cogent economics & finance
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Review of quantitative finance and accounting
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The empirical economics letters : a monthly international journal of economics
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International journal of economics and financial issues : IJEFI
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Emerging markets, finance and trade : EMFT
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Global business review
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International Journal of Financial Studies : open access journal
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Pacific-Basin finance journal
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Applied financial economics
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ECONIS (ZBW)
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1
Impacts of economic policy uncertainty on the time-varying risk-return relationship : evidence from G7 countries
He, Zhifang
;
Zheng, Jie
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 270-274
Persistent link: https://www.econbiz.de/10014468759
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2
The day-of-the-week effect on global stock market volatility after a market shock
Kang, Taehyeon
;
Cho, Eunyoung
- In:
Applied economics letters
31
(
2024
)
8
,
pp. 696-701
Persistent link: https://www.econbiz.de/10014557841
Saved in:
3
Newspaper-based equity uncertainty or implied volatility index : new evidence from oil market volatility predictability
Lu, Xinjie
;
Ma, Feng
;
Li, Pan
;
Li, Tao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 960-964
Persistent link: https://www.econbiz.de/10014303607
Saved in:
4
Forecasting oil futures price volatility with economic policy uncertainty : a CARR-MIDAS model
Wu, Xinyu
;
Cui, Hao
;
Wang, Lu
- In:
Applied economics letters
30
(
2023
)
2
,
pp. 120-125
Persistent link: https://www.econbiz.de/10013553019
Saved in:
5
Integration of financial markets during COVID-19 : a dynamic correlation analysis on Euronext
Espinosa Méndez, Christian
- In:
Applied economics letters
30
(
2023
)
3
,
pp. 264-268
Persistent link: https://www.econbiz.de/10013553137
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6
Dynamic correlations and volatility spillovers between stock price and exchange rate in BRIICS economies : evidence from the COVID-19 outbreak period
Rai, Karan
;
Garg, Bhavesh
- In:
Applied economics letters
29
(
2022
)
8
,
pp. 738-745
Persistent link: https://www.econbiz.de/10013171046
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7
Exchange options and spread options with stochastically correlated underlyings
Wang, Xingchun
- In:
Applied economics letters
29
(
2022
)
12
,
pp. 1060-1068
Persistent link: https://www.econbiz.de/10013412038
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8
Dynamic correlations in bond markets between US and emerging countries
Yeh, Chun-Chieh
;
Chiu, Chien-Liang
;
Chang, Tsangyao
- In:
Applied economics letters
28
(
2021
)
16
,
pp. 1371-1376
Persistent link: https://www.econbiz.de/10012609680
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9
Corona, crisis and conditional heteroscedasticity
Kiss, Tamás
;
Österholm, Pär
- In:
Applied economics letters
28
(
2021
)
9
,
pp. 755-759
Persistent link: https://www.econbiz.de/10012501608
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10
Forecasting stock market volatility using implied volatility : evidence from extended realized EGARCH-MIDAS model
Wu, Xinyu
;
Wang, Xiaona
;
Wang, Haiyun
- In:
Applied economics letters
28
(
2021
)
11
,
pp. 915-920
Persistent link: https://www.econbiz.de/10012589699
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