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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Applied economics letters"
~subject:"Capital income"
~subject:"Estimation theory"
~subject:"Korrelation"
~subject:"World"
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Search: subject_exact:"Generalized autoregressive conditional heteroscedasticity"
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Capital income
Estimation theory
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World
ARCH model
144
ARCH-Modell
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Volatility
91
Volatilität
91
Estimation
55
Schätzung
55
Theorie
46
Theory
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64
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Chen, Yi-ting
2
Engle, Robert F.
2
Francq, Christian
2
Horváth, Lajos
2
Trojani, Fabio
2
Wu, Xinyu
2
Zakoïan, Jean-Michel
2
Aguilar, Mike
1
Ahoniemi, Katja
1
Apergis, Emmanuel
1
Apergēs, Nikolaos
1
Ardia, David
1
Audrino, Francesco
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Balli, Faruk
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Barunik, Jozef
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Bautista, Carlos C.
1
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1
Brännäs, Kurt
1
Caldeira, João F.
1
Caporin, Massimiliano
1
Cappiello, Lorenzo
1
Chang, Kuang-Liang
1
Chang, Tsangyao
1
Chen, Ho-chyuan
1
Chen, Kuang-hua
1
Chen, Yixiang
1
Chiu, Chien-Liang
1
Christoffersen, Peter F.
1
Collins, Luke
1
Conrad, Christian A.
1
Cook, Steven
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Corbet, Shaen
1
Cui, Hao
1
Dajcman, Silvo
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Di, Jianing
1
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Ding, Cherng G.
1
Durham, Garland
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Applied economics letters
Energy economics
128
Finance research letters
109
Research in international business and finance
72
Journal of empirical finance
71
International review of economics & finance : IREF
70
International review of financial analysis
70
Applied economics
68
Journal of econometrics
68
Economic modelling
66
The North American journal of economics and finance : a journal of financial economics studies
66
Journal of international financial markets, institutions & money
56
International journal of forecasting
50
Journal of banking & finance
50
Journal of risk and financial management : JRFM
49
Journal of forecasting
45
Economics letters
40
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
40
Econometric theory
38
The European journal of finance
37
Discussion paper / Tinbergen Institute
36
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
35
International Journal of Energy Economics and Policy : IJEEP
31
Applied financial economics
28
Working paper
28
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
27
International journal of finance & economics : IJFE
25
International journal of economics and financial issues : IJEFI
24
Journal of financial econometrics
24
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
23
Journal of international money and finance
22
Econometric Institute research papers
21
Econometric reviews
21
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
21
Review of quantitative finance and accounting
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International journal of economics and finance
20
Journal of risk
20
CREATES research paper
19
Cogent economics & finance
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ECONIS (ZBW)
64
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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
Is idiosyncratic tail risk priced in the cross-section of bond returns? : evidence from Chinese bond markets
Huang, Wei-Qiang
;
Zhang, Jing
;
Liu, Peipei
- In:
Applied economics letters
30
(
2023
)
10
,
pp. 1318-1326
Persistent link: https://www.econbiz.de/10014304235
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3
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:
4
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
Saved in:
5
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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6
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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7
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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8
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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9
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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10
The information content of Chinese volatility index for volatility forecasting
Li, Zhe
;
Zhang, Wei-guo
;
Zhang, Yue
- In:
Applied economics letters
28
(
2021
)
5
,
pp. 365-372
Persistent link: https://www.econbiz.de/10012484999
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