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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Global business review"
~subject:"Financial market"
~subject:"Korrelation"
~subject:"Share price"
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Search: subject_exact:"Generalized autoregressive conditional heteroscedasticity"
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Engle, Robert F.
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Chen, Yi-ting
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Global business review
Finance research letters
83
International review of economics & finance : IREF
64
Research in international business and finance
64
Applied economics
63
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61
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International review of financial analysis
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53
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49
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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International journal of forecasting
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Discussion paper / Tinbergen Institute
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International Journal of Energy Economics and Policy : IJEEP
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The European journal of finance
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Journal of forecasting
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Cogent economics & finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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International journal of economics and financial issues : IJEFI
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International journal of finance & economics : IJFE
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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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The journal of futures markets
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Applied financial economics
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International journal of economics and finance
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Pacific-Basin finance journal
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International Journal of Financial Studies : open access journal
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Spillover of sentiments between the GCC stock markets
Chowdhury, Shah Saeed Hassan
- In:
Global business review
24
(
2023
)
6
,
pp. 1434-1453
Persistent link: https://www.econbiz.de/10014433227
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2
Relationship between FIIs' herding and returns in the Indian equity market : further empirical evidence
Choudhary, Kapil
;
Parminder Singh
;
Soni, Amit
- In:
Global business review
23
(
2022
)
1
,
pp. 137-155
Persistent link: https://www.econbiz.de/10012822101
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3
Spillover effects between stock prices and exchange rates for the Central and Eastern European countries
Ngo Thai Hung
- In:
Global business review
23
(
2022
)
2
,
pp. 259-286
Persistent link: https://www.econbiz.de/10013256834
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4
A statistical analysis of the Colombo stock returns
Zhang, Zili
;
Nadarajah, Saralees
- In:
Global business review
22
(
2021
)
1
,
pp. 101-118
Persistent link: https://www.econbiz.de/10012483216
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5
Stock returns and asymmetric volatility spillover dynamics between Asian emerging markets
Habiba, Umme
;
Shen, Peilong
;
Hamid, Kashif
;
Shahzad, Farrukh
- In:
Global business review
22
(
2021
)
5
,
pp. 1131-1145
Persistent link: https://www.econbiz.de/10012660316
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6
Stylized facts of high-frequency financial time series data
Shakeel, Moonis
;
Srivastava, Bhavana
- In:
Global business review
22
(
2021
)
2
,
pp. 550-564
Persistent link: https://www.econbiz.de/10012520248
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7
Time-varying correlation between indian equity market and selected Asian and US stock markets
Seth, Neha
;
Panda, Laxmidhar
- In:
Global business review
21
(
2020
)
6
,
pp. 1354-1375
Persistent link: https://www.econbiz.de/10012388968
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8
Return and volatility spillover among commodity futures, stock market and exchange rate : evidence from India
Maitra, Debasish
;
Dawar, Varun
- In:
Global business review
20
(
2019
)
1
,
pp. 214-237
Persistent link: https://www.econbiz.de/10011984156
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9
Volatility-dependent correlations : further evidence of when, where and how
Clements, Adam
;
Scott, Ayesha
;
Silvennoinen, Annastiina
- In:
Empirical economics : a journal of the Institute for …
57
(
2019
)
2
,
pp. 505-540
Persistent link: https://www.econbiz.de/10012056697
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10
Asymmetric volatility spillover between stock market and foreign exchange market : instances from Indian market from pre-, during and post- subprime crisis periods
Bal, Gnyana Ranjan
;
Manglani, Amit
;
Deo, Malabika
- In:
Global business review
19
(
2018
)
6
,
pp. 1567-1579
Persistent link: https://www.econbiz.de/10011982899
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