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isPartOf:"MPRA Paper"
~isPartOf:"Applied economics letters"
~isPartOf:"Finance India : the quarterly journal of Indian Institute of Finance"
~isPartOf:"Journal of banking & finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"GARCH"
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Search: subject_exact:"Volatility"
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GARCH
Volatility
1,134
Volatilität
1,044
Börsenkurs
350
Share price
350
Capital income
280
Kapitaleinkommen
280
Estimation
271
Schätzung
270
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241
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238
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225
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volatility
99
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74
India
72
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72
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36
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36
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24
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Onour, Ibrahim
3
Caiado, Jorge
2
Dumitriu, Ramona
2
Essaddam, Naceur
2
Sinha, Gyanesh
2
Sinha, Pankaj
2
Stefanescu, Razvan
2
Anjum, Hassan
1
Antunes, João Marques
1
Ari, Yakup
1
Babu, Manivannan
1
Beckmann, Joscha
1
Bednarik, Radek
1
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1
Berger, Tino
1
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1
Chang, Hao Wen
1
Chang, Tsangyao
1
Cheng, Hung-Wen
1
Choudhary, Vipin
1
Chuang, Wen-i
1
Crato, Nuno
1
Czudaj, Robert
1
Douch, Mohamed
1
Ederington, Louis H.
1
Egurla, Kishan
1
Enrique, Luis
1
Ezzat, Hassan
1
Fuinhas, José Alberto
1
Guan, Wei
1
Guo, Yuanyuan
1
Haas, Markus
1
Haider, Adnan
1
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1
Hasan, Syed Akif
1
Hassan, Gazi M.
1
Holmes, Mark J.
1
Horváth, Roman
1
Hou, Xinmeng
1
Huang, Hung-Hsi
1
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
24
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MPRA Paper
Applied economics letters
Finance India : the quarterly journal of Indian Institute of Finance
Journal of banking & finance
The North American journal of economics and finance : a journal of financial economics studies
Applied economics
18
Energy economics
17
Finance research letters
13
Journal of risk and financial management : JRFM
13
Economics letters
12
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12
International review of economics & finance : IREF
11
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10
Cogent economics & finance
9
International review of financial analysis
9
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9
International journal of economics and finance
7
Journal of international financial markets, institutions & money
7
CBN journal of applied statistics
6
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6
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6
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6
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6
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5
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5
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5
Journal of Risk and Financial Management
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The European journal of finance
5
The empirical economics letters : a monthly international journal of economics
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4
CBN Journal of Applied Statistics
4
Economic modelling
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Future Business Journal
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ECONIS (ZBW)
36
RePEc
24
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1
Stock market response to Covid-19 pandemic period in Asian equity markets : an event study
Babu, Manivannan
;
Hariharan, C.
;
Kathiravan, Chinnadurai
; …
- In:
Finance India : the quarterly journal of Indian …
37
(
2023
)
1
,
pp. 147-160
Persistent link: https://www.econbiz.de/10014413961
Saved in:
2
How oil price and exchange rate affect stock price in China using Bayesian Quantile_on_Quantile with GARCH approach
Chang, Hao Wen
;
Chang, Tsangyao
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014247010
Saved in:
3
GARCH option pricing with volatility derivatives
Oh, Dong Hwan
;
Park, Yang-Ho
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014248216
Saved in:
4
Empirical evidence on calendar anomalies in trading and non-trading day returns in Indian stock market
Tuyekar, Suraj Prakash
;
Padyala, Sri Ram
;
Ramesh, …
- In:
Finance India : the quarterly journal of Indian …
37
(
2023
)
3
,
pp. 899-918
Persistent link: https://www.econbiz.de/10014583105
Saved in:
5
Forecasting stock price volatility : empirical study in India
Prabhakaran, K.
- In:
Finance India : the quarterly journal of Indian …
36
(
2022
)
2
,
pp. 771-776
Persistent link: https://www.econbiz.de/10013477312
Saved in:
6
Price volatility spillovers in commodities market : an analytical study of selected commodities
Pillai, Raji
;
Lokanadha Reddy M
- In:
Finance India : the quarterly journal of Indian …
36
(
2022
)
3
,
pp. 971-982
Persistent link: https://www.econbiz.de/10013477560
Saved in:
7
Volatility in sustainability indices : evidence from BSE as a sustainable stock exchange
Egurla, Kishan
;
Tadoori, Gattaiah
;
Kiran, V. Usha
- In:
Finance India : the quarterly journal of Indian …
36
(
2022
)
3
,
pp. 983-994
Persistent link: https://www.econbiz.de/10013477566
Saved in:
8
Modeling stock market return volatility : GARCH evidence from Nifty Realty Index
Jain, Dhara
;
Mittal, Sachin K.
;
Choudhary, Vipin
- In:
Finance India : the quarterly journal of Indian …
36
(
2022
)
1
,
pp. 159-169
Persistent link: https://www.econbiz.de/10013349014
Saved in:
9
Is idiosyncratic volatility related to returns? Evidence from a subset of firms with quality idiosyncratic volatility estimates
Bergbrant, Mikael
;
Kassa, Haimanot
- In:
Journal of banking & finance
127
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012821006
Saved in:
10
Skew index : descriptive analysis, predictive power, and short-term forecast
Mora-Valencia, Andrés
;
Rodríguez-Raga, Santiago
; …
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012821304
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