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subject:"ARCH model"
~isPartOf:"Journal of international financial markets, institutions & money"
~source:"econis"
~subject:"Statistical distribution"
~type:"article"
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ARCH model
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32
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Alshater, Muneer Maher
1
Angelidis, Timotheos
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Arreola-Hernandez, Jose
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Bekiros, Stelios
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BenSaïda, Ahmed
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Journal of international financial markets, institutions & money
Insurance / Mathematics & economics
82
Journal of banking & finance
48
International journal of forecasting
40
Journal of risk
36
Energy economics
34
Journal of empirical finance
33
Economic modelling
32
Applied economics
30
Finance research letters
30
The North American journal of economics and finance : a journal of financial economics studies
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Risks : open access journal
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The journal of risk model validation
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International review of financial analysis
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Journal of econometrics
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Journal of risk and financial management : JRFM
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Quantitative finance
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Journal of forecasting
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International review of economics & finance : IREF
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Computational economics
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Journal of financial econometrics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Research in international business and finance
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The European journal of finance
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Scandinavian actuarial journal
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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European journal of operational research : EJOR
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Pacific-Basin finance journal
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Applied economics letters
10
Journal of mathematical finance
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Astin bulletin : the journal of the International Actuarial Association
9
Journal of risk management in financial institutions
8
Risk management : a journal of risk, crisis and disaster
8
International journal of economics and financial issues : IJEFI
7
Journal of international money and finance
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Review of quantitative finance and accounting
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Annals of financial economics
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International journal of finance & economics : IJFE
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ECONIS (ZBW)
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1
International stock market volatility : a global tail risk sight
Lu, Xinjie
;
Zeng, Qing
;
Zhong, Juandan
;
Zhu, Bo
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014494749
Saved in:
2
Tail dependence structure and extreme risk spillover effects between the international agricultural futures and spot markets
Dai, Yun-Shi
;
Dai, Peng-Fei
;
Zhou, Wei-Xing
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014482970
Saved in:
3
Average tail risk and aggregate stock returns
Dai, Yingtong
;
Harris, Richard D. F.
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014245903
Saved in:
4
Does systematic tail risk matter?
Stoja, Evarist
;
Polanski, Arnold
;
Linh Hoang Nguyen
; …
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014245969
Saved in:
5
The nonlinear and negative tail dependence and risk spillovers between foreign exchange and stock markets in emerging economies
Tian, Maoxi
;
El Khoury, Rim
;
Alshater, Muneer Maher
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014246021
Saved in:
6
Market risks that change US-European equity correlations
Sarwar, Ghulam
- In:
Journal of international financial markets, …
83
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014306348
Saved in:
7
Value-at-Risk under Lévy GARCH models : evidence from global stock markets
Slim, Skander
;
Koubaa, Yosra
;
BenSaïda, Ahmed
- In:
Journal of international financial markets, …
46
(
2017
),
pp. 30-53
Persistent link: https://www.econbiz.de/10011745291
Saved in:
8
A systemic risk analysis of Islamic equity markets using vine copula and delta CoVaR modeling
Shahzad, Syed Jawad Hussain
;
Arreola-Hernandez, Jose
; …
- In:
Journal of international financial markets, …
56
(
2018
),
pp. 104-127
Persistent link: https://www.econbiz.de/10011990981
Saved in:
9
Is risk higher during non-trading periods? : the risk trade-off for intraday versus overnight market returns
Riedel, Christoph
;
Wagner, Niklas F.
- In:
Journal of international financial markets, …
39
(
2015
),
pp. 53-64
Persistent link: https://www.econbiz.de/10011475596
Saved in:
10
Diversification evidence from international equity markets using extreme values and stochastic copulas
Bhatti, Muhammad Ishaq
;
Nguyen, Cuong
- In:
Journal of international financial markets, …
22
(
2012
)
3
,
pp. 622-646
Persistent link: https://www.econbiz.de/10009623538
Saved in:
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