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subject:"ARCH-Modell"
~accessRights:"restricted"
~isPartOf:"Emerging markets, finance and trade : EMFT"
~subject:"Stock index"
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Search: subject_exact:"GARCH-Modell"
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ARCH-Modell
Stock index
ARCH model
24
Volatility
20
Volatilität
20
Aktienmarkt
12
Börsenkurs
12
Estimation
12
Schätzung
12
Share price
12
Stock market
12
China
11
Forecasting model
7
Prognoseverfahren
7
Capital income
6
Kapitaleinkommen
6
Chinese stock market
5
Oil price
5
Ölpreis
5
Spillover effect
4
Spillover-Effekt
4
Time series analysis
4
Zeitreihenanalyse
4
GARCH
3
Multivariate Verteilung
3
Multivariate distribution
3
Nichtlineare Regression
3
Nonlinear regression
3
Welt
3
World
3
oil prices
3
volatility forecasting
3
volatility spillover
3
Bitcoin
2
Causality analysis
2
Correlation
2
Emerging economies
2
Financial market
2
Finanzmarkt
2
Kausalanalyse
2
Korrelation
2
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1
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English
24
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Xiao, Jihong
2
Arsić, Milojko
1
Bouras, Christos
1
Chao, Shih-Wei
1
Chen, Bin
1
Chen, Langnan
1
Chen, Liming
1
Chen, Xiuwen
1
Christou, Christina
1
Chu, Xiaojun
1
Chuang, Chung-Chu
1
Dong, Hao
1
Failler, Pierre
1
Fang, Libing
1
Gupta, Rangan
1
Hassan, M. Kabir
1
Hou, Fengshuang
1
Hu, Zongyi
1
Hua, Renhai
1
Huang, Hung-Hsi
1
Ji, Hao
1
Jiang, Rui
1
Julio, Ivan
1
Klotzle, Marcelo Cabus
1
Lee, Chien-chiang
1
Lee, Woongki
1
Li, Jinyi
1
Li, Rong
1
Li, Sufang
1
Liseo, Brunero
1
Liu, Bruce Jianhe
1
Luo, Jiawen
1
Mladenović, Zorica
1
Ngene, Geoffrey
1
Nojković, Aleksandra
1
Oliveira, E. M. de
1
Oliveira, Fernando Luiz Cyrino
1
Park, James L.
1
Pinto, Antônio Carlos Figueiredo
1
Qiu, Jianying
1
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Emerging markets, finance and trade : EMFT
Finance research letters
179
Energy economics
173
Applied economics
105
The North American journal of economics and finance : a journal of financial economics studies
104
Research in international business and finance
95
International review of economics & finance : IREF
94
International review of financial analysis
89
Economic modelling
82
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
75
International journal of forecasting
62
Journal of econometrics
61
Journal of empirical finance
49
Journal of international financial markets, institutions & money
49
Economics letters
44
Applied economics letters
43
Journal of forecasting
34
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
34
Computational economics
33
Journal of banking & finance
33
Journal of financial econometrics
33
Journal of risk
31
International journal of finance & economics : IJFE
29
Quantitative finance
28
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
27
The European journal of finance
25
The journal of futures markets
25
Pacific-Basin finance journal
24
Econometric reviews
23
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
23
Theoretical economics letters
20
International journal of economics and finance
19
Journal of time series econometrics
19
Review of quantitative finance and accounting
19
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
18
Journal of mathematical finance
17
Empirical economics : a quarterly journal of the Institute for Advanced Studies
15
Global business review
15
Journal of commodity markets
15
Journal of international money and finance
15
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ECONIS (ZBW)
24
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24
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1
An Investigation of the nonlinear and asymmetric spillover effects of U.S. economic policy uncertainty on bond return vlatility of emerging markets
Xue, Wenjun
;
Wang, Feifei
- In:
Emerging markets, finance and trade : EMFT
59
(
2023
)
11
,
pp. 3487-3515
Persistent link: https://www.econbiz.de/10014384427
Saved in:
2
A study of Bitcoin-based intraday volatility forecasting for cross-market spreads
Yang, Longguang
;
Hou, Fengshuang
;
Shi, Huihong
- In:
Emerging markets, finance and trade : EMFT
59
(
2023
)
14
,
pp. 3941-3951
Persistent link: https://www.econbiz.de/10014419375
Saved in:
3
What leads to the changes of volatility spillover effect between Chinese and American soybean futures markets?
Wang, Yubin
;
Wang, Xiaoyang
;
Liu, Bruce Jianhe
;
Xu, Mingyuan
- In:
Emerging markets, finance and trade : EMFT
59
(
2023
)
8
,
pp. 2533-2547
Persistent link: https://www.econbiz.de/10014321005
Saved in:
4
Forecasting volatilities of Asian markets using U.S. macroeconomic variables
Tzeng, Kae-Yih
- In:
Emerging markets, finance and trade : EMFT
59
(
2023
)
3
,
pp. 676-687
Persistent link: https://www.econbiz.de/10013548092
Saved in:
5
The dynamic correlation between China's policy uncertainty and the crude oil market : a time-varying analysis
Wang, En-Ze
;
Lee, Chien-chiang
- In:
Emerging markets, finance and trade : EMFT
58
(
2022
)
3
,
pp. 692-709
Persistent link: https://www.econbiz.de/10012821599
Saved in:
6
Forecasting the chinese stock market volatility with G7 stock market volatilities : a scaled PCA approach
Yi, Yongsheng
;
Zhang, Yaojie
;
Xiao, Jihong
;
Wang, Xunxiao
- In:
Emerging markets, finance and trade : EMFT
58
(
2022
)
13
,
pp. 3639-3650
Persistent link: https://www.econbiz.de/10013462322
Saved in:
7
A comparison between parametric and nonparametric volatility forecasting of stock index futures in China
Jiang, Rui
;
Wen, Conghua
- In:
Emerging markets, finance and trade : EMFT
58
(
2022
)
9
,
pp. 2522-2537
Persistent link: https://www.econbiz.de/10013354977
Saved in:
8
Dynamic associations between gdp and crude oil prices in Brazil : structural shifts and nonlinear causality
Oliveira, E. M. de
;
Oliveira, Fernando Luiz Cyrino
; …
- In:
Emerging markets, finance and trade : EMFT
57
(
2021
)
10
,
pp. 2767-2791
Persistent link: https://www.econbiz.de/10012607411
Saved in:
9
Debt uncertainty and economic growth in emerging European economies : some empirical evidence
Arsić, Milojko
;
Mladenović, Zorica
;
Nojković, Aleksandra
- In:
Emerging markets, finance and trade : EMFT
57
(
2021
)
12
,
pp. 3565-3585
Persistent link: https://www.econbiz.de/10012607500
Saved in:
10
Oil and sovereign credit risk : asymmetric nonlinear dynamic interactions
Ngene, Geoffrey
;
Wang, Jinghua
;
Hassan, M. Kabir
; …
- In:
Emerging markets, finance and trade : EMFT
57
(
2021
)
7
,
pp. 2006-2022
Persistent link: https://www.econbiz.de/10012549863
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