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subject:"ARCH-Modell"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Theorie"
~subject:"World"
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Search: subject_exact:"GARCH-Modell"
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ARCH-Modell
Theorie
World
ARCH model
123
Volatility
101
Volatilität
101
Capital income
46
Kapitaleinkommen
46
Estimation
44
Schätzung
44
Börsenkurs
40
Share price
40
Forecasting model
38
Prognoseverfahren
38
Aktienmarkt
33
Stock market
33
Spillover effect
32
Spillover-Effekt
32
Risikomaß
25
Risk measure
25
Time series analysis
21
Zeitreihenanalyse
21
GARCH
20
Theory
20
Welt
19
Portfolio selection
16
Portfolio-Management
16
Aktienindex
15
Stock index
15
China
13
Exchange rate
12
Oil price
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Wechselkurs
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Ölpreis
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Option pricing theory
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Optionspreistheorie
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11
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11
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Kang, Sang Hoon
5
Mensi, Walid
5
Gupta, Rangan
4
Wu, Xinyu
4
Chang, Chia-Lin
3
Hammoudeh, Shawkat
3
McAleer, Michael
3
Qiao, Gaoxiu
3
Al-Jarrah, Idries Mohammad Wanas
2
Al-Yahyaee, Khamis Hamed
2
Allen, David E.
2
Balcilar, Mehmet
2
Chen, Cathy W. S.
2
Hamori, Shigeyuki
2
Huang, Hung-Hsi
2
Jiang, Yong
2
Kok Haur Ng
2
Li, Weiping
2
Lin, Ling
2
Lin, Shin-Hung
2
Liu, Fang
2
Nonejad, Nima
2
Powell, Robert
2
Su, Xianfang
2
Tian, Shuairu
2
Wang, Xingchun
2
Xuan Vinh Vo
2
Yoon, Seong-min
2
Zhuang, Xintian
2
Al Rababa'a, Abdel Razzaq
1
Alañón Pardo, Ángel
1
Aloui, Riadh
1
Alves, Isabel Fraga
1
Anjum, Hassan
1
Arellano, Miguel Ataurima
1
Asai, Manabu
1
Aslan, Aylin
1
Auer, Benjamin R.
1
Azibi, Jamel
1
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1
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The North American journal of economics and finance : a journal of financial economics studies
Energy economics
259
Finance research letters
191
Applied economics
163
Economic modelling
155
Journal of econometrics
147
International review of financial analysis
144
Journal of empirical finance
134
International review of economics & finance : IREF
125
Research in international business and finance
125
Journal of banking & finance
113
Economics letters
109
Journal of international financial markets, institutions & money
107
Applied financial economics
101
Discussion paper / Tinbergen Institute
98
International journal of forecasting
96
Journal of risk and financial management : JRFM
88
Journal of forecasting
87
Applied economics letters
79
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
76
The European journal of finance
74
The journal of futures markets
74
Econometric theory
73
Econometric Institute research papers
69
Working paper
68
Journal of financial econometrics : official journal of the Society for Financial Econometrics
65
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
64
International Journal of Energy Economics and Policy : IJEEP
63
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
56
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
54
International journal of finance & economics : IJFE
51
International journal of economics and financial issues : IJEFI
49
Econometric reviews
47
Journal of international money and finance
46
International journal of economics and finance
45
Review of quantitative finance and accounting
44
CREATES research paper
43
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
42
Journal of risk
42
The econometrics journal
40
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ECONIS (ZBW)
123
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1
The fluctuation correlation between investor sentiment and stock index using VMD-LSTM : evidence from China stock market
Gao, Zhenbin
;
Zhang, Jie
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014483735
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2
Forecasting VIX using two-component realized EGARCH model
Wu, Xinyu
;
Zhao, An
;
Liu, Li
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014484064
Saved in:
3
Volatility forecasting in the Bitcoin market : a new proposed measure based on the VS-ACARR approach
Wu, Xinyu
;
Yin, Xuebao
;
Umar, Zaghum
;
Iqbal, Najaf
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014484142
Saved in:
4
Stock market forecasting accuracy of asymmetric GARCH models during the COVID-19 pandemic
Caiado, Jorge
;
Lúcio, Francisco
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014485321
Saved in:
5
Cross-market information transmission and stock market volatility prediction
Wang, Yide
;
Chen, Zan
;
Ji, Xiaodong
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014485465
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6
Oil price shocks and stock-bond correlation
Ziadat, Salem Adel
;
Al Rababa'a, Abdel Razzaq
;
Ur …
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014486268
Saved in:
7
Multiperiod portfolio allocation : a study of volatility clustering, non-normalities and predictable returns
Simonato, Jean-Guy
;
Denault, Michel
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014486271
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8
Forecasting stock return volatility in data-rich environment : a new powerful predictor
Dai, Zhifeng
;
Zhang, Xiaotong
;
Li, Tingyu
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014246821
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9
Time-varying risk spillovers in Chinese stock market : new evidence from high-frequency data
Zhou, Dong-hai
;
Liu, Xiao-xing
;
Tang, Chun
;
Yang, Guang-yi
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014246902
Saved in:
10
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
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