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subject:"EU-Staaten"
type_genre:"Übersichtsarbeit"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"International journal of finance & economics : IJFE"
~subject:"ARCH model"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
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EU-Staaten
ARCH model
Volatilität
Estimation
977
Schätzung
977
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210
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210
USA
130
United States
130
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112
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Ma, Feng
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
International journal of finance & economics : IJFE
Applied economics
210
Economic modelling
201
Energy economics
165
International review of economics & finance : IREF
154
Finance research letters
153
Applied economics letters
141
International review of financial analysis
123
The North American journal of economics and finance : a journal of financial economics studies
117
Journal of econometrics
113
Journal of banking & finance
110
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108
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97
Journal of international financial markets, institutions & money
93
Applied financial economics
91
Economics letters
88
Research in international business and finance
81
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71
The journal of futures markets
70
The European journal of finance
67
Journal of risk and financial management : JRFM
64
International journal of forecasting
61
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
54
Empirica : journal of european economics
52
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
47
International journal of economics and finance
44
European economic review : EER
42
International Journal of Energy Economics and Policy : IJEEP
42
Journal of financial econometrics : official journal of the Society for Financial Econometrics
42
International journal of economics and financial issues : IJEFI
41
Journal of economic dynamics & control
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Journal of applied econometrics
40
Journal of financial economics
40
Pacific-Basin finance journal
39
Quantitative finance
38
Journal of forecasting
37
Journal of macroeconomics
37
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
35
Empirical economics : a quarterly journal of the Institute for Advanced Studies
35
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ECONIS (ZBW)
163
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1
Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7 + 1) : new evidence from cross-quantilogram approach
Tiwari, Aviral Kumar
;
Shahbaz, Muhammad
;
Khalfaoui, Rabeh
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 719-789
Persistent link: https://www.econbiz.de/10014469052
Saved in:
2
Study of the leading European construction companies using risk factor models
Escribano, Ana
;
Jareño, Francisco
;
Cano, Jose Ángel
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 3386-3402
Persistent link: https://www.econbiz.de/10014327752
Saved in:
3
The short-run and long-run effects of trade openness on financial development : some panel evidence for Europe
Caporale, Guglielmo Maria
;
Sova, Anamaria Diana
;
Sova, …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3891-3901
Persistent link: https://www.econbiz.de/10014429199
Saved in:
4
Are lower interest rates really associated with higher growth? : new empirical evidence on the interest rate thesis from 19 countries
Lee, Kang-Soek
;
Werner, Richard A.
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3960-3975
Persistent link: https://www.econbiz.de/10014429221
Saved in:
5
From Black Wednesday to Brexit : macroeconomic shocks and correlations of equity returns in France, Germany, Italy, Spain, and the United Kingdom
Gottschalk, Sylvia
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 2843-2873
Persistent link: https://www.econbiz.de/10014327598
Saved in:
6
How different are monetary unions to national economies according to prices?
Glushenkova, Marina
;
Zachariadis, Marios
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 684-702
Persistent link: https://www.econbiz.de/10014469049
Saved in:
7
Forecasting the Asian stock market volatility : evidence from WTI and INE oil futures
Ghani, Maria
;
Ma, Feng
;
Huang, Dengshi
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1496-1512
Persistent link: https://www.econbiz.de/10014533268
Saved in:
8
Inventory information arrival and the crude oil futures market
Chebbi, Tarek
;
Hmedat, Waleed
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1513-1533
Persistent link: https://www.econbiz.de/10014533269
Saved in:
9
Breaks in term structures : evidence from the oil futures markets
Horváth, Lajos
;
Liu, Zhenya
;
Miller, Curtis
;
Tang, Weiqing
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 2317-2341
Persistent link: https://www.econbiz.de/10014533420
Saved in:
10
Does the tail risk index matter in forecasting downside risk?
Hung, Jui-Cheng
;
Liu, Hung-Chun
;
Yang, J. Jimmy
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 3451-3466
Persistent link: https://www.econbiz.de/10014327761
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