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subject:"United States"
~accessRights:"free"
~subject:"ARCH model"
~subject:"Securities trading"
~type_genre:"Arbeitspapier"
~type_genre:"Bibliografie"
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ARCH model
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Caporale, Guglielmo Maria
25
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23
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20
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18
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16
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11
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5
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ECONIS (ZBW)
1,111
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1
Forecasting realized US stock market volatility : is there a role for economic policy uncertainty?
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505046
Saved in:
2
Energy market uncertainties and US state-level stock market volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014505054
Saved in:
3
Equity price dynamics under shocks : in distress or short squeeze
Hui, Cho H.
;
Lo, Chi-Fai
;
Liu, Chi-Hei
-
2024
Persistent link: https://www.econbiz.de/10014500997
Saved in:
4
Which corporate ESG news does the market react to?
Serafeim, George
;
Yoon, Aaron
-
2021
Persistent link: https://www.econbiz.de/10012586363
Saved in:
5
A solution to the Chinese trading halt puzzle
Liu, Crocker H.
;
Trzcinka, Charles
;
Zhao, Ziwei
-
2023
Persistent link: https://www.econbiz.de/10014470806
Saved in:
6
How prevalent are short squeezes? : evidence from the US and Europe
Allen, Franklin
;
Haas, Marlene
;
Pirovano, Matteo
; …
-
2023
Persistent link: https://www.econbiz.de/10014470811
Saved in:
7
Economic conditions and predictability of US stock returns volatility : local factor versus national factor in a GARCH-MIDAS model
Salisu, Afees A.
;
Liao, Wenting
;
Gupta, Rangan
;
Cepni, …
-
2023
Persistent link: https://www.econbiz.de/10014329743
Saved in:
8
Price formation in markets with trading delays
Pinter, Gabor
;
Üslü, Semih
-
2023
Persistent link: https://www.econbiz.de/10014330115
Saved in:
9
Climate risks and stock market volatility over a century in an emerging market economy : the case of South Africa
Wu, Kejin
;
Karmakar, Sayar
;
Gupta, Rangan
;
Pierdzioch, …
-
2023
Persistent link: https://www.econbiz.de/10014336437
Saved in:
10
Strategic trading with wealth effects
Glebkin, Sergei
;
Malamud, Semyon
;
Teguia, Alberto
-
2023
Persistent link: https://www.econbiz.de/10014438684
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