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subject:"Wechselkurs"
type_genre:"Sammelwerk"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"ARCH model"
~type_genre:"Aufsatz in Zeitschrift"
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Wechselkurs
ARCH model
Estimation
307
Schätzung
307
Volatility
96
Volatilität
96
Capital income
89
Kapitaleinkommen
89
Börsenkurs
86
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86
Aktienmarkt
61
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48
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37
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Gupta, Rangan
3
Pierdzioch, Christian
3
Balcilar, Mehmet
2
Beckmann, Joscha
2
Belke, Ansgar
2
Chang, Chia-Lin
2
Hamori, Shigeyuki
2
Kang, Sang Hoon
2
Lee, Geul
2
Li, Yang
2
Lien, Da-hsiang Donald
2
Liu, Fang
2
McAleer, Michael
2
Mensi, Walid
2
Nonejad, Nima
2
Tian, Shuairu
2
Al-Jarrah, Idries Mohammad Wanas
1
Al-Yahyaee, Khamis Hamed
1
Aliyu, Victoria O.
1
Andrada Félix, Julián
1
Anjum, Hassan
1
Arize, Augustine Chuck
1
Asai, Manabu
1
Auer, Benjamin R.
1
Bailliu, Jeannine N.
1
Ben Omrane, Walid
1
Bhattarai, Keshab
1
Bianconi, Marcelo
1
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1
Carcel, Hector
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Castillo B., Paul
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Chen, Ting-Fu
1
Chen, Yajiao
1
Chen, Zan
1
Chiu, Hsin-Yu
1
Cruz Martinez, Justino de la
1
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The North American journal of economics and finance : a journal of financial economics studies
Applied economics
116
Journal of international money and finance
110
International review of economics & finance : IREF
95
Economic modelling
92
Energy economics
85
Finance research letters
70
International review of financial analysis
68
Journal of international financial markets, institutions & money
68
Applied economics letters
64
International journal of finance & economics : IJFE
62
Applied financial economics
59
International journal of economics and financial issues : IJEFI
59
Journal of empirical finance
58
Research in international business and finance
48
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
46
Journal of risk and financial management : JRFM
46
International journal of economics and finance
41
International journal of forecasting
39
Journal of banking & finance
39
The empirical economics letters : a monthly international journal of economics
38
Journal of econometrics
37
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
35
The European journal of finance
35
Economics letters
32
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
32
Open economies review
32
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
31
Cogent economics & finance
30
International Journal of Energy Economics and Policy : IJEEP
30
Journal of international economics
27
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
26
Journal of financial econometrics : official journal of the Society for Financial Econometrics
26
The journal of futures markets
26
Journal of economics and finance
24
Global finance journal
22
Journal of macroeconomics
20
Emerging markets, finance and trade : EMFT
19
International economic journal
19
Theoretical economics letters
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ECONIS (ZBW)
79
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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
Saved in:
2
Effects of macroeconomic factors on stock prices for BRICS using the variational mode decomposition and quantile method
Wang, Xiangning
;
Huang, Qian
;
Zhang, Shuguang
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014484008
Saved in:
3
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:
4
Does the Central Bank of Peru respond to exchange rate movements? : a Bayesian estimation of a New Keynesian DSGE model with FX interventions
Rodriguez, Gabriel
;
Castillo B., Paul
;
Hasegawa, Harumi
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014485281
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
Saved in:
6
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
Saved in:
7
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:
8
Evolving United States stock market volatility : the role of conventional and unconventional monetary policies
Plakandaras, Vasilios
;
Gupta, Rangan
;
Balcilar, Mehmet
; …
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013449139
Saved in:
9
The contagion effect of jump risk across Asian stock markets during the Covid-19 pandemic
Zhang, Yi
;
Zhou, Long
;
Chen, Yajiao
;
Liu, Fang
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013449345
Saved in:
10
Time-frequency effect of crude oil and exchange rates on stock markets in BRICS countries : evidence from wavelet quantile regression analysis
Zhu, Huiming
;
Yu, Dongwei
;
Hau, Liya
;
Wu, Hao
;
Ye, Fangyu
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013449369
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