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type_genre:"Article in journal"
~isPartOf:"International review of economics & finance : IREF"
~subject:"ARCH-Modell"
~type_genre:"Case study"
~type_genre:"Konferenzbeitrag"
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Search: subject_exact:"Estimation"
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ARCH-Modell
Estimation
493
Schätzung
492
Capital income
123
Kapitaleinkommen
123
Theorie
122
Theory
122
Volatility
114
Volatilität
114
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108
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108
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Article in journal
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English
49
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Brooks, Robert
2
Chang, Kuang-Liang
2
Huang, Dengshi
2
Kumar, Dilip
2
Malik, Farooq
2
Salisu, Afees A.
2
Xu, Weiju
2
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1
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1
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1
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1
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1
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1
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1
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1
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International review of economics & finance : IREF
Energy economics
67
Applied economics
58
Finance research letters
57
Economic modelling
52
International review of financial analysis
46
The North American journal of economics and finance : a journal of financial economics studies
44
Journal of empirical finance
43
Journal of international financial markets, institutions & money
36
Research in international business and finance
33
Applied economics letters
32
Journal of risk and financial management : JRFM
32
Journal of econometrics
31
Applied financial economics
26
International journal of forecasting
25
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
25
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
23
International journal of economics and financial issues : IJEFI
23
Journal of banking & finance
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
International journal of finance & economics : IJFE
22
The journal of futures markets
21
International journal of economics and finance
20
Economics letters
19
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
19
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
Journal of risk
18
Review of quantitative finance and accounting
17
The European journal of finance
16
International Journal of Energy Economics and Policy : IJEEP
15
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
14
Journal of financial econometrics
14
Cogent economics & finance
13
Journal of economics and finance
13
Pacific-Basin finance journal
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CBN journal of applied statistics
12
Econometric reviews
12
Emerging markets, finance and trade : EMFT
12
Journal of international money and finance
12
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ECONIS (ZBW)
49
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49
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1
Do the dynamics of macroeconomic attention drive the yen/dollar exchange market volatility?
Luo, Tao
;
Sun, Huaping
;
Zhang, Lixia
;
Bai, Jiancheng
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 597-611
Persistent link: https://www.econbiz.de/10014446795
Saved in:
2
Stock-oil comovements through fear, uncertainty, and expectations : evidence from conditional comoments
Noori, Mohammad
- In:
International review of economics & finance : IREF
93
(
2024
)
1
,
pp. 529-551
Persistent link: https://www.econbiz.de/10014535373
Saved in:
3
Time-variant safe haven currencies
Sato, Ayano
;
Nakata, Hayato
;
Percy, Jay
- In:
International review of economics & finance : IREF
93
(
2024
)
2
,
pp. 316-328
Persistent link: https://www.econbiz.de/10014535558
Saved in:
4
Asymmetric effect of trading volume on realized volatility
Maki, Daiki
- In:
International review of economics & finance : IREF
94
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014582773
Saved in:
5
Stock market volatility prediction : evidence from a new bagging model
Luo, Qin
;
Bu, Jinfeng
;
Xu, Weiju
;
Huang, Dengshi
- In:
International review of economics & finance : IREF
87
(
2023
),
pp. 445-456
Persistent link: https://www.econbiz.de/10014472410
Saved in:
6
Do bitcoin news information flow and return volatility fit the sequential information arrival hypothesis and the mixture of distribution hypothesis?
Chou, Ke-Hsin
;
Day, Min-Yuh
;
Chiu, Chien-Liang
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 365-385
Persistent link: https://www.econbiz.de/10014474538
Saved in:
7
The value-growth premium in a time-varying risk return framework
Park, Keehwan
;
Jung, Mookwon
;
Fang, Zhongzheng
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 1500-1512
Persistent link: https://www.econbiz.de/10014475293
Saved in:
8
On bank return and volatility spillovers : identifying transmitters and receivers during crisis periods
Apostolakis, George N.
;
Floros, Christos
;
Giannellis, …
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 156-176
Persistent link: https://www.econbiz.de/10013542907
Saved in:
9
Geopolitical risk and oil price volatility : evidence from Markov-switching model
Qian, Lihua
;
Zeng, Qing
;
Li, Tao
- In:
International review of economics & finance : IREF
81
(
2022
),
pp. 29-38
Persistent link: https://www.econbiz.de/10013343484
Saved in:
10
Estimating tail-risk using semiparametric conditional variance with an application to meme stocks
D'Addona, Stefano
;
Khanom, Najrin
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 241-260
Persistent link: https://www.econbiz.de/10013543110
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