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~isPartOf:"Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets"
~isPartOf:"International review of financial analysis"
~isPartOf:"Quantitative finance"
~isPartOf:"Research in international business and finance"
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Search: subject_exact:"GARCH-Modell"
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ARCH model
230
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Volatility
188
Volatilität
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Aktienmarkt
86
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Ma, Feng
8
Bouri, Elie
5
Gupta, Rangan
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
International review of financial analysis
Quantitative finance
Research in international business and finance
Finance research letters
189
Energy economics
173
Applied economics
105
The North American journal of economics and finance : a journal of financial economics studies
104
International review of economics & finance : IREF
94
Economic modelling
82
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
75
International journal of forecasting
62
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61
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49
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Economics letters
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Journal of banking & finance
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33
Journal of risk
31
International journal of finance & economics : IJFE
30
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The European journal of finance
25
The journal of futures markets
25
Emerging markets, finance and trade : EMFT
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Pacific-Basin finance journal
24
Econometric reviews
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Theoretical economics letters
20
International journal of economics and finance
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Journal of time series econometrics
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Review of quantitative finance and accounting
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Journal of mathematical finance
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Global business review
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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ECONIS (ZBW)
230
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1
The safe haven, hedging, and diversification properties of oil, gold, and cryptocurrency for the G7 equity markets : evidence from the pre- and post-COVID-19 periods
Tarchella, Salma
;
Khalfaoui, Rabeh
;
Hammoudeh, Shawkat
- In:
Research in international business and finance
67
(
2024
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451553
Saved in:
2
Volatility prediction for the energy sector with economic determinants : evidence from a hybrid model
Wang, Yuejing
;
Ye, Wuyi
;
Jiang, Ying
;
Liu, Xiaoquan
- In:
International review of financial analysis
92
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014492381
Saved in:
3
Volatility forecasting of Chinese energy market : which uncertainty have better performance?
Zhang, Jiaming
;
Xiang, Yitian
;
Zou, Yang
;
Guo, Songlin
- In:
International review of financial analysis
91
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014446929
Saved in:
4
GARCH-M model with an asymmetric risk premium : distinguishing between "good" and "bad" volatility periods
Trifonov, Juri
;
Potanin, Bogdan
- In:
International review of financial analysis
91
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014446930
Saved in:
5
Crude oil prices in times of crisis : the role of Covid-19 and historical events
Bouazizi, Tarek
;
Guesmi, Khaled
;
Galariotis, Emilios
; …
- In:
International review of financial analysis
91
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014446934
Saved in:
6
Dynamic currency hedging with non-Gaussianity and ambiguity
Polak, Pawel
;
Ulrych, Urban
- In:
Quantitative finance
24
(
2024
)
2
,
pp. 305-327
Persistent link: https://www.econbiz.de/10014551995
Saved in:
7
Implied roughness in the term structure of oil market volatility
Alfeus, Mesias
;
Nikitopoulos, Christina Sklibosios
; …
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 347-363
Persistent link: https://www.econbiz.de/10014552013
Saved in:
8
Estimating correlations among elliptically distributed random variables under any form of heteroskedasticity
Pelagatti, Matteo
;
Sbrana, Giacomo
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 451-464
Persistent link: https://www.econbiz.de/10014552077
Saved in:
9
Asymmetric and high-order risk transmission across VIX and Chinese futures markets
Zhang, Qun
;
Zhang, Zhendong
;
Luo, Jiawen
- In:
International review of financial analysis
93
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014543395
Saved in:
10
Volatility connectedness on the central European forex markets
Albrecht, Peter
;
Kočenda, Evžen
- In:
International review of financial analysis
93
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014543551
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