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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:"Research in international business and finance"
~subject:"ARCH-Modell"
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Search: subject_exact:"GARCH-Modell"
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ARCH-Modell
ARCH model
202
Volatility
167
Volatilität
167
Aktienmarkt
83
Stock market
83
Börsenkurs
77
Share price
77
Capital income
67
Kapitaleinkommen
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202
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Ma, Feng
7
Bouri, Elie
5
Gupta, Rangan
5
Lau, Chi Keung
4
Li, Yan
4
Degiannakis, Stavros
3
Ftiti, Zied
3
Gozgor, Giray
3
Guesmi, Khaled
3
Hammoudeh, Shawkat
3
Ji, Qiang
3
Lu, Fei
3
Shahzad, Syed Jawad Hussain
3
Tiwari, Aviral Kumar
3
Yarovaya, Larisa
3
Aboura, Sofiane
2
Aharon, David Y.
2
Ahmad, Wasim
2
Ben Ouda, Olfa
2
Brooks, Robert
2
Caporale, Guglielmo Maria
2
Chevallier, Julien
2
Choudhry, Taufiq
2
Delhoumi, Ezzeddine
2
Do, Hung Xuan
2
Feng, Lingbing
2
Kang, Sang Hoon
2
Karanasos, Menelaos
2
Koulis, Alexandros
2
Kuttu, Saint
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Lee, Chien-chiang
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Liang, Chao
2
Lucey, Brian M.
2
McIver, Ron
2
Molnár, Peter
2
Moussa, Faten
2
Naeem, Muhammad Abubakr
2
Nonejad, Nima
2
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2
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
International review of financial analysis
Research in international business and finance
Finance research letters
190
Energy economics
180
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
Journal of econometrics
61
Journal of empirical finance
49
Journal of international financial markets, institutions & money
49
Economics letters
44
Applied economics letters
43
Computational economics
37
Journal of forecasting
34
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
34
Journal of banking & finance
33
Journal of financial econometrics
33
Journal of risk
31
International journal of finance & economics : IJFE
30
Quantitative finance
28
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
27
The European journal of finance
27
The journal of futures markets
25
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
24
Pacific-Basin finance journal
24
Econometric reviews
23
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
23
Journal of time series econometrics
20
Theoretical economics letters
20
International journal of economics and finance
19
Review of quantitative finance and accounting
19
Journal of mathematical finance
17
Empirical economics : a quarterly journal of the Institute for Advanced Studies
16
Global business review
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Journal of commodity markets
15
Journal of international money and finance
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ECONIS (ZBW)
202
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1
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
Saved in:
2
Real-time forecast of DSGE models with time-varying volatility in GARCH form
Çekin, Semih Emre
;
Ivashchenko, Sergey
;
Gupta, Rangan
; …
- In:
International review of financial analysis
93
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014543555
Saved in:
3
Bitcoin price volatility transmission between spot and futures markets
Apostolakis, George N.
- In:
International review of financial analysis
94
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014543923
Saved in:
4
Do commodity futures have a steering effect on the spot stock market in China? : new evidence from volatility forecasting
Lu, Fei
;
Ma, Feng
;
Bouri, Elie
;
Liao, Yin
- In:
International review of financial analysis
94
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014543949
Saved in:
5
Diversifying and hedging REIT portfolios with cryptocurrencies : evidence from global and regional REIT indices
Odusami, Babatunde Olatunji
;
Akinsomi, Omokolade
- In:
International review of financial analysis
94
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014544083
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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
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