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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:"Portfolio-Management"
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Search: subject_exact:"GARCH-Modell"
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Portfolio-Management
ARCH model
195
ARCH-Modell
195
Volatility
161
Volatilität
161
Aktienmarkt
82
Stock market
82
Börsenkurs
75
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75
Capital income
66
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62
Schätzung
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Hammoudeh, Shawkat
2
Abid, Ilyes
1
Aboura, Sofiane
1
Al Rababa'a, Abdel Razzaq
1
Alomari, Mohammad
1
Boubaker, Adel
1
Cagliesi, Gabriella
1
Cao, Jiahui
1
Chevallier, Julien
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Chkili, Walid
1
Degiannakis, Stavros
1
Fan, Caiyun
1
Ftiti, Zied
1
Gozgor, Giray
1
Guesmi, Khaled
1
Guidi, Francesco
1
Gupta, Rangan
1
He, Mengxi
1
Hiremath, Gourishankar S.
1
Huang, Yilong
1
Huber, Florian
1
Kabir, Sarkar Humayun
1
Khalfaoui, Rabeh
1
Kumari, Jyoti
1
Liu, Zhen
1
Mahakud, Jitendra
1
Makram, Beljid
1
Masih, Abdul Mansur M.
1
McMillan, David G.
1
Obiyathulla Ismath Bacha
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Piribauer, Philipp
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Potamia, Artemis
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Saadi, Samir
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Syriopoulos, Theodore
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Tan, Zhengxun
1
Tarchella, Salma
1
Tiwari, Aviral Kumar
1
Trabelsi, Nader
1
Tsuji, Chikashi
1
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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
16
The North American journal of economics and finance : a journal of financial economics studies
13
Applied economics
9
Journal of risk
9
Journal of banking & finance
8
Journal of econometrics
8
Journal of international financial markets, institutions & money
8
Energy economics
7
International journal of forecasting
7
Economic modelling
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
International review of economics & finance : IREF
5
Journal of empirical finance
5
Journal of financial econometrics
5
The European journal of finance
5
Computational economics
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
Financial markets and portfolio management
4
Insurance / Mathematics & economics
4
The journal of asset management
4
Working paper series / University of Zurich, Department of Economics
4
Econometric reviews
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
International journal of finance & economics : IJFE
3
Journal of forecasting
3
Quantitative finance
3
Risk management : a journal of risk, crisis and disaster
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Afro-Asian Journal of Finance and Accounting : AAJFA
2
Asia-Pacific journal of financial studies
2
Economics and business review
2
Economics letters
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International journal of emerging markets
2
International journal of financial research
2
Journal of mathematical finance
2
Journal of risk : JOR
2
Pacific-Basin finance journal
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ECONIS (ZBW)
17
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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
Forecasting aggregate stock market volatility with industry volatilities : the role of spillover index
He, Mengxi
;
Wang, Yudong
;
Zeng, Qing
;
Zhang, Yaojie
- In:
Research in international business and finance
65
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014435752
Saved in:
3
Nonparametric inference of expectile-based value-at-risk for financial time series with application to risk assessment
Zhang, Feipeng
;
Xu, Yixiong
;
Fan, Caiyun
- In:
International review of financial analysis
90
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014469910
Saved in:
4
A three-tiered nested analytical approach to financial integration : the case of emerging and frontier equity markets
Cagliesi, Gabriella
;
Guidi, Francesco
- In:
International review of financial analysis
74
(
2021
),
pp. 1-29
Persistent link: https://www.econbiz.de/10012803928
Saved in:
5
Dynamic volatility spillovers and investment strategies between the Chinese stock market and commodity markets
Wen, Fenghua
;
Cao, Jiahui
;
Liu, Zhen
;
Wang, Xiong
- In:
International review of financial analysis
76
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012804692
Saved in:
6
Value at risk and returns of cryptocurrencies before and after the crash : long-run relations and fractional cointegration
Tan, Zhengxun
;
Huang, Yilong
;
Xiao, Binuo
- In:
Research in international business and finance
56
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013266119
Saved in:
7
Effects of price of gold on Bombay stock exchange sectoral indices : new evidence for portfolio risk management
Trabelsi, Nader
;
Gozgor, Giray
;
Tiwari, Aviral Kumar
; …
- In:
Research in international business and finance
55
(
2021
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013264668
Saved in:
8
Multiscale stock-bond correlation : implications for risk management
Al Rababa'a, Abdel Razzaq
;
Alomari, Mohammad
;
McMillan, …
- In:
Research in international business and finance
58
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013286286
Saved in:
9
Correlation and spillover effects between the US and international banking sectors: New evidence and implications for risk management
Tsuji, Chikashi
- In:
International review of financial analysis
70
(
2020
),
pp. 1-31
Persistent link: https://www.econbiz.de/10012318292
Saved in:
10
Predicting international equity returns: evidence from time-varying parameter vector autoregressive models
Gupta, Rangan
;
Huber, Florian
;
Piribauer, Philipp
- In:
International review of financial analysis
68
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012300967
Saved in:
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