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~accessRights:"restricted"
~subject:"ARCH model"
~subject:"Aktienindex"
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ARCH model
Aktienindex
ARCH-Modell
3,041
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2,337
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2,335
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1,119
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1,119
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931
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908
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776
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581
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62
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39
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32
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31
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23
Tiwari, Aviral Kumar
23
Wang, Yudong
22
Wu, Xinyu
20
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19
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17
Wei, Yu
17
Xuan Vinh Vo
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15
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15
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14
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13
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12
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Nonejad, Nima
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Francq, Christian
11
Herwartz, Helmut
11
Ji, Qiang
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Lau, Chi Keung
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Lee, Chien-chiang
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Li, Yan
11
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11
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11
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11
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10
Demirer, Rıza
10
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10
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10
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Finance research letters
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105
The North American journal of economics and finance : a journal of financial economics studies
104
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95
International review of economics & finance : IREF
94
International review of financial analysis
89
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82
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75
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61
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49
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37
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34
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34
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31
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30
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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
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
18
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17
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Global business review
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ECONIS (ZBW)
3,041
RePEc
4
Showing
1
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10
of
3,045
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date (newest first)
date (oldest first)
1
Can Internet concern about COVID-19 help predict stock markets : new evidence from high-concern and low-concern periods
Ren, Jiqin
;
Guo, Yuanxuan
;
Li, Jingjing
;
Li, Jingjing
- In:
Applied economics
56
(
2024
)
35
,
pp. 4155-4176
Persistent link: https://www.econbiz.de/10014559277
Saved in:
2
Macroeconomic news and intraday seasonal volatility in the cryptocurrency markets
Ben Omrane, Walid
;
Houidi, Fatma
;
Savaser, Tanseli
- In:
Applied economics
56
(
2024
)
38
,
pp. 4594-4610
Persistent link: https://www.econbiz.de/10014560361
Saved in:
3
Do Green bonds affect extreme spillover and hedging effects across stocks and commodities?
Mezghani, Taicir
;
Ben Hamadou, Fatma
;
Abbes, Mouna …
- In:
International journal of the economics of business
31
(
2024
)
2
,
pp. 103-130
Persistent link: https://www.econbiz.de/10014560546
Saved in:
4
Forecasting stock volatility using time-distance weighting fundamental’s shocks
Mei, Xueting
;
Wang, Xinyu
- In:
Finance research letters
65
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014564298
Saved in:
5
Financial uncertainty and stock market volatility
Jiang, Ying
;
Liu, Xiaoquan
;
Lu, Zhenyu
- In:
European financial management : the journal of the …
30
(
2024
)
3
,
pp. 1618-1667
Persistent link: https://www.econbiz.de/10014574142
Saved in:
6
Does the COVID-19 pandemic strengthen the volatility spillovers across global stock markets?
Zhou, Yuqin
;
Wu, Shan
;
Liu, Zhenhua
- In:
International journal of financial engineering
11
(
2024
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014574963
Saved in:
7
Are VaR models effective in capturing downside risk in alternative investment funds? : insights from a cross-country study
Panda, Amrit
;
Deb, Soumya Guha
- In:
International journal of financial engineering
11
(
2024
)
2
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014574970
Saved in:
8
The impact of climate change news on the US stock market
Fedorova, Elena
;
Iasakova, Polina
- In:
The journal of risk finance : JRF
25
(
2024
)
2
,
pp. 293-320
Persistent link: https://www.econbiz.de/10014504701
Saved in:
9
Time-frequency correlation and risk spillovers between Euramerican mature and Asian emerging crude oil futures markets
Hong, Shuifeng
;
Luo, Yimin
;
Li, Mengya
;
Yang, Duoping
- In:
The journal of risk finance : JRF
25
(
2024
)
2
,
pp. 321-336
Persistent link: https://www.econbiz.de/10014504706
Saved in:
10
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
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