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~subject:"ARCH model"
~type_genre:"Article in journal"
~type_genre:"Working Paper"
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ARCH model
Capital income
9,633
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9,628
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4,427
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4,427
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2,661
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2,660
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2,550
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2,548
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2,340
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2,103
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1,655
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1,484
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Gupta, Rangan
18
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15
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12
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11
Zhang, Yaojie
10
Li, Yan
8
Liang, Chao
8
Nonejad, Nima
7
Tiwari, Aviral Kumar
7
Wang, Yudong
7
Wu, Xinyu
7
Chiang, Thomas C.
6
Engle, Robert F.
6
Huang, Zhuo
6
Ledoit, Olivier
6
Shi, Yanlin
6
Wolf, Michael
6
Xuan Vinh Vo
6
Brooks, Robert
5
Demirer, Rıza
5
Lyócsa, Štefan
5
Mensi, Walid
5
Molnár, Peter
5
Wei, Yu
5
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4
Apergēs, Nikolaos
4
Bauwens, Luc
4
Catania, Leopoldo
4
Chevallier, Julien
4
De Nard, Gianluca
4
Floros, Christos
4
Ho, Kin-Yip
4
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4
Liang, Fang
4
Rodriguez, Gabriel
4
Sucarrat, Genaro
4
Suleman, Muhammad Tahir
4
Wang, Tianyi
4
Wu, Chongfeng
4
Yavas, Burhan F.
4
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Finance research letters
57
The North American journal of economics and finance : a journal of financial economics studies
38
Energy economics
34
International review of economics & finance : IREF
34
International review of financial analysis
31
Research in international business and finance
28
Applied economics
26
International journal of forecasting
26
Economic modelling
20
Journal of empirical finance
20
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
Journal of financial econometrics
17
Journal of international financial markets, institutions & money
17
Journal of forecasting
16
Journal of banking & finance
15
Journal of econometrics
15
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
13
Applied economics letters
12
Pacific-Basin finance journal
12
International journal of finance & economics : IJFE
10
Theoretical economics letters
10
Afro-Asian Journal of Finance and Accounting : AAJFA
9
Quantitative finance
9
Review of quantitative finance and accounting
9
The European journal of finance
9
Economics letters
8
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
8
Global business review
8
Global finance journal
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
International journal of economics and finance
7
Journal of risk
7
Studies in economics and finance
7
Annals of financial economics
6
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
6
International journal of emerging markets
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Computational economics
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
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ECONIS (ZBW)
892
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1
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10
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892
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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
Volatility and dependence in cryptocurrency and financial markets : a copula approach
Liu, Jinan
;
Serletis, Apostolos
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 119-149
Persistent link: https://www.econbiz.de/10014506890
Saved in:
3
The contagion between stock markets : evidence from Vietnam and Asian emerging stocks in the context of COVID-19 Pandemic
Le Thi Minh Huong
- In:
Macroeconomics and finance in emerging market economies
17
(
2024
)
1
,
pp. 78-94
Persistent link: https://www.econbiz.de/10014511849
Saved in:
4
Another look at the asymmetric relationship between stock returns and trading volume : evidence from the Markov-switching model
Bouattour, Mondher
;
Miloudi, Anthony
- In:
Review of accounting & finance
23
(
2024
)
2
,
pp. 256-279
Persistent link: https://www.econbiz.de/10014512246
Saved in:
5
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:
6
Context-dependent responses to geopolitical risk in Middle Eastern and African stock markets : an asymmetric volatility spillover study
Eissa, Mohamed Abdelaziz
;
Al Refai, Hisham M.
- In:
International review of economics & finance : IREF
94
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014583429
Saved in:
7
Price reversals after extreme price shocks : impact of earnings information with time series evidence from emerging market
Saji, T. G.
- In:
Journal of accounting, auditing & finance : JAAF
39
(
2024
)
2
,
pp. 414-433
Persistent link: https://www.econbiz.de/10014584608
Saved in:
8
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
- In:
The quarterly review of economics and finance
95
(
2024
),
pp. 280-293
Persistent link: https://www.econbiz.de/10014631538
Saved in:
9
Time-varying expected returns, conditional skewness and Bitcoin return predictability
Atance, David
;
Serna, Gregorio
- In:
The quarterly review of economics and finance
96
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014631563
Saved in:
10
Volatility spillovers among G7, E7 stock markets and cryptocurrencies
Aydoğan, Berna
;
Vardar, Gülin
;
Taçoğlu, Caner
- In:
Journal of economic and administrative sciences
40
(
2024
)
2
,
pp. 364-387
Persistent link: https://www.econbiz.de/10014632207
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