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~subject:"Capital income"
~subject:"Germany"
~subject:"Welt"
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Search: subject_exact:"GARCH model"
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ECONIS (ZBW)
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1
Measuring liquidity with return volatility : an analytical approach based on heavy-tailed Censored-GARCH model
Zhao, Wandi
;
Gao, Yang
;
Wang, Mingjin
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013538992
Saved in:
2
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:
3
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:
4
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:
5
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:
6
The impact of investor protection on stock market volatility
Silva, João
;
Febra, Lígia
;
Costa, Magali
- In:
Review of accounting & finance
23
(
2024
)
1
,
pp. 80-103
Persistent link: https://www.econbiz.de/10014512216
Saved in:
7
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:
8
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
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9
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:
10
Crude oil volatility forecasting : insights from a novel time-varying parameter GARCH-MIDAS model
Peng, Lijuan
;
Liang, Chao
;
Yang, Baoying
;
Wang, Lu
- In:
International review of economics & finance : IREF
94
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014583437
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