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~isPartOf:"Afro-Asian Journal of Finance and Accounting : AAJFA"
~isPartOf:"Emerging markets review"
~isPartOf:"Journal of risk"
~subject:"Aktienmarkt"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"ARCH model"
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Aktienmarkt
ARCH model
89
ARCH-Modell
89
Volatility
55
Volatilität
55
Estimation
31
Schätzung
31
Risikomaß
29
Risk measure
29
Stock market
28
Capital income
25
Kapitaleinkommen
25
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Emerging economies
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Forecasting model
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volatility
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value-at-risk (VaR)
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Aufsatz in Zeitschrift
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28
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Xuan Vinh Vo
3
Brooks, Robert
2
Ahmad, Nasir
1
Ajmi, Ahdi Noomen
1
Al Refai, Hisham M.
1
Aloui, Chaker
1
Atukeren, Erdal
1
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1
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1
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1
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1
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1
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1
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Afro-Asian Journal of Finance and Accounting : AAJFA
Emerging markets review
Journal of risk
Finance research letters
59
International review of financial analysis
49
Energy economics
47
Research in international business and finance
47
International review of economics & finance : IREF
46
Journal of international financial markets, institutions & money
42
Economic modelling
41
Applied economics
38
The North American journal of economics and finance : a journal of financial economics studies
33
Journal of risk and financial management : JRFM
27
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
23
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
22
Applied economics letters
21
Applied financial economics
21
International journal of finance & economics : IJFE
20
Pacific-Basin finance journal
20
Journal of banking & finance
19
Journal of empirical finance
18
International journal of economics and financial issues : IJEFI
16
Journal of forecasting
15
Review of quantitative finance and accounting
15
Cogent economics & finance
14
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
13
International journal of economics and finance
13
Journal of international money and finance
13
The journal of applied business research
12
Economic research
11
Finance a úvěr
11
Global finance journal
11
International Journal of Financial Studies : open access journal
11
International journal of forecasting
11
The European journal of finance
11
Theoretical economics letters
11
Economics letters
10
Finance India : the quarterly journal of Indian Institute of Finance
10
Global business review
10
International Journal of Energy Economics and Policy : IJEEP
10
Investment management and financial innovations
10
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ECONIS (ZBW)
28
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28
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1
Explanatory power of realised moments
Rehman, Seema
;
Sharif, Saqib
;
Ullah, Wali
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
14
(
2024
)
1
,
pp. 22-42
Persistent link: https://www.econbiz.de/10014490919
Saved in:
2
Structural change, information asymmetry and volatility in Indian stock market : evidence from pre-and-post-COVID-19 outbreak
Mohanasundaram, T.
;
Rizwana, M.
;
Sathyanarayana, S.
; …
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
14
(
2024
)
3
,
pp. 412-431
Persistent link: https://www.econbiz.de/10014546120
Saved in:
3
Asymmetric risk spillovers between oil and the Chinese stock market : a Beta-skew-t-EGARCH-EVT-copula approach
Chen, Jiusheng
- In:
Journal of risk
25
(
2023
)
3
,
pp. 77-127
Persistent link: https://www.econbiz.de/10014283909
Saved in:
4
Forecasting volatility of Saudi stock market (TASI) and sectoral indices
Kumaran, Sunitha
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
13
(
2023
)
6
,
pp. 819-842
Persistent link: https://www.econbiz.de/10014434354
Saved in:
5
Volatility dynamics of Tunisian stock market before and during COVID-19 outbreak and diversification benefits of Bitcoin
Ben Salem, Marwa
;
Fakhfekh, Mohamed
;
Jeribi, Ahmed
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
13
(
2023
)
5
,
pp. 651-672
Persistent link: https://www.econbiz.de/10014391407
Saved in:
6
Causal relation and dynamic volatility spillover between commodity market and stock market : empirical evidence from India
Kaura, Ruchika
;
Kishor, Nawal
;
Rajput, Namita
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
12
(
2022
)
2
,
pp. 232-253
Persistent link: https://www.econbiz.de/10013252728
Saved in:
7
Investigation of stock return volatility using Shannon entropy : evidence from ASEAN stock markets
Xuan Vinh Vo
;
Tran Thi Tuan Anh
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
12
(
2022
)
4
,
pp. 479-490
Persistent link: https://www.econbiz.de/10013350691
Saved in:
8
The equity market returns and volatility spillover from the US and Japanese markets to Asian frontier markets
Thi Ngan Nguyen
;
Phan Thi Kieu Hoa
;
Parikh, Nirav
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
12
(
2022
)
4
,
pp. 491-508
Persistent link: https://www.econbiz.de/10013350713
Saved in:
9
Forecasting the realized volatility of stock markets with financial stress
Guo, Chuan
;
Feng, Yiyun
- In:
Journal of risk
25
(
2022
)
1
,
pp. 23-48
Persistent link: https://www.econbiz.de/10013549680
Saved in:
10
Dependence dynamics of stock markets during COVID-19
Ur Rehman, Mobeen
;
Ahmad, Nasir
;
Shahzad, Syed Jawad Hussain
- In:
Emerging markets review
51
(
2022
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10013418824
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