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~isPartOf:"Afro-Asian Journal of Finance and Accounting : AAJFA"
~isPartOf:"Journal of risk"
~subject:"Aktienmarkt"
~subject:"Emerging economies"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"ARCH model"
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Aktienmarkt
Emerging economies
ARCH model
63
ARCH-Modell
63
Volatility
42
Volatilität
42
Estimation
25
Risikomaß
25
Risk measure
25
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25
Capital income
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Aufsatz in Zeitschrift
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Al Refai, Hisham M.
1
Aloui, Chaker
1
Ben Salem, Marwa
1
Bouri, Elie
1
Chen, Jiusheng
1
Debasish, Sathya Swaroop
1
Eissa, Mohamed Abdelaziz
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Fakhfekh, Mohamed
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Feng, Yiyun
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1
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Parikh, Nirav
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Phan Thi Kieu Hoa
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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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1
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Afro-Asian Journal of Finance and Accounting : AAJFA
Journal of risk
Finance research letters
60
Research in international business and finance
53
International review of financial analysis
50
International review of economics & finance : IREF
48
Energy economics
46
Economic modelling
42
Journal of international financial markets, institutions & money
42
Applied economics
41
The North American journal of economics and finance : a journal of financial economics studies
36
Journal of risk and financial management : JRFM
28
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
26
Applied economics letters
24
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
22
Applied financial economics
21
International journal of finance & economics : IJFE
21
Journal of banking & finance
20
Pacific-Basin finance journal
20
Journal of empirical finance
19
Emerging markets review
16
International journal of economics and financial issues : IJEFI
16
Journal of forecasting
16
Journal of international money and finance
16
International journal of economics and finance
15
Review of quantitative finance and accounting
15
Cogent economics & finance
14
The journal of applied business research
14
Emerging markets, finance and trade : EMFT
13
Economic research
12
Finance a úvěr
12
Global finance journal
12
International Journal of Energy Economics and Policy : IJEEP
12
Economics letters
11
International Journal of Financial Studies : open access journal
11
International journal of forecasting
11
The European journal of finance
11
Theoretical and applied economics : GAER review
11
Theoretical economics letters
11
Finance India : the quarterly journal of Indian Institute of Finance
10
Global business review
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ECONIS (ZBW)
16
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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, Shyam …
- 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
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:
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
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:
6
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:
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
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:
10
An empirical examination of correlation dynamics between commodity and equity derivative indices : evidence from India using DCC-GARCH models
Swamy, Perumandla
;
Padma, Kurisetti
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
10
(
2020
)
2
,
pp. 207-234
Persistent link: https://www.econbiz.de/10012222641
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