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~isPartOf:"Applied economics"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"ARCH model"
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Volatilität
ARCH model
270
ARCH-Modell
270
Volatility
178
Estimation
94
Schätzung
94
Aktienmarkt
80
Börsenkurs
80
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80
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80
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68
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57
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32
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178
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Aufsatz in Zeitschrift
Article in journal
178
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English
178
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Ma, Feng
6
Zhang, Yaojie
6
Liang, Chao
4
Nguyen, Duc Khuong
4
Bouri, Elie
3
Hammoudeh, Shawkat
3
Kim, Jong-Min
3
McMillan, David G.
3
Aloui, Chaker
2
Ané, Thierry
2
Chkili, Walid
2
Coronado, Semei
2
Dempsey, Michael
2
Filis, George
2
Floros, Christos
2
Goutte, Stéphane
2
Hamori, Shigeyuki
2
He, Mengxi
2
Hou, Ai Jun
2
Hui, Eddie Chi Man
2
Hwang, Sun Young
2
Jawadi, Fredj
2
Kambouroudis, Dimos S.
2
Li, Yan
2
Liu, Li
2
Louhichi, Waël
2
Lu, Xinjie
2
Luu Duc Toan Huynh
2
Molnár, Peter
2
Narayan, Paresh Kumar
2
Pereira, Pedro L. Valls
2
Romero, Rafael
2
Roubaud, David
2
Tiwari, Aviral Kumar
2
Todorova, Neda
2
Ureche-Rangau, Loredana
2
Wagner, Niklas F.
2
Wahab, M. I. M.
2
Wang, Yudong
2
Wei, Yu
2
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Applied economics
Journal of international financial markets, institutions & money
Energy economics
218
Finance research letters
149
International review of financial analysis
110
Economic modelling
108
The North American journal of economics and finance : a journal of financial economics studies
101
International review of economics & finance : IREF
97
Journal of empirical finance
93
Research in international business and finance
91
Journal of risk and financial management : JRFM
69
Journal of econometrics
66
International journal of forecasting
64
Applied financial economics
60
Journal of forecasting
57
Journal of banking & finance
55
Economics letters
52
Applied economics letters
51
International Journal of Energy Economics and Policy : IJEEP
49
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
45
International journal of finance & economics : IJFE
42
The journal of futures markets
42
Journal of financial econometrics : official journal of the Society for Financial Econometrics
40
The European journal of finance
40
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
38
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
32
International journal of economics and financial issues : IJEFI
32
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
30
International journal of economics and finance
30
Cogent economics & finance
29
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
29
Pacific-Basin finance journal
28
Review of quantitative finance and accounting
28
The empirical economics letters : a monthly international journal of economics
28
Journal of international money and finance
27
Journal of financial econometrics
25
Quantitative finance
25
Econometric reviews
22
Financial innovation : FIN
22
Global business review
22
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ECONIS (ZBW)
178
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1
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10
of
178
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date (newest first)
date (oldest first)
1
Spillovers from stock markets to currency markets : evidence from Copula-CoVar with time-varying higher moments
Usman, Muhammad
;
Umar, Zaghum
;
Gubareva, Mariya
;
Dang …
- In:
Applied economics
55
(
2023
)
52
,
pp. 6091-6114
Persistent link: https://www.econbiz.de/10014381519
Saved in:
2
International stock market volatility : a global tail risk sight
Lu, Xinjie
;
Zeng, Qing
;
Zhong, Juandan
;
Zhu, Bo
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014494749
Saved in:
3
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:
4
Functional ARCH directional dependence via copula for intraday volatility from high-frequency financial time series
Kim, Jong-Min
;
Hwang, Sun Young
- In:
Applied economics
53
(
2021
)
4
,
pp. 506-520
Persistent link: https://www.econbiz.de/10012416072
Saved in:
5
Did cryptomarket chaos unleash Silvergate's bankruptcy? : investigating the high-frequency volatility and connectedness behind the collapse
Esparcia, Carlos
;
Escribano, Ana
;
Jareño, Francisco
- In:
Journal of international financial markets, …
89
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014490072
Saved in:
6
Realized higher-order moments spillovers across cryptocurrencies
Apergēs, Nikolaos
- In:
Journal of international financial markets, …
85
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014433236
Saved in:
7
International stock volatility predictability : new evidence from uncertainties
Wang, Jiqian
;
Ma, Feng
;
Wang, Tianyang
;
Wu, Lan
- In:
Journal of international financial markets, …
85
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014433290
Saved in:
8
Global financial stress index and long-term volatility forecast for international stock markets
Liang, Chao
;
Luo, Qin
;
Li, Yan
;
Luu Duc Toan Huynh
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014482967
Saved in:
9
Tail dependence structure and extreme risk spillover effects between the international agricultural futures and spot markets
Dai, Yun-Shi
;
Dai, Peng-Fei
;
Zhou, Wei-Xing
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014482970
Saved in:
10
Market momentum amplifies market volatility risk : evidence from China's equity market
Liang, Chao
;
Luu Duc Toan Huynh
;
Li, Yan
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014483186
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