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~isPartOf:"Applied economics"
~isPartOf:"Journal of international financial markets, institutions & money"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"ARCH model"
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ARCH model
270
ARCH-Modell
270
Volatility
178
Volatilität
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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68
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57
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57
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38
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33
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32
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32
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32
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32
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29
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29
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20
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Article
270
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Aufsatz in Zeitschrift
Article in journal
270
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English
270
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Blazsek, Szabolcs
6
Ma, Feng
6
Zhang, Yaojie
6
Hammoudeh, Shawkat
4
Kim, Jong-Min
4
Liang, Chao
4
Nguyen, Duc Khuong
4
Bouri, Elie
3
Goutte, Stéphane
3
Hamori, Shigeyuki
3
Jawadi, Fredj
3
McMillan, David G.
3
Narayan, Paresh Kumar
3
Roca, Eduardo
3
Allen, David E.
2
Aloui, Chaker
2
Ané, Thierry
2
Aragó, Vicent
2
Baillie, Richard
2
Caporin, Massimiliano
2
Chiang, Thomas C.
2
Chkili, Walid
2
Coronado, Semei
2
Degiannakis, Stavros
2
Dempsey, Michael
2
Filis, George
2
Floros, Christos
2
Guesmi, Khaled
2
He, Mengxi
2
Hou, Ai Jun
2
Hui, Eddie Chi Man
2
Hwang, Sun Young
2
Jung, Hojin
2
Kambouroudis, Dimos S.
2
Li, Yan
2
Licht, Adrian
2
Liu, Li
2
Liu, Ruipeng
2
Louhichi, Waël
2
Lu, Xinjie
2
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Applied economics
Journal of international financial markets, institutions & money
Energy economics
260
Finance research letters
199
Economic modelling
155
Journal of econometrics
146
International review of financial analysis
144
Journal of empirical finance
134
International review of economics & finance : IREF
125
Research in international business and finance
125
The North American journal of economics and finance : a journal of financial economics studies
123
Journal of banking & finance
113
Economics letters
109
Applied financial economics
101
International journal of forecasting
96
Journal of risk and financial management : JRFM
88
Journal of forecasting
87
Applied economics letters
79
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
76
The European journal of finance
74
The journal of futures markets
74
Econometric theory
73
Journal of financial econometrics : official journal of the Society for Financial Econometrics
65
International Journal of Energy Economics and Policy : IJEEP
63
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
63
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
56
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
54
International journal of finance & economics : IJFE
51
International journal of economics and financial issues : IJEFI
49
Econometric reviews
47
Journal of international money and finance
46
International journal of economics and finance
45
Review of quantitative finance and accounting
44
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
42
Journal of risk
42
The econometrics journal
40
Computational economics
39
Pacific-Basin finance journal
38
Cogent economics & finance
37
Journal of applied econometrics
37
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ECONIS (ZBW)
270
Showing
1
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10
of
270
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relevance
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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
The asymmetric impacts of oil price and shocks on inflation in BRICS : a multiple threshold nonlinear ARDL model
Li, Youshu
;
Guo, Junjie
- In:
Applied economics
54
(
2022
)
12
,
pp. 1377-1395
Persistent link: https://www.econbiz.de/10012875243
Saved in:
3
Performance analysis of nowcasting of GDP growth when allowing for conditional heteroscedasticity and non-Gaussianity
Javed, Farrukh
;
Kiss, Tamás
;
Österholm, Pär
- In:
Applied economics
54
(
2022
)
58
,
pp. 6669-6686
Persistent link: https://www.econbiz.de/10013494234
Saved in:
4
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:
5
Score function scaling for QAR plus Beta-t-EGARCH : an empirical application to the S&P 500
Ayala, Astrid Loretta
;
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics
56
(
2024
)
31
,
pp. 3684-3697
Persistent link: https://www.econbiz.de/10014528626
Saved in:
6
Introducing the GVAR-GARCH model : evidence from financial markets
Prelorentzos, Arsenios-Georgios N.
;
Konstantakis, …
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014494797
Saved in:
7
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:
8
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:
9
Systematic extreme correlation of Chinese stock market
Long, Jun
;
Yuan, Xianghui
;
Jin, Liwei
;
Zhao, Chencheng
; …
- In:
Applied economics
56
(
2024
)
39
,
pp. 4718-4729
Persistent link: https://www.econbiz.de/10014560394
Saved in:
10
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
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