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~isPartOf:"Applied economics"
~isPartOf:"Journal of risk"
~isPartOf:"Research in international business and finance"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"ARCH model"
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ARCH model
330
ARCH-Modell
330
Volatility
218
Volatilität
218
Estimation
109
Schätzung
109
Börsenkurs
97
Share price
97
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88
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88
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80
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80
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63
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63
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54
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54
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54
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48
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48
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48
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41
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36
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34
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Aufsatz in Zeitschrift
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330
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330
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Zhang, Yaojie
7
Blazsek, Szabolcs
6
Bouri, Elie
5
Gupta, Rangan
5
Ma, Feng
5
Tiwari, Aviral Kumar
5
Kim, Jong-Min
4
Wu, Xinyu
4
Chevallier, Julien
3
Degiannakis, Stavros
3
Ftiti, Zied
3
Gozgor, Giray
3
Hammoudeh, Shawkat
3
Hamori, Shigeyuki
3
He, Mengxi
3
Jawadi, Fredj
3
Ji, Qiang
3
Lau, Chi Keung
3
McMillan, David G.
3
Papadamou, Stephanos
3
Roca, Eduardo
3
Wang, Yudong
3
Aboura, Sofiane
2
Allen, David E.
2
Ben Ouda, Olfa
2
Caporale, Guglielmo Maria
2
Coronado, Semei
2
Delhoumi, Ezzeddine
2
Dempsey, Michael
2
Goutte, Stéphane
2
Hammami, Yacine
2
Hui, Eddie Chi Man
2
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2
Jilani, Faouzi
2
Jung, Hojin
2
Kenourgios, Dimitris
2
Koulis, Alexandros
2
Koutmos, Dimitrios
2
Liang, Chao
2
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2
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Applied economics
Journal of risk
Research in international business and finance
Energy economics
260
Finance research letters
198
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
The North American journal of economics and finance : a journal of financial economics studies
123
Journal of banking & finance
113
Economics letters
109
Journal of international financial markets, institutions & money
107
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
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)
330
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1
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10
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330
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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
The safe haven, hedging, and diversification properties of oil, gold, and cryptocurrency for the G7 equity markets : evidence from the pre- and post-COVID-19 periods
Tarchella, Salma
;
Khalfaoui, Rabeh
;
Hammoudeh, Shawkat
- In:
Research in international business and finance
67
(
2024
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451553
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
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:
7
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:
8
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:
9
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:
10
Do gulf stock markets share time varying connectedness
Saeed, Tareq
;
Nautiyal, Neeraj
;
Ur Rehman, Mobeen
; …
- In:
Applied economics
55
(
2023
)
48
,
pp. 5700-5718
Persistent link: https://www.econbiz.de/10014335664
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