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~isPartOf:"Applied economics letters"
~isPartOf:"Applied financial economics"
~isPartOf:"Finance research letters"
~isPartOf:"Financial innovation : FIN"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Pacific-Basin finance journal"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~language:"eng"
~language:"nor"
~person:"Apergēs, Nikolaos"
~person:"Fletcher, Jonathan"
~person:"Gil-Alaña, Luis A."
~person:"Goodell, John W."
~person:"Kang, Sang Hoon"
~person:"Pierdzioch, Christian"
~person:"Roubaud, David"
~person:"Ur Rehman, Mobeen"
~person:"Wang, Yudong"
~person:"Zhang, Wei"
~subject:"ARCH model"
~subject:"Stock market"
~subject:"Volatilität"
~subject:"Zeitreihenanalyse"
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ARCH model
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Estimation
69
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63
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Apergēs, Nikolaos
Fletcher, Jonathan
Gil-Alaña, Luis A.
Goodell, John W.
Kang, Sang Hoon
Pierdzioch, Christian
Roubaud, David
Ur Rehman, Mobeen
Wang, Yudong
Zhang, Wei
Gupta, Rangan
44
Mensi, Walid
26
Lucey, Brian M.
20
Ryu, Doojin
20
Wohar, Mark E.
19
Bouri, Elie
18
Tiwari, Aviral Kumar
18
Xuan Vinh Vo
18
Narayan, Paresh Kumar
17
Hammoudeh, Shawkat
16
McMillan, David G.
16
Chang, Tsangyao
14
Xiong, Xiong
14
Al-Yahyaee, Khamis Hamed
13
Caporale, Guglielmo Maria
13
Sensoy, Ahmet
13
Yoon, Seong-min
13
Corbet, Shaen
12
Ma, Feng
12
Wu, Xinyu
12
McAleer, Michael
11
Wei, Yu
11
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11
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11
Zhu, Huiming
11
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10
Ko, Kuan-Cheng
10
Lien, Da-hsiang Donald
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Lyócsa, Štefan
10
Shahzad, Syed Jawad Hussain
10
Wang, Xingchun
10
Wen, Fenghua
10
Zhuang, Xintian
10
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Applied economics letters
Applied financial economics
Finance research letters
Financial innovation : FIN
Journal of empirical finance
Pacific-Basin finance journal
The North American journal of economics and finance : a journal of financial economics studies
CESifo working papers
58
Economics and finance working paper series
48
Energy economics
45
Applied economics
30
Discussion papers / Deutsches Institut für Wirtschaftsforschung
24
Economic modelling
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International review of financial analysis
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International review of economics & finance : IREF
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Department of Economics working paper series
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Research in international business and finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Kiel Working Paper
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Kieler Arbeitspapiere
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Discussion papers of interdisciplinary research project 373
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Journal of forecasting
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
International journal of finance & economics : IJFE
8
Tourism economics : the business and finance of tourism and recreation
7
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
6
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
6
Journal of economic studies
6
Working papers / University of Connecticut, Department of Economics
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EUI working paper / ECO
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Economics letters
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Emerging markets review
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Journal of economics and finance
5
Journal of economics and finance : JEF
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Journal of international money and finance
5
The European journal of finance
5
European review of economics and finance
4
International Journal of Financial Studies : open access journal
4
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ECONIS (ZBW)
113
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1
Impact of ESG regulation on stock market returns : investor responses to a reasonable assurance mandate
Pandey, Dharen Kumar
;
Kumari, Vineeta
;
Palma, Alessia
; …
- In:
Finance research letters
64
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014531743
Saved in:
2
Is macroeconomic tail risk contagious to stock idiosyncratic risk?
Yao, Shouyu
;
Liu, Zezhong
;
Wang, Chunfeng
;
Palma, Alessia
; …
- In:
Finance research letters
63
(
2024
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014531317
Saved in:
3
Climate risk exposure and the cross-section of Chinese stock returns
Zhang, Yaojie
;
He, Mengxi
;
Liao, Cunfei
;
Wang, Yudong
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473512
Saved in:
4
Do U.S. economic conditions at the state level predict the realized volatility of oil-price returns? : a quantile machine-learning approach
Gupta, Rangan
;
Pierdzioch, Christian
- In:
Financial innovation : FIN
9
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014288917
Saved in:
5
Extreme dependence and spillovers between uncertainty indices and stock markets : does the US market play a major role?
Mensi, Walid
;
Kamal, Md Rajib
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014485327
Saved in:
6
Forecasting stock market volatility : the sum of the parts is more than the whole
Gao, Shang
;
Zhang, Zhikai
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473040
Saved in:
7
Geopolitical risk and the Saudi stock market : evidence from a new wavelet packet multiresolution cross-causality
Saâdaoui, Foued
;
Jabeur, Sami Ben
;
Goodell, John W.
- In:
Finance research letters
53
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014472462
Saved in:
8
Impact of Russia-Ukraine war attention on cryptocurrency : evidence from quantile dependence analysis
Khalfaoui, Rabeh
;
Gozgor, Giray
;
Goodell, John W.
- In:
Finance research letters
52
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014472182
Saved in:
9
Linkages between CBDC and cryptocurrency uncertainties, and digital payment stocks
Yousaf, Imran
;
Goodell, John W.
- In:
Finance research letters
54
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014472731
Saved in:
10
Oil price shocks and stock-bond correlation
Ziadat, Salem Adel
;
Al Rababa'a, Abdel Razzaq
;
Ur …
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014486268
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