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~isPartOf:"Applied economics letters"
~isPartOf:"International review of financial analysis"
~subject:"Börsenkurs"
~subject:"GARCH"
~subject:"Oil price"
~subject:"Stock market"
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Search: subject_exact:"Generalized autoregressive conditional heteroscedasticity"
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Börsenkurs
GARCH
Oil price
Stock market
ARCH model
223
ARCH-Modell
223
Volatility
161
Volatilität
161
Estimation
78
Schätzung
78
Aktienmarkt
70
Capital income
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Kapitaleinkommen
70
Share price
67
Forecasting model
61
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Theorie
45
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123
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Ma, Feng
7
Li, Yan
4
Bouri, Elie
2
Brooks, Robert
2
Choudhry, Taufiq
2
Degiannakis, Stavros
2
Do, Hung Xuan
2
Filis, George
2
Floros, Christos
2
Guesmi, Khaled
2
Gupta, Rangan
2
Kouretas, Georgios P.
2
Liang, Chao
2
Lu, Fei
2
Lu, Xinjie
2
Lucey, Brian M.
2
McMillan, David G.
2
Mendes, Beatriz Vaz de Melo
2
Morelli, David
2
Nonejad, Nima
2
Shahzad, Syed Jawad Hussain
2
Wang, Lu
2
Wang, Xiong
2
Wei, Yu
2
Wu, Xinyu
2
Yarovaya, Larisa
2
Abdmoulah, Walid
1
Alexander, Carol
1
Alhaj-Yaseen, Yaseen S.
1
An, Haizhong
1
Andrikopulos, Andreas A.
1
Angelidis, Timotheos
1
Apergis, Emmanuel
1
Apergēs, Nikolaos
1
Ardia, David
1
Arjona, Enrique
1
Badshah, Ihsan Ullah
1
Baek, Changryong
1
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1
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Applied economics letters
International review of financial analysis
Energy economics
192
Finance research letters
109
International review of economics & finance : IREF
88
Applied economics
87
Economic modelling
83
Research in international business and finance
76
The North American journal of economics and finance : a journal of financial economics studies
73
Journal of international financial markets, institutions & money
61
Journal of risk and financial management : JRFM
56
Journal of empirical finance
50
International Journal of Energy Economics and Policy : IJEEP
47
Journal of banking & finance
41
Economics letters
37
Journal of econometrics
34
International journal of forecasting
33
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
32
International journal of finance & economics : IJFE
31
Applied financial economics
29
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
29
Journal of forecasting
29
Discussion paper / Tinbergen Institute
26
Cogent economics & finance
25
International journal of economics and finance
25
International journal of economics and financial issues : IJEFI
25
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
24
Review of quantitative finance and accounting
24
Pacific-Basin finance journal
23
The European journal of finance
23
Working paper
22
International Journal of Financial Studies : open access journal
21
CESifo working papers
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Emerging markets, finance and trade : EMFT
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of international money and finance
19
The empirical economics letters : a monthly international journal of economics
19
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
Afro-Asian Journal of Finance and Accounting : AAJFA
17
Department of Economics working paper series
17
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1
The asymmetric volatility spillover across Shanghai, Hong Kong and the U.S. stock markets : a regime weighted measure and its forecast inference
Sheng, Lin Wen
;
Uddin, Mohammed Gazi Salah
;
Sen, Ding
; …
- In:
International review of financial analysis
91
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014446963
Saved in:
2
Volatility prediction for the energy sector with economic determinants : evidence from a hybrid model
Wang, Yuejing
;
Ye, Wuyi
;
Jiang, Ying
;
Liu, Xiaoquan
- In:
International review of financial analysis
92
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014492381
Saved in:
3
Impacts of economic policy uncertainty on the time-varying risk-return relationship : evidence from G7 countries
He, Zhifang
;
Zheng, Jie
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 270-274
Persistent link: https://www.econbiz.de/10014468759
Saved in:
4
GARCH-M model with an asymmetric risk premium : distinguishing between "good" and "bad" volatility periods
Trifonov, Juri
;
Potanin, Bogdan
- In:
International review of financial analysis
91
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014446930
Saved in:
5
Crude oil prices in times of crisis : the role of Covid-19 and historical events
Bouazizi, Tarek
;
Guesmi, Khaled
;
Galariotis, Emilios
; …
- In:
International review of financial analysis
91
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014446934
Saved in:
6
The day-of-the-week effect on global stock market volatility after a market shock
Kang, Taehyeon
;
Cho, Eunyoung
- In:
Applied economics letters
31
(
2024
)
8
,
pp. 696-701
Persistent link: https://www.econbiz.de/10014557841
Saved in:
7
Real-time forecast of DSGE models with time-varying volatility in GARCH form
Çekin, Semih Emre
;
Ivashchenko, Sergey
;
Gupta, Rangan
; …
- In:
International review of financial analysis
93
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014543555
Saved in:
8
Do commodity futures have a steering effect on the spot stock market in China? : new evidence from volatility forecasting
Lu, Fei
;
Ma, Feng
;
Bouri, Elie
;
Liao, Yin
- In:
International review of financial analysis
94
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014543949
Saved in:
9
Forecasting stock volatility with economic policy uncertainty : a smooth transition GARCH-MIDAS model
Li, Dongxin
;
Zhang, Li
;
Li, Lihong
- In:
International review of financial analysis
88
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014471874
Saved in:
10
Have the predictability of oil changed during the COVID-19 pandemic : evidence from international stock markets
Ding, Hui
;
Huang, Yisu
;
Wang, Jiqian
- In:
International review of financial analysis
87
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014460444
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