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~isPartOf:"Applied financial economics"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Aktienmarkt"
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Search: subject_exact:"ARCH model"
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Aktienmarkt
ARCH model
519
ARCH-Modell
519
Volatility
330
Volatilität
330
Estimation
163
Schätzung
163
Theorie
153
Theory
153
Capital income
136
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Arouri, Mohamed
3
Conrad, Christian
2
Degiannakis, Stavros
2
Engle, Robert F.
2
Gupta, Rangan
2
Hamori, Shigeyuki
2
Huang, Zhuo
2
Karanasos, Menelaos
2
Lahiani, Amine
2
Mensi, Walid
2
Min, Hong-ghi
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Nguyen, Duc Khuong
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2
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2
Ahmed, Abdullahi Dahir
1
Ajmi, Ahdi Noomen
1
Alaoui, Abdelkader O. el
1
Alberg, Dima
1
Ali, Faek Menla
1
Alotaibi, Abdullah R.
1
Amanjot Singh
1
Anatolyev, Stanislav
1
Andrikopulos, Andreas A.
1
Arize, Augustine Chuck
1
Aslanidis, Nektarios
1
Asutay, Mehmet
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Avdoulas, Christos
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Babikir, Ali
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Bauwens, Luc
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1
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1
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1
Boubaker, Adel
1
Boubaker, Sabri
1
Brooks, Robert
1
Buccheri, Giuseppe
1
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Applied financial economics
Economic modelling
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of empirical finance
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Finance research letters
57
International review of financial analysis
49
Research in international business and finance
47
International review of economics & finance : IREF
46
Energy economics
45
Journal of international financial markets, institutions & money
42
Applied economics
38
The North American journal of economics and finance : a journal of financial economics studies
33
Journal of risk and financial management : JRFM
27
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
23
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
22
Applied economics letters
21
Pacific-Basin finance journal
20
International journal of finance & economics : IJFE
19
Journal of banking & finance
19
International journal of economics and financial issues : IJEFI
16
Journal of forecasting
15
Review of quantitative finance and accounting
15
Cogent economics & finance
14
Emerging markets review
13
International journal of economics and finance
13
Journal of international money and finance
13
Afro-Asian Journal of Finance and Accounting : AAJFA
12
Emerging markets, finance and trade : EMFT
12
The journal of applied business research
12
Economic research
11
Finance a úvěr
11
Global finance journal
11
International Journal of Financial Studies : open access journal
11
International journal of forecasting
11
The European journal of finance
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Theoretical economics letters
11
Economics letters
10
Finance India : the quarterly journal of Indian Institute of Finance
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Global business review
10
International Journal of Energy Economics and Policy : IJEEP
10
Investment management and financial innovations
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ECONIS (ZBW)
87
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1
Equity markets volatility clustering : a multiscale analysis of intraday and overnight returns
Zhao, Xiaojun
;
Zhang, Na
;
Zhang, Yali
;
Xu, Chao
;
Shang, …
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-
Persistent link: https://www.econbiz.de/10014578531
Saved in:
2
The effects of economic uncertainty on financial volatility : a comprehensive investigation
Tong, Chen
;
Huang, Zhuo
;
Wang, Tianyi
;
Zhang, Cong
- In:
Journal of empirical finance
73
(
2023
),
pp. 369-389
Persistent link: https://www.econbiz.de/10014477040
Saved in:
3
The asymmetric dynamics of stock-bond liquidity correlation in China : the role of macro-financial determinants
Pan, Beier
- In:
Economic modelling
124
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463273
Saved in:
4
Conditional out-of-sample predictability of aggregate equity returns and aggregate equity return volatility using economic variables
Nonejad, Nima
- In:
Journal of empirical finance
70
(
2023
),
pp. 91-122
Persistent link: https://www.econbiz.de/10014423619
Saved in:
5
Does the asymmetric dependence volatility affect risk spillovers between the crude oil market and BRICS stock markets?
Jiang, Kunliang
;
Ye, Wuyi
- In:
Economic modelling
117
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014229176
Saved in:
6
Investigating the dynamic relationship between litigation funding, gold, bitcoin and the stock market : the case of Australia
Amanjot Singh
- In:
Economic modelling
97
(
2021
),
pp. 45-57
Persistent link: https://www.econbiz.de/10012793297
Saved in:
7
Correlation regimes in international equity and bond returns
Aslanidis, Nektarios
;
Martinez, Oscar
- In:
Economic modelling
97
(
2021
),
pp. 397-410
Persistent link: https://www.econbiz.de/10012793476
Saved in:
8
A score-driven conditional correlation model for noisy and asynchronous data : an application to high-frequency covariance dynamics
Buccheri, Giuseppe
;
Bormetti, Giacomo
;
Corsi, Fulvio
; …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 920-936
Persistent link: https://www.econbiz.de/10012653203
Saved in:
9
Oil price shocks and the US stock market : a nonlinear approach
Hwang, Inwook
;
Kim, Jaebeom
- In:
Journal of empirical finance
64
(
2021
),
pp. 23-36
Persistent link: https://www.econbiz.de/10013259395
Saved in:
10
Global investigation on the country-level idiosyncratic volatility and its determinants
Caglayan, Mustafa O.
;
Xue, Wenjun
;
Zhang, Liwen
- In:
Journal of empirical finance
55
(
2020
),
pp. 143-160
Persistent link: https://www.econbiz.de/10012175331
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