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~isPartOf:"Australian economic papers"
~isPartOf:"Emerging markets, finance and trade : EMFT"
~isPartOf:"International review of financial analysis"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Kapitaleinkommen"
~subject:"Markov chain"
~subject:"Share price"
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Search: subject_exact:"ARCH model"
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Kapitaleinkommen
Markov chain
Share price
ARCH model
227
ARCH-Modell
227
Volatility
159
Volatilität
159
Estimation
74
Schätzung
74
Capital income
68
Theorie
55
Theory
55
Aktienmarkt
54
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54
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103
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Li, Yan
4
Ma, Feng
4
Degiannakis, Stavros
3
Floros, Christos
3
Gupta, Rangan
3
Chan, Jennifer So Kuen
2
Fabozzi, Frank J.
2
Filis, George
2
Haas, Markus
2
Kok Haur Ng
2
Lau, Chi Keung
2
Lee, Chien-chiang
2
Liang, Chao
2
Lu, Fei
2
McCauley, Joseph L.
2
Morelli, David
2
Nam, Kiseok
2
Wei, Yu
2
Yarovaya, Larisa
2
Akinsomi, Omokolade
1
Alhaj-Yaseen, Yaseen S.
1
Ali, Md Hakim
1
An, Haizhong
1
Anatolyev, Stanislav
1
Andrikopulos, Andreas A.
1
Angelidis, Timotheos
1
Ané, Thierry
1
Arkorful, Gideon Bruce
1
Arshanapalli, Bala Gangadhar
1
Badshah, Ihsan Ullah
1
Bahcivan, Hulusi
1
Ballester, Laura
1
Barkoulas, John T.
1
Baur, Dirk G.
1
Bauwens, Luc
1
Bee, Marco
1
Berger, Theo
1
Bevilacqua, Mattia
1
Bianchi, Michele Leonardo
1
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1
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Australian economic papers
Emerging markets, finance and trade : EMFT
International review of financial analysis
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Finance research letters
90
Energy economics
81
Journal of empirical finance
76
International review of economics & finance : IREF
75
The North American journal of economics and finance : a journal of financial economics studies
71
Applied economics
69
Research in international business and finance
65
Economic modelling
56
Journal of international financial markets, institutions & money
55
Journal of risk and financial management : JRFM
48
International journal of forecasting
45
Journal of banking & finance
41
Journal of econometrics
41
Journal of forecasting
39
Applied economics letters
36
The European journal of finance
36
Applied financial economics
30
Economics letters
29
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
28
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
25
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
25
International Journal of Energy Economics and Policy : IJEEP
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
Discussion paper / Tinbergen Institute
23
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
23
Pacific-Basin finance journal
23
International journal of finance & economics : IJFE
22
Journal of financial econometrics
22
International journal of economics and finance
21
International Journal of Financial Studies : open access journal
20
Review of quantitative finance and accounting
20
Working paper
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Cogent economics & finance
19
International journal of economics and financial issues : IJEFI
19
The journal of futures markets
18
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
17
Global business review
17
Afro-Asian Journal of Finance and Accounting : AAJFA
16
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ECONIS (ZBW)
103
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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 and dependence in cryptocurrency and financial markets : a copula approach
Liu, Jinan
;
Serletis, Apostolos
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 119-149
Persistent link: https://www.econbiz.de/10014506890
Saved in:
3
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:
4
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:
5
Diversifying and hedging REIT portfolios with cryptocurrencies : evidence from global and regional REIT indices
Odusami, Babatunde Olatunji
;
Akinsomi, Omokolade
- In:
International review of financial analysis
94
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014544083
Saved in:
6
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:
7
Forecasting European stock volatility : the role of the UK
Gao, Jun
;
Gao, Xiang
;
Gu, Chen
- In:
International review of financial analysis
89
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014464832
Saved in:
8
Long-term adjusted volatility : powerful capability in forecasting stock market returns
Qiu, Rui
;
Liu, Jing
;
Li, Yan
- In:
International review of financial analysis
86
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014248427
Saved in:
9
The impacts of futures trading on volatility and volatility asymmetry of Bitcoin returns
Zhang, Chuanhai
;
Ma, Huan
;
Arkorful, Gideon Bruce
;
Peng, Zhe
- In:
International review of financial analysis
86
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014248982
Saved in:
10
Risk spillovers from China's and the US stock markets during high-volatility periods : evidence from East Asianstock markets
Wang, Bo
;
Xiao, Yang
- In:
International review of financial analysis
86
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014249132
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