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~isPartOf:"Econometric reviews"
~isPartOf:"International Journal of Energy Economics and Policy : IJEEP"
~isPartOf:"International journal of finance & economics : IJFE"
~subject:"Share price"
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Share price
ARCH model
161
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161
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113
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Estimation
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Econometric reviews
International Journal of Energy Economics and Policy : IJEEP
International journal of finance & economics : IJFE
Finance research letters
56
International review of economics & finance : IREF
49
Applied economics
47
Energy economics
46
Research in international business and finance
43
International review of financial analysis
42
The North American journal of economics and finance : a journal of financial economics studies
40
Economic modelling
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Journal of risk and financial management : JRFM
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33
Applied economics letters
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International journal of forecasting
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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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Economics letters
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Cogent economics & finance
15
International journal of economics and financial issues : IJEFI
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
14
Discussion paper / Tinbergen Institute
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Global business review
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International Journal of Financial Studies : open access journal
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Review of quantitative finance and accounting
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The empirical economics letters : a monthly international journal of economics
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Emerging markets, finance and trade : EMFT
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The European journal of finance
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Department of Economics working paper series
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International journal of economics and finance
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The journal of applied business research
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Finance India : the quarterly journal of Indian Institute of Finance
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Pacific-Basin finance journal
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Theoretical economics letters
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Afro-Asian Journal of Finance and Accounting : AAJFA
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Estimating the stock/portfolio volatility and the volatility of volatility : a new simple method
Alghalith, Moawia
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 257-262
Persistent link: https://www.econbiz.de/10011549920
Saved in:
32
GARCH model estimation using estimated quadratic variation
Galbraith, John W.
;
Zinde-Walsh, Victoria
;
Zhu, Jingmei
- In:
Econometric reviews
34
(
2015
)
6/10
,
pp. 1172-1192
Persistent link: https://www.econbiz.de/10011483454
Saved in:
33
Fractional integration and asymmetric volatility in European, American and Asian bull and bear markets : application to high-frequency stock data
Yaya, OlaOluwa S.
;
Gil-Alaña, Luis A.
;
Shittu, …
- In:
International journal of finance & economics : IJFE
20
(
2015
)
3
,
pp. 276-290
Persistent link: https://www.econbiz.de/10011348408
Saved in:
34
Modeling volatility spillover effects between developed stock markets and Asian emerging stock markets
Li, Yanan
;
Giles, David E. A.
- In:
International journal of finance & economics : IJFE
20
(
2015
)
2
,
pp. 155-177
Persistent link: https://www.econbiz.de/10011348426
Saved in:
35
Co-movements between US and UK stock prices : the role of time-varying conditional correlations
Aslanidis, Nektarios
;
Osborn, Denise R.
;
Sensier, Marianne
- In:
International journal of finance & economics : IJFE
15
(
2010
)
4
,
pp. 366-380
Persistent link: https://www.econbiz.de/10008811289
Saved in:
36
Forecasting financial volatility of the Athens stock exchange daily returns : an application of the asymmetric normal mixture GARCH model
Drakos, Anastassios A.
;
Kouretas, Georgios P.
; …
- In:
International journal of finance & economics : IJFE
15
(
2010
)
4
,
pp. 331-350
Persistent link: https://www.econbiz.de/10008811307
Saved in:
37
Regular variation and extremal dependence of GARCH residuals with application to market risk measures
Laurini, Fabrizio
;
Tawn, Jonathan A.
- In:
Econometric reviews
28
(
2009
)
1/3
,
pp. 146-169
Persistent link: https://www.econbiz.de/10003800712
Saved in:
38
Switching volatility in private international equity markets
Susmel, Raul
- In:
International journal of finance & economics : IJFE
5
(
2000
)
4
,
pp. 265-283
Persistent link: https://www.econbiz.de/10001539840
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