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~isPartOf:"Econometric reviews"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of financial econometrics"
~subject:"Aktienindex"
~subject:"Financial crisis"
~subject:"Theorie"
~subject:"Welt"
~type:"article"
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Search: subject_exact:"ARCH-Modell"
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Aktienindex
Financial crisis
Theorie
Welt
ARCH model
216
ARCH-Modell
216
Volatility
151
Volatilität
151
Capital income
72
Kapitaleinkommen
72
Estimation
69
Schätzung
69
Theory
69
Forecasting model
55
Prognoseverfahren
55
Börsenkurs
54
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54
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51
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51
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45
Zeitreihenanalyse
45
Spillover effect
32
Spillover-Effekt
32
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28
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28
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25
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25
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25
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Article in journal
106
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106
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106
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Ma, Feng
5
Caporin, Massimiliano
3
Li, Yan
3
McAleer, Michael
3
Choudhry, Taufiq
2
Guesmi, Khaled
2
Iglesias, Emma M.
2
Jawadi, Fredj
2
Karanasos, Menelaos
2
Kouretas, Georgios P.
2
Ledoit, Olivier
2
Liang, Chao
2
Lu, Fei
2
Nonejad, Nima
2
Phillips, Garry D. A.
2
Wei, Yu
2
Wolf, Michael
2
Zarangas, Leonidas P.
2
Aboura, Sofiane
1
Alghalith, Moawia
1
Ali, Faek Menla
1
An, Haizhong
1
Anyfantaki, Sofia
1
Ané, Thierry
1
Asai, Manabu
1
Badshah, Ihsan Ullah
1
Bauwens, Luc
1
Bedoui, Rihab
1
Bekiros, Stelios D.
1
Berger, Theo
1
Bhattacharyya, Malay
1
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1
Bouazizi, Tarek
1
Boubaker, Adel
1
Bouri, Elie
1
Braeik, Sana
1
Bratis, Theodoros
1
Brooks, Robert
1
Brzeszczyński, Janusz
1
Bu, Ruijun
1
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Econometric reviews
International review of financial analysis
Journal of financial econometrics
Energy economics
106
Applied economics
71
Finance research letters
70
Journal of empirical finance
69
Journal of econometrics
60
Economic modelling
58
Research in international business and finance
57
International review of economics & finance : IREF
55
The North American journal of economics and finance : a journal of financial economics studies
55
International journal of forecasting
50
Journal of banking & finance
49
Journal of forecasting
47
Journal of international financial markets, institutions & money
47
Economics letters
40
The European journal of finance
39
Econometric theory
37
Journal of risk and financial management : JRFM
36
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
34
Applied financial economics
32
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
31
Applied economics letters
28
International Journal of Energy Economics and Policy : IJEEP
28
Journal of financial econometrics : official journal of the Society for Financial Econometrics
28
Journal of international money and finance
26
Journal of applied econometrics
25
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
22
The econometrics journal
20
The journal of futures markets
20
International journal of finance & economics : IJFE
19
Quantitative finance
19
Cogent economics & finance
18
Computational economics
18
International journal of economics and financial issues : IJEFI
17
Journal of risk
17
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
17
Journal of economic dynamics & control
16
Review of quantitative finance and accounting
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ECONIS (ZBW)
106
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106
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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
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:
3
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:
4
Spillovers of joint volatility-skewness-kurtosis of major cryptocurrencies and their determinants
Bouri, Elie
;
Jalkh, Naji
- In:
International review of financial analysis
90
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014470883
Saved in:
5
Testing hypotheses on the innovations distribution in semi-parametric conditional volatility models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1443-1482
Persistent link: https://www.econbiz.de/10014444685
Saved in:
6
Time variation in cash flows and discount rates
Cenesizoglu, Tolga
;
Ibrushi, Denada
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1557-1589
Persistent link: https://www.econbiz.de/10014444702
Saved in:
7
A machine learning approach to volatility forecasting
Christensen, Kim
;
Siggaard, Mathias Voldum
;
Veliyev, …
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1680-1727
Persistent link: https://www.econbiz.de/10014444717
Saved in:
8
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
Saved in:
9
The impacts of climate policy uncertainty on stock markets : comparison between China and the US
Xu, Xin
;
Huang, Shupei
;
Lucey, Brian M.
;
An, Haizhong
- In:
International review of financial analysis
88
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014462184
Saved in:
10
A joint model for the term structure of interest rates and realized volatility
Hansen, Anne Lundgaard
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1196-1227
Persistent link: https://www.econbiz.de/10014391449
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