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~isPartOf:"Econometric reviews"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of financial econometrics"
~subject:"Financial crisis"
~subject:"Spillover effect"
~subject:"Theorie"
~subject:"Welt"
~type:"article"
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Search: subject_exact:"ARCH-Modell"
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Financial crisis
Spillover effect
Theorie
Welt
ARCH model
225
ARCH-Modell
225
Volatility
157
Volatilität
157
Capital income
73
Kapitaleinkommen
73
Estimation
72
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72
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69
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58
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118
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Ma, Feng
5
Brooks, Robert
3
Caporin, Massimiliano
3
Do, Hung Xuan
3
McAleer, Michael
3
Bouri, Elie
2
Choudhry, Taufiq
2
Guesmi, Khaled
2
Iglesias, Emma M.
2
Jawadi, Fredj
2
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2
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Ledoit, Olivier
2
Li, Yan
2
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2
Nonejad, Nima
2
Phillips, Garry D. A.
2
Pick Schen Yip
2
Shahzad, Syed Jawad Hussain
2
Wang, Xiong
2
Wolf, Michael
2
Zarangas, Leonidas P.
2
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1
Alghalith, Moawia
1
Alhaj-Yaseen, Yaseen S.
1
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1
An, Haizhong
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Andrikopulos, Andreas A.
1
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1
Asai, Manabu
1
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1
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1
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1
Barkoulas, John T.
1
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1
Bedoui, Rihab
1
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1
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Econometric reviews
International review of financial analysis
Journal of financial econometrics
Energy economics
134
Finance research letters
94
Economic modelling
75
Applied economics
71
International review of economics & finance : IREF
69
Research in international business and finance
69
Journal of empirical finance
66
The North American journal of economics and finance : a journal of financial economics studies
65
Journal of econometrics
58
International journal of forecasting
53
Journal of banking & finance
51
Journal of international financial markets, institutions & money
51
Journal of forecasting
46
Economics letters
44
The European journal of finance
43
Journal of risk and financial management : JRFM
41
Econometric theory
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
33
International Journal of Energy Economics and Policy : IJEEP
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Applied economics letters
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
29
Journal of international money and finance
28
Journal of financial econometrics : official journal of the Society for Financial Econometrics
27
International journal of finance & economics : IJFE
25
Journal of applied econometrics
24
Applied financial economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
23
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Cogent economics & finance
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Quantitative finance
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The econometrics journal
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Pacific-Basin finance journal
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The journal of futures markets
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International Journal of Financial Studies : open access journal
16
International journal of economics and financial issues : IJEFI
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ECONIS (ZBW)
118
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1
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118
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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
Bitcoin price volatility transmission between spot and futures markets
Apostolakis, George N.
- In:
International review of financial analysis
94
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014543923
Saved in:
5
The effects of economic and financial shocks on private investment : a wavelet study of return and volatility spillovers
GVS Chiranjivi
;
Sensarma, Rudra
- In:
International review of financial analysis
90
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014470876
Saved in:
6
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:
7
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:
8
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:
9
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:
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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