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~isPartOf:"Econometric reviews"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of financial econometrics"
~subject:"Financial crisis"
~subject:"Theorie"
~subject:"Welt"
~type:"article"
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Search: subject_exact:"ARCH-Modell"
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Financial crisis
Theorie
Welt
ARCH model
225
ARCH-Modell
225
Volatility
157
Volatilität
157
Capital income
73
Kapitaleinkommen
73
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Ma, Feng
5
Caporin, Massimiliano
3
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3
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2
Guesmi, Khaled
2
Iglesias, Emma M.
2
Jawadi, Fredj
2
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2
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Econometric reviews
International review of financial analysis
Journal of financial econometrics
Energy economics
106
Finance research letters
78
Journal of empirical finance
65
Applied economics
64
International review of economics & finance : IREF
57
Journal of econometrics
57
Economic modelling
56
Research in international business and finance
53
International journal of forecasting
51
Journal of banking & finance
47
Journal of forecasting
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The North American journal of economics and finance : a journal of financial economics studies
45
Journal of international financial markets, institutions & money
42
Economics letters
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Econometric theory
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33
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Applied economics letters
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Journal of international money and finance
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International Journal of Energy Economics and Policy : IJEEP
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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The econometrics journal
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International journal of finance & economics : IJFE
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Journal of economic dynamics & control
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The journal of futures markets
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Review of quantitative finance and accounting
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Risks : open access journal
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Journal of risk
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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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ECONIS (ZBW)
95
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41
Realized Wishart-GARCH : a score-driven multi-asset volatility model
Gorgi, P.
;
Hansen, Peter Reinhard
;
Janus, Paweł
; …
- In:
Journal of financial econometrics
17
(
2019
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012054424
Saved in:
42
Factor high-frequency-based volatility (HEAVY) models
Sheppard, Kevin
;
Xu, Wen
- In:
Journal of financial econometrics
17
(
2019
)
1
,
pp. 33-65
Persistent link: https://www.econbiz.de/10012054425
Saved in:
43
Granger-causal analysis of GARCH models : a Bayesian approach
Woźniak, Tomasz
- In:
Econometric reviews
37
(
2018
)
1/5
,
pp. 325-346
Persistent link: https://www.econbiz.de/10012038712
Saved in:
44
On the invertibility of EGARCH(p, q)
Martinet, Guillaume Gaetan
;
McAleer, Michael
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 824-849
Persistent link: https://www.econbiz.de/10012040413
Saved in:
45
Illiquidity and volatility spillover effects in equity markets during and after the global financial crisis : an MEM approach
Xu, Yongdeng
;
Taylor, Nicholas
;
Lu, Wenna
- In:
International review of financial analysis
56
(
2018
),
pp. 208-220
Persistent link: https://www.econbiz.de/10012006265
Saved in:
46
Asymmetric semi-volatility spillover effects in EMU stock markets
Caloia, Francesco Giuseppe
;
Cipollini, Andrea
; …
- In:
International review of financial analysis
57
(
2018
),
pp. 221-230
Persistent link: https://www.econbiz.de/10012006352
Saved in:
47
Modelling time varying volatility spillovers and conditional correlations across commodity metal futures
Karanasos, Menelaos
;
Ali, Faek Menla
;
Margaronis, Zannis
; …
- In:
International review of financial analysis
57
(
2018
),
pp. 246-256
Persistent link: https://www.econbiz.de/10012006357
Saved in:
48
Déjà vol oil? : predicting S&P 500 equity premium using crude oil price volatility : evidence from old and recent time-series data
Nonejad, Nima
- In:
International review of financial analysis
58
(
2018
),
pp. 260-270
Persistent link: https://www.econbiz.de/10012006463
Saved in:
49
On the study of conditional dependence structure between oil, gold and USD exchange rates
Bedoui, Rihab
;
Braeik, Sana
;
Goutte, Stéphane
;
Guesmi, …
- In:
International review of financial analysis
59
(
2018
),
pp. 134-146
Persistent link: https://www.econbiz.de/10012006932
Saved in:
50
Time varying volatility indices and their determinants : evidence from developed and emerging stock markets
Prasad, Nalin
;
Grant, Andrew
;
Kim, Suk-Joong
- In:
International review of financial analysis
60
(
2018
),
pp. 115-126
Persistent link: https://www.econbiz.de/10012007551
Saved in:
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