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~isPartOf:"Econometric theory"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"ARCH model"
~subject:"Volatility"
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Search: subject_exact:"Schätzmethode"
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ARCH model
Volatility
Estimation theory
739
Schätztheorie
739
Theorie
338
Theory
338
Estimation
295
Schätzung
295
Time series analysis
184
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184
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33
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Linton, Oliver
6
Narayan, Paresh Kumar
4
Brooks, Robert
3
Chan, Ngai Hang
3
Francq, Christian
3
Horváth, Lajos
3
Kokoszka, Piotr
3
Berkes, István
2
Bley, Jorg
2
Bouri, Elie
2
Faff, Robert W.
2
Filis, George
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2
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2
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2
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2
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2
Nguyen, Duc Khuong
2
Saad, Mohsen M.
2
Saikkonen, Pentti
2
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2
Sosvilla-Rivero, Simón
2
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2
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2
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2
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1
Aloui, Chaker
1
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1
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1
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1
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1
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1
Ariff, Mohamed
1
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1
Atenga, Eric Martial Etoundi
1
Avarucci, Marco
1
Babalos, Vassilios
1
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Econometric theory
Journal of international financial markets, institutions & money
Journal of econometrics
204
Applied economics
150
Energy economics
147
Finance research letters
135
Economic modelling
133
International review of economics & finance : IREF
125
International review of financial analysis
115
The North American journal of economics and finance : a journal of financial economics studies
112
Journal of empirical finance
110
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
103
Journal of banking & finance
100
Applied economics letters
94
Economics letters
89
Working paper / National Bureau of Economic Research, Inc.
89
Applied financial economics
87
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83
NBER working paper series
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Research in international business and finance
79
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76
The journal of futures markets
73
Journal of international money and finance
72
International journal of forecasting
67
Journal of risk and financial management : JRFM
65
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
65
The European journal of finance
60
CESifo working papers
57
Journal of financial econometrics : official journal of the Society for Financial Econometrics
55
Econometric reviews
54
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
52
International journal of finance & economics : IJFE
52
Discussion paper / Centre for Economic Policy Research
51
Quantitative finance
47
International journal of economics and financial issues : IJEFI
46
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
45
International Journal of Energy Economics and Policy : IJEEP
43
Journal of forecasting
42
International journal of economics and finance
40
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ECONIS (ZBW)
130
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1
International stock market volatility : a global tail risk sight
Lu, Xinjie
;
Zeng, Qing
;
Zhong, Juandan
;
Zhu, Bo
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014494749
Saved in:
2
International stock volatility predictability : new evidence from uncertainties
Wang, Jiqian
;
Ma, Feng
;
Wang, Tianyang
;
Wu, Lan
- In:
Journal of international financial markets, …
85
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014433290
Saved in:
3
Alarming contagion effects : the dangerous ripple effect of extreme price spillovers across crude oil, carbon emission allowance, and agriculture futures markets
Wei, Yu
;
Wang, Yizhi
;
Vigne, Samuel A.
;
Ma, Zhenyu
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014482920
Saved in:
4
Do world stock markets "jump" together? : a measure of high-frequency volatility risk spillover networks
Zhou, Dong-hai
;
Liu, Xiao-xing
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-31
Persistent link: https://www.econbiz.de/10014483183
Saved in:
5
European stock market volatility connectedness : the role of country and sector membership
Vidal-Llana, Xenxo
;
Uribe, Jorge
;
Guillén, Montserrat
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014245900
Saved in:
6
Average tail risk and aggregate stock returns
Dai, Yingtong
;
Harris, Richard D. F.
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014245903
Saved in:
7
Spreading of cross-market volatility information : evidence from multiplex network analysis of volatility spillovers
Gong, Jue
;
Wang, Gang-Jin
;
Zhou, Yang
;
Zhu, You
;
Chi, Xie
; …
- In:
Journal of international financial markets, …
83
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014306328
Saved in:
8
Dynamic connectedness between investors' sentiment and asset prices : a comparison between major markets in Europe and USA
Sakariyahu, Rilwan
;
Johan, Sofia Atiqah
;
Lawal, Rodiat
; …
- In:
Journal of international financial markets, …
89
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014490069
Saved in:
9
Least squares and IVX limit theory in systems of predictive regressions with GARCH innovations
Magdalinos, Tassos
- In:
Econometric theory
38
(
2022
)
5
,
pp. 875-912
Persistent link: https://www.econbiz.de/10013469682
Saved in:
10
The size of good and bad volatility shocks does matter for spillovers
Bouri, Elie
;
Harb, Etienne
- In:
Journal of international financial markets, …
80
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013533155
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