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~isPartOf:"Economic modelling"
~isPartOf:"Finance research letters"
~isPartOf:"Quantitative finance"
~subject:"ARCH model"
~subject:"Kapitaleinkommen"
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Search: subject_exact:"Volatility"
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ARCH model
Kapitaleinkommen
Volatility
1,109
Volatilität
1,106
Börsenkurs
339
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339
ARCH-Modell
282
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281
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280
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Gupta, Rangan
8
Ma, Feng
8
Bouri, Elie
7
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6
Lau, Chi Keung
5
Lucey, Brian M.
5
Molnár, Peter
5
Roubaud, David
5
Shen, Dehua
5
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5
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5
Xie, Haibin
5
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5
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5
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4
Liu, Li
4
Luo, Xingguo
4
Lyócsa, Štefan
4
Shi, Yanlin
4
Wang, Yudong
4
Zhang, Wei
4
Brzeszczyński, Janusz
3
Caporale, Guglielmo Maria
3
Chi, Xie
3
Corbet, Shaen
3
Gil-Alaña, Luis A.
3
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3
Gozgor, Giray
3
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3
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3
Kumar, Dilip
3
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3
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3
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3
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3
Liu, Jing
3
Nonejad, Nima
3
Pan, Zhiyuan
3
Pierdzioch, Christian
3
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3
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Economic modelling
Finance research letters
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Energy economics
268
International review of financial analysis
197
International review of economics & finance : IREF
172
Journal of empirical finance
158
The North American journal of economics and finance : a journal of financial economics studies
156
Applied economics
155
Journal of banking & finance
147
Research in international business and finance
137
Applied financial economics
127
Journal of econometrics
116
Journal of international financial markets, institutions & money
114
Applied economics letters
100
Journal of risk and financial management : JRFM
100
International journal of forecasting
87
Journal of financial economics
85
Economics letters
81
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
81
Pacific-Basin finance journal
80
NBER working paper series
79
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74
Discussion paper / Tinbergen Institute
72
The European journal of finance
71
International Journal of Energy Economics and Policy : IJEEP
69
The journal of futures markets
69
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68
Working paper
65
International journal of finance & economics : IJFE
62
NBER Working Paper
61
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
59
Journal of international money and finance
58
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
56
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
56
Journal of financial econometrics : official journal of the Society for Financial Econometrics
53
Econometric Institute research papers
48
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
48
Review of quantitative finance and accounting
48
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46
International journal of economics and finance
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ECONIS (ZBW)
445
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445
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1
Assessing the accuracy of exponentially weighted moving average models for value-at-risk and expected shortfall of crypto portfolios
Alexander, Carol
;
Dakos, Michael
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 393-427
Persistent link: https://www.econbiz.de/10014232660
Saved in:
2
Improving the asymmetric stochastic volatility model with ex-post volatility : the identification of the asymmetry
Zhang, Zehua
;
Zhao, Ran
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 35-51
Persistent link: https://www.econbiz.de/10013490951
Saved in:
3
GARCH-UGH : a bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series
Kaibuchi, Hibiki
;
Kawasaki, Yoshinori
;
Stupfler, G.
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1277-1294
Persistent link: https://www.econbiz.de/10013367899
Saved in:
4
Empirical analysis of rough and classical stochastic volatility models to the SPX and VIX markets
Rømer, Sigurd Emil
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1805-1838
Persistent link: https://www.econbiz.de/10013367949
Saved in:
5
The impact of joint events on oil price volatility : evidence from a dynamic graphical news analysis model
Zhao, Lu-Tao
;
Wang, Dai-Song
;
Ren, Zhong-Yuan
- In:
Economic modelling
130
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014451154
Saved in:
6
Forecasting US stock market volatility : evidence from ESG and CPU indices
Ghani, Usman
;
Zhu, Bo
;
Qin, Quande
;
Ghani, Maria
- In:
Finance research letters
59
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014445411
Saved in:
7
Heterogeneous impacts of multiple climate policies on the Chinese stock market
Chen, Deyang
;
Zeng, Zheyu
;
Chen, Yunyue
- In:
Finance research letters
60
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014490182
Saved in:
8
Climate uncertainty and green index volatility : empirical insights from Chinese financial markets
Zhao, Huirong
;
Luo, Na
- In:
Finance research letters
60
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014490216
Saved in:
9
From cryptos to consciousness : dynamics of return and volatility spillover between green cryptocurrencies and G7 markets
Ali, Shoaib
;
Naveed, Muhammad
;
Yousaf, Imran
;
Khattak, …
- In:
Finance research letters
60
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014490395
Saved in:
10
Transportation sector and Chinese stock volatility forecasting : evidence from freight and passenger traffic
Zhang, Lili
;
Zhong, Juandan
- In:
Finance research letters
60
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014490424
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