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~isPartOf:"Finance research letters"
~isPartOf:"Quantitative finance"
~subject:"ARCH model"
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Search: subject_exact:"Volatility"
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ARCH model
Volatility
1,041
Volatilität
1,033
Börsenkurs
313
Share price
313
Estimation
268
Schätzung
267
ARCH-Modell
259
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Ma, Feng
6
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5
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4
Lucey, Brian M.
4
Shi, Yanlin
4
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4
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4
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4
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3
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3
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3
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3
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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
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2
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2
Kambouroudis, Dimos
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Economic modelling
Finance research letters
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Energy economics
212
Applied economics
104
International review of financial analysis
104
The North American journal of economics and finance : a journal of financial economics studies
101
Journal of empirical finance
91
Research in international business and finance
91
International review of economics & finance : IREF
87
Journal of international financial markets, institutions & money
73
Journal of risk and financial management : JRFM
69
Journal of econometrics
66
International journal of forecasting
61
Applied financial economics
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55
Discussion paper / Tinbergen Institute
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Economics letters
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International Journal of Energy Economics and Policy : IJEEP
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
40
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39
The journal of futures markets
38
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
38
International journal of finance & economics : IJFE
37
The European journal of finance
37
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
32
International journal of economics and financial issues : IJEFI
32
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
30
International journal of economics and finance
30
Cogent economics & finance
29
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
29
Review of quantitative finance and accounting
28
The empirical economics letters : a monthly international journal of economics
28
Journal of international money and finance
27
Pacific-Basin finance journal
27
Journal of financial econometrics
25
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ECONIS (ZBW)
259
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91
Volatility transmission between oil prices and banks' stock prices as a new source of instability : lessons from the United States experience
Ehouman, Yao Axel
- In:
Economic modelling
91
(
2020
),
pp. 198-217
Persistent link: https://www.econbiz.de/10012429033
Saved in:
92
Further empirical evidence on the forecasting of volatility with smooth transition exponential smoothing
Liu, Min
;
Taylor, James W.
;
Choo, Wei Chong
- In:
Economic modelling
93
(
2020
),
pp. 651-659
Persistent link: https://www.econbiz.de/10012430324
Saved in:
93
Non-parametric quantile dependencies between volatility discontinuities and political risk
Gillas, Konstantinos Gkillas
;
Boako, Gideon
; …
- In:
Finance research letters
32
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012430652
Saved in:
94
Forecasting VaR using realized EGARCH model with skewness and kurtosis
Wu, Xinyu
;
Xia, Michelle
;
Zhang, Huanming
- In:
Finance research letters
32
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012430736
Saved in:
95
Evaluation of volatility models for forecasting Value-at-Risk and Expected Shortfall in the Portuguese stock market
Sobreira, Nuno
;
Louro, Rui
- In:
Finance research letters
32
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012430745
Saved in:
96
The impact of Baidu Index sentiment on the volatility of China's stock markets
Fang, Jianchun
;
Gozgor, Giray
;
Lau, Chi Keung
;
Lu, Zhou
- In:
Finance research letters
32
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012430747
Saved in:
97
The relationship between oil and financial markets in emerging economies : the significant role of Kazakhstan as the oil exporting country
Li, Haiping
;
Semeyutin, Artur
;
Lau, Chi Keung
;
Gozgor, Giray
- In:
Finance research letters
32
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012430798
Saved in:
98
Volatility persistence in the Russian stock market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Finance research letters
32
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012430826
Saved in:
99
The volatility surprise of leading cryptocurrencies : transitory and permanent linkages
Bouri, Elie
;
Lucey, Brian M.
;
Roubaud, David
- In:
Finance research letters
33
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012430869
Saved in:
100
The effects of the introduction of Bitcoin futures on the volatility of Bitcoin returns
Kim, Wonse
;
Lee, Junseok
;
Kang, Kyungwon
- In:
Finance research letters
33
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012430906
Saved in:
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