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Search: subject_exact:"GARCH-Modell"
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ARCH model
462
ARCH-Modell
462
Volatility
320
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140
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140
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116
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McAleer, Michael
32
Caporin, Massimiliano
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Chang, Chia-Lin
10
Chlebus, Marcin
8
Manera, Matteo
8
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7
Ma, Feng
7
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5
Roengchai Tansuchat
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Shi, Yanlin
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Lucey, Brian M.
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Luo, Xingguo
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Morana, Claudio
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Xie, Haibin
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3
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3
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8
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3
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2
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2
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Economic modelling
Finance research letters
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267
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164
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144
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134
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128
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125
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123
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113
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107
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76
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Econometric theory
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International Journal of Energy Economics and Policy : IJEEP
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
56
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
54
International journal of finance & economics : IJFE
52
International journal of economics and financial issues : IJEFI
50
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45
Review of quantitative finance and accounting
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CREATES research paper
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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ECONIS (ZBW)
462
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31
Cross-sectional uncertainty and stock market volatility : new evidence
Lu, Fei
;
Ma, Feng
- In:
Finance research letters
57
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014513322
Saved in:
32
Correlation impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Finance research letters
57
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014513333
Saved in:
33
Bitcoin volatility and the introduction of bitcoin futures : a portfolio construction approach
Bouteska, Ahmed
;
Harasheh, Murad
- In:
Finance research letters
57
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014513636
Saved in:
34
How do monetary shock, financial crisis, and quotation reform affect the long memory of exchange rate volatility? : evidence from major currencies
Wang, Xinyu
;
Qi, Zikang
;
Huang, Jianglu
- In:
Economic modelling
120
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014383984
Saved in:
35
Tail risk of international equity market and oil volatility
Zhong, Juandan
;
Cao, Wenhan
;
Tang, Yusui
- In:
Finance research letters
58
(
2023
)
1
,
pp. 1-5
Persistent link: https://www.econbiz.de/10014582165
Saved in:
36
Volatility contagion and connectedness between WTI and commodity markets
Boroumand, Raphaël Homayoun
;
Porcher, Thomas
- In:
Finance research letters
58
(
2023
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10014582223
Saved in:
37
Sample frequency robustness and accuracy in forecasting Value-at-Risk for Brent Crude Oil futures
Ewald, Christian
;
Hadina, Jelena
;
Haugom, Erik
;
Lien, …
- In:
Finance research letters
58
(
2023
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014582226
Saved in:
38
Volatility forecast with the regularity modifications
Zhu, Qinwen
;
Diao, Xundi
;
Wu, Chongfeng
- In:
Finance research letters
58
(
2023
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10014582373
Saved in:
39
Return connectedness and volatility dynamics of the cryptocurrency network
Poddar, Abhishek
;
Misra, Arun Kumar
;
Mishra, Ajay Kumar
- In:
Finance research letters
58
(
2023
)
2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014583135
Saved in:
40
Changes in volatility leverage and spillover effects of crude oil futures markets affected by the 2022 Russia-Ukraine conflict
Pan, Qunxing
;
Sun, Yujia
- In:
Finance research letters
58
(
2023
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014583950
Saved in:
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