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~isPartOf:"Economic modelling"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of international financial markets, institutions & money"
~isPartOf:"The European journal of finance"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~subject:"ARCH-Modell"
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Search: subject_exact:"ARCH model"
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ARCH-Modell
ARCH model
586
Volatility
389
Volatilität
389
Estimation
185
Schätzung
185
Capital income
177
Kapitaleinkommen
177
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166
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166
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146
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146
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140
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586
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Ma, Feng
10
McMillan, David G.
7
Bouri, Elie
6
Floros, Christos
6
Guesmi, Khaled
6
Li, Yan
6
Nguyen, Duc Khuong
6
Brooks, Robert
5
Choudhry, Taufiq
5
Degiannakis, Stavros
5
Gupta, Rangan
5
Hammoudeh, Shawkat
5
Kumar, Dilip
5
Faff, Robert W.
4
Filis, George
4
Huang, Zhuo
4
Liang, Chao
4
Lucey, Brian M.
4
Maheswaran, S.
4
McKenzie, Michael D.
4
Mensi, Walid
4
Narayan, Paresh Kumar
4
Todorova, Neda
4
Ané, Thierry
3
Arouri, Mohamed
3
Bauwens, Luc
3
Catania, Leopoldo
3
Do, Hung Xuan
3
Engle, Robert F.
3
Fountas, Stilianos
3
Gillas, Konstantinos Gkillas
3
Hamori, Shigeyuki
3
Iglesias, Emma M.
3
Jawadi, Fredj
3
Karanasos, Menelaos
3
Kouretas, Georgios P.
3
Lahiani, Amine
3
Laopodis, Nikiforos
3
Li, Hong
3
Li, Wai Keung
3
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Economic modelling
International review of financial analysis
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of international financial markets, institutions & money
The European journal of finance
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Energy economics
253
Finance research letters
176
Applied economics
160
Journal of econometrics
147
Journal of empirical finance
132
Research in international business and finance
125
The North American journal of economics and finance : a journal of financial economics studies
123
International review of economics & finance : IREF
113
Journal of banking & finance
113
Economics letters
109
Applied financial economics
101
Discussion paper / Tinbergen Institute
98
International journal of forecasting
93
Journal of risk and financial management : JRFM
88
Journal of forecasting
86
Applied economics letters
77
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
76
Econometric theory
73
The journal of futures markets
70
Econometric Institute research papers
69
Working paper
68
Journal of financial econometrics : official journal of the Society for Financial Econometrics
65
International Journal of Energy Economics and Policy : IJEEP
62
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
56
International journal of economics and financial issues : IJEFI
49
Econometric reviews
46
International journal of finance & economics : IJFE
46
Journal of international money and finance
46
International journal of economics and finance
45
Review of quantitative finance and accounting
44
CREATES research paper
43
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
42
Journal of risk
40
The econometrics journal
40
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ECONIS (ZBW)
586
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1
The asymmetric volatility spillover across Shanghai, Hong Kong and the U.S. stock markets : a regime weighted measure and its forecast inference
Sheng, Lin Wen
;
Uddin, Mohammed Gazi Salah
;
Sen, Ding
; …
- In:
International review of financial analysis
91
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014446963
Saved in:
2
Bayesian nonparametric panel Markov-switching GARCH models
Casarin, Roberto
;
Costantini, Mauro
;
Osuntuyi, Anthony
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 135-146
Persistent link: https://www.econbiz.de/10014449842
Saved in:
3
The information content of currency option-implied volatilities : implications for ex-ante forecasts of global equity correlations
Figueiredo, Antonio
;
Parhizgari, Ali M.
;
Dupoyet, Brice
- In:
The European journal of finance
29
(
2023
)
18
,
pp. 2128-2153
Persistent link: https://www.econbiz.de/10014418133
Saved in:
4
Polynomial adjusted student-t densities for modeling asset returns
León Valle, Ángel Manuel
;
Ñíguez, Trino-Manuel
- In:
The European journal of finance
28
(
2022
)
9
,
pp. 907-929
Persistent link: https://www.econbiz.de/10013373353
Saved in:
5
Dynamic dependence of futures basis between the Chinese and international grains markets
Wang, Hao
;
Dong, Yizhe
;
Sun, Mingli
;
Shi, Baofeng
;
Ji, Hao
- In:
Economic modelling
130
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014451147
Saved in:
6
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:
7
Volatility prediction for the energy sector with economic determinants : evidence from a hybrid model
Wang, Yuejing
;
Ye, Wuyi
;
Jiang, Ying
;
Liu, Xiaoquan
- In:
International review of financial analysis
92
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014492381
Saved in:
8
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:
9
Volatility forecasting of Chinese energy market : which uncertainty have better performance?
Zhang, Jiaming
;
Xiang, Yitian
;
Zou, Yang
;
Guo, Songlin
- In:
International review of financial analysis
91
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014446929
Saved in:
10
GARCH-M model with an asymmetric risk premium : distinguishing between "good" and "bad" volatility periods
Trifonov, Juri
;
Potanin, Bogdan
- In:
International review of financial analysis
91
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014446930
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