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~subject:"Risikomaß"
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Search: subject_exact:"ARCH model"
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ARCH model
155
ARCH-Modell
155
Volatility
108
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108
Estimation
52
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52
Aktienmarkt
41
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41
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35
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35
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Joëts, Marc
2
Su, Jung-bin
2
Aftab, Muhammad
1
Ameur, Hachmi Ben
1
Bahmani-Oskooee, Mohsen
1
Beer, Jesse de
1
Bei, Shuhua
1
Candelon, Bertrand
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Cao, Yufei
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Changqing, Luo
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Cheffou, Abdoulkarim Idi
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Chi, Xie
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Cong, Yu
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El Ouadghiri, Imane
1
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Ghorbel, Ahmed
1
Hammoudeh, Shawkat
1
Hu, Shuowen
1
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1
Huang, Zhuo
1
Hung, Jui-cheng
1
Iglesias, Emma M.
1
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Jayasinghe, Prabhath
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Keddad, Benjamin
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1
Mensi, Walid
1
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1
Naimoli, Antonio
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Economic modelling
Energy economics
40
Finance research letters
40
The North American journal of economics and finance : a journal of financial economics studies
36
Journal of empirical finance
32
Applied economics
30
International journal of forecasting
27
Journal of risk
26
Journal of banking & finance
25
Journal of forecasting
24
Journal of international financial markets, institutions & money
22
Journal of risk and financial management : JRFM
22
International review of financial analysis
20
International review of economics & finance : IREF
19
Research in international business and finance
19
Applied financial economics
18
International journal of economics and financial issues : IJEFI
18
The journal of risk model validation
18
Applied economics letters
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Journal of econometrics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
International Journal of Energy Economics and Policy : IJEEP
13
International journal of economics and finance
12
International journal of finance & economics : IJFE
12
Journal of international money and finance
12
Quantitative finance
12
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
12
The European journal of finance
12
Computational economics
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Risks : open access journal
10
Journal of financial econometrics : official journal of the Society for Financial Econometrics
9
The empirical economics letters : a monthly international journal of economics
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
CBN journal of applied statistics
8
Financial innovation : FIN
8
Journal of financial econometrics
8
Journal of mathematical finance
8
Review of quantitative finance and accounting
8
Theoretical economics letters
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ECONIS (ZBW)
35
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1
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:
2
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:
3
Price risk analysis using GARCH family models : evidence from Shanghai crude oil futures market
Bei, Shuhua
;
Yang, Aijun
;
Pei, Haotian
;
Si, Xiaoli
- In:
Economic modelling
125
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014463673
Saved in:
4
Extreme risk spillovers across financial markets under different crises
Cao, Yufei
- In:
Economic modelling
116
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014512465
Saved in:
5
Improving the accuracy of tail risk forecasting models by combining several realized volatility estimators
Naimoli, Antonio
;
Gerlach, Richard
;
Storti, Giuseppe
- In:
Economic modelling
107
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013367470
Saved in:
6
Do realized higher moments have information content? : VaR forecasting based on the realized GARCH-RSRK model
Wang, Tianyi
;
Liang, Fang
;
Huang, Zhuo
;
Yan, Hong
- In:
Economic modelling
109
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013348237
Saved in:
7
Does the asymmetric dependence volatility affect risk spillovers between the crude oil market and BRICS stock markets?
Jiang, Kunliang
;
Ye, Wuyi
- In:
Economic modelling
117
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014229176
Saved in:
8
Bayesian estimation for a semiparametric nonlinear volatility model
Hu, Shuowen
;
Poskitt, Donald Stephen
;
Zhang, Xibin
- In:
Economic modelling
98
(
2021
),
pp. 361-370
Persistent link: https://www.econbiz.de/10012793996
Saved in:
9
Analyzing exchange rate uncertainty and bilateral export growth in China : a multivariate GARCH-based approach
Smallwood, Aaron D.
- In:
Economic modelling
82
(
2019
),
pp. 332-344
Persistent link: https://www.econbiz.de/10012203131
Saved in:
10
Exchange rate volatility and India's cross-border trade : a pooled mean group and nonlinear cointegration approach
Sharma, Chandan
;
Pal, Debdatta
- In:
Economic modelling
74
(
2018
),
pp. 230-246
Persistent link: https://www.econbiz.de/10012101329
Saved in:
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