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Search: subject_exact:"GARCH model"
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ARCH model
155
ARCH-Modell
155
Volatility
108
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108
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52
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52
Aktienmarkt
41
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41
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Arouri, Mohamed
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Iglesias, Emma M.
3
Kumar, Dilip
3
Lahiani, Amine
3
Ma, Feng
3
Todorova, Neda
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2
Belkhouja, Mustapha
2
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2
Cheffou, Abdoulkarim Idi
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Economic modelling
Energy economics
253
Finance research letters
177
Applied economics
160
Journal of econometrics
147
International review of financial analysis
144
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
120
Journal of banking & finance
113
Economics letters
109
Journal of international financial markets, institutions & money
107
Applied financial economics
101
Discussion paper / Tinbergen Institute
98
International journal of forecasting
96
Journal of risk and financial management : JRFM
88
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87
Applied economics letters
77
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The European journal of finance
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Econometric theory
73
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Econometric Institute research papers
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
65
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
64
International Journal of Energy Economics and Policy : IJEEP
63
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
51
International journal of economics and financial issues : IJEFI
49
Econometric reviews
47
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
42
The econometrics journal
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ECONIS (ZBW)
155
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151
Large shocks and the September 11th terrorist attacks on international stock markets
Charles, Amélie
;
Darné, Olivier
- In:
Economic modelling
23
(
2006
)
4
,
pp. 683-698
Persistent link: https://www.econbiz.de/10003353920
Saved in:
152
Feedback trading and autocorrelation interactions in the foreign exchange market : further evidence
Laopodis, Nikiforos
- In:
Economic modelling
22
(
2005
)
5
,
pp. 811-827
Persistent link: https://www.econbiz.de/10003116558
Saved in:
153
Contagion in Africa : South Africa and a troubled neighbour, Zimbabwe
Pretorius, Anmar
;
Beer, Jesse de
- In:
Economic modelling
21
(
2004
)
4
,
pp. 703-717
Persistent link: https://www.econbiz.de/10002068728
Saved in:
154
Another look about the evolution of the risk premium : a VAR-GARCH-M model
Iglesias, Emma M.
;
Phillips, Garry D. A.
- In:
Economic modelling
20
(
2003
)
4
,
pp. 777-789
Persistent link: https://www.econbiz.de/10001770437
Saved in:
155
Price thresholds, price volatility, and the private costs of investment in a developing country grain market
Shively, Gerald E.
- In:
Economic modelling
18
(
2001
)
3
,
pp. 399-414
Persistent link: https://www.econbiz.de/10001592782
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