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~isPartOf:"Economics letters"
~subject:"ARCH-Modell"
~subject:"Estimation"
~subject:"Volatility"
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Search: subject_exact:"Equity+market"
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ARCH-Modell
Estimation
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Aktienmarkt
96
Stock market
96
Börsenkurs
42
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42
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36
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36
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27
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Demirer, Rıza
2
Grobys, Klaus
2
Gupta, Rangan
2
Adigun, Rasheed
1
Anagnostidis, Panagiotis
1
Antonakakis, Nikolaos
1
Arin, Kerim Peren
1
Babalos, Vasillios
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Chong, Terence Tai-Leung
1
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1
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1
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1
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1
Dehay, Dominique
1
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1
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1
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1
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1
Han, Liyan
1
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1
Jakobsen, Johan Stax
1
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1
Kang, Wensheng
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Economics letters
Finance research letters
231
International review of financial analysis
185
International review of economics & finance : IREF
163
Applied economics
136
Research in international business and finance
136
Economic modelling
133
The North American journal of economics and finance : a journal of financial economics studies
132
Journal of international financial markets, institutions & money
122
Applied economics letters
120
Energy economics
116
Applied financial economics
115
Pacific-Basin finance journal
99
NBER working paper series
83
Journal of banking & finance
81
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
79
Working paper / National Bureau of Economic Research, Inc.
79
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
77
Journal of empirical finance
76
Journal of risk and financial management : JRFM
74
International journal of economics and finance
65
NBER Working Paper
65
International journal of finance & economics : IJFE
63
The European journal of finance
62
Global finance journal
59
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
58
Journal of international money and finance
54
Cogent economics & finance
53
Emerging markets review
50
International journal of economics and financial issues : IJEFI
50
Finance India : the quarterly journal of Indian Institute of Finance
48
CESifo working papers
45
Review of quantitative finance and accounting
45
Investment management and financial innovations
43
Journal of financial economics
40
Discussion paper / Centre for Economic Policy Research
39
The empirical economics letters : a monthly international journal of economics
38
International Journal of Energy Economics and Policy : IJEEP
34
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33
International Journal of Financial Studies : open access journal
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ECONIS (ZBW)
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1
Cryptocurrencies and stock market fluctuations
Musholombo, Bashige
- In:
Economics letters
233
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014506904
Saved in:
2
Asymmetric volatility impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Economics letters
222
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014232851
Saved in:
3
Natural disasters, investor sentiments and stock market reactions : evidence from Turkey-Syria earthquakes
Sakariyahu, Rilwan
;
Lawal, Rodiat
;
Oyekola, Olayinka
; …
- In:
Economics letters
228
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014451170
Saved in:
4
Time-varying predictability of the long horizon equity premium based on semiparametric regressions
Yu, Deshui
;
Li, Chen
;
Li, Luyang
- In:
Economics letters
224
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014307887
Saved in:
5
Equity clusters through the lens of realized semicorrelations
Bollerslev, Tim
;
Patton, Andrew J.
;
Zhang, Haozhe
- In:
Economics letters
211
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013172536
Saved in:
6
The effect of relaxing daily price limit : evidence from the ChiNext market of China
Wan, Xiaoyuan
;
Zhang, Jiachen
- In:
Economics letters
215
(
2022
),
pp. 1-3
Persistent link: https://www.econbiz.de/10013448259
Saved in:
7
Assessing the resiliency of investors against cryptocurrency market crashes through the leverage effect
Brini, Alessio
;
Lenz, Jimmie
- In:
Economics letters
220
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013473124
Saved in:
8
Stock market volatility and public information flow : a non-linear perspective
Bertelsen, Kristoffer Pons
;
Borup, Daniel
;
Jakobsen, …
- In:
Economics letters
204
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012607808
Saved in:
9
Market quality and dark trading in the post MiFID II era : what have we learned so far?
Anagnostidis, Panagiotis
;
Papachristou, George
; …
- In:
Economics letters
184
(
2019
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012304730
Saved in:
10
Global risk aversion and emerging market return comovements
Demirer, Rıza
;
Omay, Tolga
;
Yüksel, Aslı
;
Yüksel, Aydın
- In:
Economics letters
173
(
2018
),
pp. 118-121
Persistent link: https://www.econbiz.de/10012022952
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