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~isPartOf:"Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets"
~isPartOf:"Journal of international financial markets, institutions & money"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Time series analysis"
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Search: subject:"ARCH-Modell"
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Time series analysis
ARCH model
272
ARCH-Modell
272
Volatility
204
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Aktienmarkt
98
Capital income
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Aloui, Chaker
2
Chkili, Walid
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Gupta, Rangan
2
Nguyen, Duc Khuong
2
Nonejad, Nima
2
Allen, David E.
1
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
Journal of international financial markets, institutions & money
The North American journal of economics and finance : a journal of financial economics studies
Discussion paper / Tinbergen Institute
42
Journal of econometrics
42
Journal of empirical finance
37
Economic modelling
31
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
31
International journal of forecasting
30
Energy economics
29
Finance research letters
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Applied economics
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Economics letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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CREATES research paper
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International review of financial analysis
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Research in international business and finance
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Econometric Institute research papers
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Econometric reviews
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International review of economics & finance : IREF
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Journal of banking & finance
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International Journal of Energy Economics and Policy : IJEEP
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Journal of time series econometrics
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The econometrics journal
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Econometrics : open access journal
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International journal of economics and financial issues : IJEFI
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Journal of financial econometrics
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Computational economics
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Journal of risk
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Applied financial economics
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Econometric theory
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International journal of economics and finance
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CORE discussion papers : DP
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ECARES working paper
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International journal of finance & economics : IJFE
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The European journal of finance
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ECONIS (ZBW)
36
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1
Forecasting VIX using two-component realized EGARCH model
Wu, Xinyu
;
Zhao, An
;
Liu, Li
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014484064
Saved in:
2
Understanding the conditional out-of-sample predictive impact of the price of crude oil on aggregate equity return volatility
Nonejad, Nima
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013534202
Saved in:
3
A novel estimation of time-varying quantile correlation for financial contagion detection
Ye, Wuyi
;
Li, Mingge
;
Wu, Yuehua
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014225731
Saved in:
4
An investigation on mixed housing-cycle structures and asymmetric tail dependences
Chang, Kuang-Liang
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012658920
Saved in:
5
Forecasting risk in the US Dollar exchange rate under volatility shifts
Anjum, Hassan
;
Malik, Farooq
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012664814
Saved in:
6
Jump probability using volatility periodicity filters in US Dollar/Euro exchange rates
Yi, Chae-Deug
- In:
The North American journal of economics and finance : a …
53
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012632203
Saved in:
7
Improving the realized GARCH's volatility forecast for Bitcoin with jump-robust estimators
Hung, Jui-Cheng
;
Liu, Hung-Chun
;
Yang, Jimmy J.
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012654833
Saved in:
8
Nonlinear dependence in cryptocurrency markets
Chaim, Pedro
;
Laurini, Márcio Poletti
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 32-47
Persistent link: https://www.econbiz.de/10012120206
Saved in:
9
Forecasting aggregate equity return volatility using crude oil price volatility : The role of nonlinearities and asymmetries
Nonejad, Nima
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012203664
Saved in:
10
Time-varying risk aversion and realized gold volatility
Demirer, Rıza
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
50
(
2019
)
101048
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012204443
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