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~isPartOf:"Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets"
~subject:"ARCH model"
~subject:"Deutschland"
~subject:"Multivariate distribution"
~subject:"Schätzung"
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ARCH model
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Aktienmarkt
14
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14
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14
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14
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10
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9
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9
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
Economic modelling
69
Applied economics
66
Finance research letters
49
Energy economics
48
Journal of econometrics
45
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
44
Journal of banking & finance
41
International review of financial analysis
39
Applied economics letters
38
Discussion paper series / IZA
38
Economics letters
38
Journal of empirical finance
38
Research in international business and finance
38
International review of economics & finance : IREF
35
The North American journal of economics and finance : a journal of financial economics studies
35
Journal of international financial markets, institutions & money
32
Working paper / National Bureau of Economic Research, Inc.
32
Insurance / Mathematics & economics
30
Discussion paper / Tinbergen Institute
29
NBER Working Paper
29
NBER working paper series
29
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
26
Journal of international money and finance
22
Journal of risk and financial management : JRFM
22
CESifo working papers
21
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
21
Risks : open access journal
20
Working paper
20
International journal of forecasting
19
Journal of financial econometrics : official journal of the Society for Financial Econometrics
18
IZA Discussion Papers
17
Journal of financial econometrics
17
Discussion paper
16
The European journal of finance
15
Econometric reviews
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The journal of futures markets
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Computational economics
13
Discussion papers / CEPR
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The empirical economics letters : a monthly international journal of economics
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ECONIS (ZBW)
17
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1
Sovereign risk contagion in East Asia : a mixture of time-varying copulas approach
Lee, Yong Woong
;
Hong, KiHoon
;
Yang, Kisung
- In:
Emerging markets finance & trade : a journal of the …
54
(
2018
)
7/8/9
,
pp. 1513-1537
Persistent link: https://www.econbiz.de/10012123613
Saved in:
2
State
dependence
in poverty : the case of Turkey
Yildirim, Jülide
;
Bakır, M. Akif
;
Savas, Ayse
- In:
Emerging markets finance & trade : a journal of the …
54
(
2018
)
7/8/9
,
pp. 1963-1972
Persistent link: https://www.econbiz.de/10012124625
Saved in:
3
An investigation of the cross-strait economic integration and
dependence
of stock markets
Fang, Ming
;
Wang, Ming-Chieh
;
Chang, Chiu-Lan
- In:
Emerging markets finance & trade : a journal of the …
53
(
2017
)
3
,
pp. 661-669
Persistent link: https://www.econbiz.de/10011764350
Saved in:
4
Risk-return profiles of Islamic equities and commodity portfolios in different market conditions
Kabir, Sarkar Humayun
;
Masih, Abdul Mansur M.
; …
- In:
Emerging markets finance & trade : a journal of the …
53
(
2017
)
7/8/9
,
pp. 1477-1500
Persistent link: https://www.econbiz.de/10011823800
Saved in:
5
A mixed
dependence
between the exchange rate and international crude oil returns : an application of dynamic mixture copula
Chang, Kuang-Liang
- In:
Emerging markets finance & trade : a journal of the …
53
(
2017
)
10/11/12
,
pp. 2347-2360
Persistent link: https://www.econbiz.de/10011825350
Saved in:
6
Correlation dynamics in east Asian financial markets
Lestano, Lestano
;
Kuper, Gerard H.
- In:
Emerging markets finance & trade : a journal of the …
52
(
2016
)
1/3
,
pp. 382-399
Persistent link: https://www.econbiz.de/10011562458
Saved in:
7
Comovement of exchange rates : a wavelet analysis
Andrieş, Alin Marius
;
Ihnatov, Iulian
;
Tiwari, Aviral Kumar
- In:
Emerging markets finance & trade : a journal of the …
52
(
2016
)
1/3
,
pp. 574-588
Persistent link: https://www.econbiz.de/10011562523
Saved in:
8
Jump-dependent model for optimal index futures hedging in five major Asian stock markets
Lai, Yi-Hao
;
Wang, Yi-Chiuan
- In:
Emerging markets finance & trade : a journal of the …
52
(
2016
)
4/6
,
pp. 786-796
Persistent link: https://www.econbiz.de/10011563109
Saved in:
9
The resource curse and its transmission channels : an empirical investigation of Chinese cities' panel data
Guo, Jin
;
Zheng, Xinye
;
Song, Feng
- In:
Emerging markets finance & trade : a journal of the …
52
(
2016
)
4/6
,
pp. 1325-1334
Persistent link: https://www.econbiz.de/10011563324
Saved in:
10
Jump tail
dependence
in the Chinese stock market
Li, Sophia Zhengzi
;
Wang, Hao
;
Zhao, Hua
- In:
Emerging markets finance & trade : a journal of the …
52
(
2016
)
10/12
,
pp. 2379-2396
Persistent link: https://www.econbiz.de/10011672561
Saved in:
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