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~isPartOf:"Emerging markets review"
~isPartOf:"Emerging markets, finance and trade : EMFT"
~isPartOf:"International review of financial analysis"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Emerging economies"
~subject:"Markov chain"
~subject:"Schwellenländer"
~subject:"Share price"
~subject:"Welt"
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Search: subject_exact:"ARCH model"
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Emerging economies
Markov chain
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Welt
ARCH model
246
ARCH-Modell
246
Volatility
168
Volatilität
168
Estimation
76
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Ma, Feng
6
Gupta, Rangan
4
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3
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3
Lu, Fei
3
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2
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2
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Xuan Vinh Vo
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1
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An, Haizhong
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1
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Emerging markets review
Emerging markets, finance and trade : EMFT
International review of financial analysis
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Energy economics
131
Finance research letters
88
Research in international business and finance
74
Applied economics
71
International review of economics & finance : IREF
68
The North American journal of economics and finance : a journal of financial economics studies
60
Economic modelling
57
Journal of empirical finance
55
Journal of international financial markets, institutions & money
48
Journal of risk and financial management : JRFM
46
International Journal of Energy Economics and Policy : IJEEP
36
Applied economics letters
35
International journal of forecasting
34
Journal of banking & finance
34
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30
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30
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The European journal of finance
23
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
22
International journal of finance & economics : IJFE
22
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
22
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
20
Department of Economics working paper series
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Econometric Institute research papers
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Discussion paper / Tinbergen Institute
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International Journal of Financial Studies : open access journal
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The journal of futures markets
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Cogent economics & finance
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International journal of economics and financial issues : IJEFI
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Journal of international money and finance
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Review of quantitative finance and accounting
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The empirical economics letters : a monthly international journal of economics
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CESifo working papers
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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International journal of economics and finance
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1
Real-time forecast of DSGE models with time-varying volatility in GARCH form
Çekin, Semih Emre
;
Ivashchenko, Sergey
;
Gupta, Rangan
; …
- In:
International review of financial analysis
93
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014543555
Saved in:
2
Bitcoin price volatility transmission between spot and futures markets
Apostolakis, George N.
- In:
International review of financial analysis
94
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014543923
Saved in:
3
Do commodity futures have a steering effect on the spot stock market in China? : new evidence from volatility forecasting
Lu, Fei
;
Ma, Feng
;
Bouri, Elie
;
Liao, Yin
- In:
International review of financial analysis
94
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014543949
Saved in:
4
Crude oil prices in times of crisis : the role of Covid-19 and historical events
Bouazizi, Tarek
;
Guesmi, Khaled
;
Galariotis, Emilios
; …
- In:
International review of financial analysis
91
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014446934
Saved in:
5
Forecasting European stock volatility : the role of the UK
Gao, Jun
;
Gao, Xiang
;
Gu, Chen
- In:
International review of financial analysis
89
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014464832
Saved in:
6
Volatility forecasting of crude oil futures market : which structural change-based HAR models have better performance?
Zhang, Yue-jun
;
Zhang, Han
- In:
International review of financial analysis
85
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014234971
Saved in:
7
Long-term adjusted volatility : powerful capability in forecasting stock market returns
Qiu, Rui
;
Liu, Jing
;
Li, Yan
- In:
International review of financial analysis
86
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014248427
Saved in:
8
Forecasting stock market volatility with various geopolitical risks categories : new evidence from machine learning models
Niu, Zibo
;
Wang, Chenlu
;
Zhang, Hongwei
- In:
International review of financial analysis
89
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014467061
Saved in:
9
Less is more? : new evidence from stock market volatility predictability
Lu, Fei
;
Ma, Feng
;
Guo, Qiang
- In:
International review of financial analysis
89
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014467087
Saved in:
10
Forecasting Value-at-Risk using functional volatility incorporating an exogenous effect
Pourkhanali, Armin
;
Tafakori, Laleh
;
Bee, Marco
- In:
International review of financial analysis
89
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014467094
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