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~isPartOf:"Emerging markets review"
~isPartOf:"Journal of risk"
~subject:"Aktienmarkt"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"ARCH model"
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Aktienmarkt
ARCH model
68
ARCH-Modell
68
Volatility
35
Volatilität
35
Risikomaß
27
Risk measure
27
Estimation
24
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24
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Aufsatz in Zeitschrift
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Brooks, Robert
2
Xuan Vinh Vo
2
Ahmad, Nasir
1
Ajmi, Ahdi Noomen
1
Atukeren, Erdal
1
Bley, Jorg
1
Bouri, Elie
1
Chaker, Aloui
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Izlin Ismail
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Emerging markets review
Journal of risk
Finance research letters
59
International review of financial analysis
49
Energy economics
47
Research in international business and finance
47
International review of economics & finance : IREF
46
Journal of international financial markets, institutions & money
42
Economic modelling
41
Applied economics
38
The North American journal of economics and finance : a journal of financial economics studies
33
Journal of risk and financial management : JRFM
27
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
23
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
22
Applied economics letters
21
Applied financial economics
21
International journal of finance & economics : IJFE
20
Pacific-Basin finance journal
20
Journal of banking & finance
19
Journal of empirical finance
18
International journal of economics and financial issues : IJEFI
16
Journal of forecasting
15
Review of quantitative finance and accounting
15
Cogent economics & finance
14
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
13
International journal of economics and finance
13
Journal of international money and finance
13
Afro-Asian Journal of Finance and Accounting : AAJFA
12
The journal of applied business research
12
Economic research
11
Finance a úvěr
11
Global finance journal
11
International Journal of Financial Studies : open access journal
11
International journal of forecasting
11
The European journal of finance
11
Theoretical economics letters
11
Economics letters
10
Finance India : the quarterly journal of Indian Institute of Finance
10
Global business review
10
International Journal of Energy Economics and Policy : IJEEP
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Investment management and financial innovations
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ECONIS (ZBW)
16
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date (oldest first)
1
Asymmetric risk spillovers between oil and the Chinese stock market : a Beta-skew-t-EGARCH-EVT-copula approach
Chen, Jiusheng
- In:
Journal of risk
25
(
2023
)
3
,
pp. 77-127
Persistent link: https://www.econbiz.de/10014283909
Saved in:
2
Forecasting the realized volatility of stock markets with financial stress
Guo, Chuan
;
Feng, Yiyun
- In:
Journal of risk
25
(
2022
)
1
,
pp. 23-48
Persistent link: https://www.econbiz.de/10013549680
Saved in:
3
Dependence dynamics of stock markets during COVID-19
Ur Rehman, Mobeen
;
Ahmad, Nasir
;
Shahzad, Syed Jawad Hussain
- In:
Emerging markets review
51
(
2022
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10013418824
Saved in:
4
Monetary policy uncertainty and jumps in advanced equity markets
Bouri, Elie
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
Journal of risk
23
(
2020/2021
)
1
,
pp. 101-112
Persistent link: https://www.econbiz.de/10012500112
Saved in:
5
International financial integration : stock return linkages and volatility transmission between Vietnam and advanced countries
Xuan Vinh Vo
;
Ellis, Craig
- In:
Emerging markets review
36
(
2018
),
pp. 19-27
Persistent link: https://www.econbiz.de/10012114829
Saved in:
6
Asymmetric extreme risk spillovers between the Chinese stock market and index futures market : an MV-CAViaR based intraday CoVaR approach
Jian, Zhihong
;
Wu, Shuai
;
Zhu, Zhican
- In:
Emerging markets review
37
(
2018
),
pp. 98-113
Persistent link: https://www.econbiz.de/10012114983
Saved in:
7
Mutual funds and stock market volatility : an empirical analysis of Asian emerging markets
Fiza Qureshi
;
Kutan, Ali Mustafa
;
Izlin Ismail
;
Chan, …
- In:
Emerging markets review
31
(
2017
),
pp. 176-192
Persistent link: https://www.econbiz.de/10011803189
Saved in:
8
Impact of terrorist attacks on stock market volatility in emerging markets
Mnasri, Ayman
;
Nechi, Salem
- In:
Emerging markets review
28
(
2016
),
pp. 184-202
Persistent link: https://www.econbiz.de/10011670990
Saved in:
9
The Tunisian stock market index volatility : long memory vs. switching regime
Charfeddine, Lanouar
;
Ajmi, Ahdi Noomen
- In:
Emerging markets review
16
(
2013
),
pp. 145-169
Persistent link: https://www.econbiz.de/10010243139
Saved in:
10
The roles of news and volatility in stock market correlations during the global financial crisis
Mun, Melissa
;
Brooks, Robert
- In:
Emerging markets review
13
(
2012
)
1
,
pp. 1-7
Persistent link: https://www.econbiz.de/10010219475
Saved in:
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