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~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
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Search: subject_exact:"Generalized autoregressive conditional heteroscedasticity"
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Kanas, Angelos
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Energy economics
267
Finance research letters
203
Applied economics
164
Economic modelling
155
Journal of econometrics
147
International review of financial analysis
144
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134
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128
International review of economics & finance : IREF
125
The North American journal of economics and finance : a journal of financial economics studies
123
Journal of banking & finance
113
Economics letters
109
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107
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101
Discussion paper / Tinbergen Institute
98
International journal of forecasting
96
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87
Applied economics letters
79
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
76
The European journal of finance
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The journal of futures markets
74
Econometric theory
73
Econometric Institute research papers
69
Working paper
69
Journal of financial econometrics : official journal of the Society for Financial Econometrics
65
International Journal of Energy Economics and Policy : IJEEP
64
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
64
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
54
International journal of finance & economics : IJFE
52
International journal of economics and financial issues : IJEFI
50
Econometric reviews
47
Journal of international money and finance
46
International journal of economics and finance
45
Review of quantitative finance and accounting
44
CREATES research paper
43
Computational economics
43
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
42
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ECONIS (ZBW)
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1
On the pernicious effects of oil price uncertainty on US real economic activities
Charles, Amélie
;
Chua, Chew Lian
;
Darné, Olivier
; …
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
6
,
pp. 2689-2715
Persistent link: https://www.econbiz.de/10012498637
Saved in:
2
Inflation volatility and inflation in the wake of the great recession
Çekin, Semih Emre
;
Valcarcel, Victor J.
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
4
,
pp. 1997-2015
Persistent link: https://www.econbiz.de/10012304370
Saved in:
3
Conditional growth volatility and sectoral comovement in U.S. industrial production, 1828-1915
Freire, Gustavo
;
Resende, Marcelo
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
6
,
pp. 3063-3084
Persistent link: https://www.econbiz.de/10012504357
Saved in:
4
Realized volatility and jump testing in the Japanese electricity spot market
Ciarreta, Aitor
;
Muniain, Peru
;
Zarraga, Ainhoa
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
3
,
pp. 1143-1166
Persistent link: https://www.econbiz.de/10012219535
Saved in:
5
Volatility spillovers among global stock markets : measuring total and directional effects
Gamba-Santamaria, Santiago
;
Gómez González, José Eduardo
- In:
Empirical economics : a journal of the Institute for …
56
(
2019
)
5
,
pp. 1581-1599
Persistent link: https://www.econbiz.de/10012052208
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6
Oil price uncertainty and real output growth : new evidence from selected oil-importing countries in the Middle East
Maghyereh, Aktham I.
;
Awartani, Basil
;
Sweidan, Osama …
- In:
Empirical economics : a journal of the Institute for …
56
(
2019
)
5
,
pp. 1601-1621
Persistent link: https://www.econbiz.de/10012052209
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7
Volatility-dependent correlations : further evidence of when, where and how
Clements, Adam
;
Scott, Ayesha
;
Silvennoinen, Annastiina
- In:
Empirical economics : a journal of the Institute for …
57
(
2019
)
2
,
pp. 505-540
Persistent link: https://www.econbiz.de/10012056697
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8
Asymmetric effects of oil price shocks on Asian economies : a nonlinear analysis
Khan, Muhammad Arshad
;
Husnain, Muhammad Iftikhar Ul
; …
- In:
Empirical economics : a journal of the Institute for …
57
(
2019
)
4
,
pp. 1319-1350
Persistent link: https://www.econbiz.de/10012115305
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9
Is inflation targeting credible in Asia? : a panel GARCH approach
Valera, Harold Glenn A.
;
Holmes, Mark J.
;
Hassan, Gazi M.
- In:
Empirical economics : a journal of the Institute for …
54
(
2018
)
2
,
pp. 523-546
Persistent link: https://www.econbiz.de/10011949277
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10
The Lucas hypothesis on monetary shocks : evidence from a GARCH-in-mean model
Rahman, Sajjadur
- In:
Empirical economics : a journal of the Institute for …
54
(
2018
)
4
,
pp. 1411-1450
Persistent link: https://www.econbiz.de/10011949560
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