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~isPartOf:"Global business review"
~isPartOf:"The empirical economics letters : a monthly international journal of economics"
~subject:"Risiko"
~subject:"Share price"
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Search: subject_exact:"Autoregressive conditional heteroscedasticity"
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Risiko
Share price
ARCH model
59
ARCH-Modell
59
Volatility
50
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50
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26
Capital income
19
Kapitaleinkommen
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Ajmi, Ahdi Noomen
2
Chowdhury, Shah Saeed Hassan
2
Giacalone, Massimiliano
2
Mattera, Raffaele
2
Agarwal, Harshit
1
Agarwal, Rashi
1
Agnihotri, Shalini
1
Aidoo, Eric N.
1
Baklaci, Hasan F.
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Bal, Gnyana Ranjan
1
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1
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1
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1
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1
Cozzucoli, Paolo Carmelo
1
Dawar, Varun
1
De, Anupam
1
Deo, Malabika
1
Doğru, Bülent
1
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1
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1
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1
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Naik, Pramod Kumar
1
Ngo Thai Hung
1
Padji, Puja
1
Pan, Wei-Fong
1
Panda, Laxmidhar
1
Parminder Singh
1
Rahman, M. Arifur
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Global business review
The empirical economics letters : a monthly international journal of economics
Finance research letters
70
Energy economics
62
International review of economics & finance : IREF
57
Applied economics
54
International review of financial analysis
46
Research in international business and finance
46
The North American journal of economics and finance : a journal of financial economics studies
45
Economic modelling
43
Journal of empirical finance
40
Journal of risk and financial management : JRFM
37
Journal of international financial markets, institutions & money
34
Applied economics letters
30
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25
Journal of econometrics
25
Economics letters
23
International Journal of Energy Economics and Policy : IJEEP
22
International journal of economics and financial issues : IJEFI
20
International journal of forecasting
20
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
20
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
18
Journal of forecasting
17
Cogent economics & finance
16
Department of Economics working paper series
16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
International journal of finance & economics : IJFE
15
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Review of quantitative finance and accounting
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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 European journal of finance
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Journal of risk
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Emerging markets, finance and trade : EMFT
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International journal of economics and finance
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Risks : open access journal
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
12
The journal of applied business research
12
Theoretical economics letters
12
CESifo working papers
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1
Spillover of sentiments between the GCC stock markets
Chowdhury, Shah Saeed Hassan
- In:
Global business review
24
(
2023
)
6
,
pp. 1434-1453
Persistent link: https://www.econbiz.de/10014433227
Saved in:
2
Relationship between FIIs' herding and returns in the Indian equity market : further empirical evidence
Choudhary, Kapil
;
Parminder Singh
;
Soni, Amit
- In:
Global business review
23
(
2022
)
1
,
pp. 137-155
Persistent link: https://www.econbiz.de/10012822101
Saved in:
3
Spillover effects between stock prices and exchange rates for the Central and Eastern European countries
Ngo Thai Hung
- In:
Global business review
23
(
2022
)
2
,
pp. 259-286
Persistent link: https://www.econbiz.de/10013256834
Saved in:
4
A statistical analysis of the Colombo stock returns
Zhang, Zili
;
Nadarajah, Saralees
- In:
Global business review
22
(
2021
)
1
,
pp. 101-118
Persistent link: https://www.econbiz.de/10012483216
Saved in:
5
Stock returns and asymmetric volatility spillover dynamics between Asian emerging markets
Habiba, Umme
;
Shen, Peilong
;
Hamid, Kashif
;
Shahzad, Farrukh
- In:
Global business review
22
(
2021
)
5
,
pp. 1131-1145
Persistent link: https://www.econbiz.de/10012660316
Saved in:
6
Stylized facts of high-frequency financial time series data
Shakeel, Moonis
;
Srivastava, Bhavana
- In:
Global business review
22
(
2021
)
2
,
pp. 550-564
Persistent link: https://www.econbiz.de/10012520248
Saved in:
7
Time-varying correlation between indian equity market and selected Asian and US stock markets
Seth, Neha
;
Panda, Laxmidhar
- In:
Global business review
21
(
2020
)
6
,
pp. 1354-1375
Persistent link: https://www.econbiz.de/10012388968
Saved in:
8
Impact of COVID-19 on the dependence structure of WTI crude oil spot and future price
Lee, Wo-Chiang
;
Lee, Jhuo-Ying
- In:
The empirical economics letters : a monthly …
19
(
2020
)
11
,
pp. 1299-1312
Persistent link: https://www.econbiz.de/10012599720
Saved in:
9
Return and volatility spillover among commodity futures, stock market and exchange rate : evidence from India
Maitra, Debasish
;
Dawar, Varun
- In:
Global business review
20
(
2019
)
1
,
pp. 214-237
Persistent link: https://www.econbiz.de/10011984156
Saved in:
10
Improving volatility forecasts with GED-GARCH model: evidence from U.S. stock market
Giacalone, Massimiliano
;
Mattera, Raffaele
;
Cozzucoli, …
- In:
The empirical economics letters : a monthly …
18
(
2019
)
7
,
pp. 785-791
Persistent link: https://www.econbiz.de/10012315480
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