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~isPartOf:"International journal of economics and finance"
~language:"eng"
~subject:"Germany"
~subject:"Prognoseverfahren"
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Search: subject_exact:"GARCH model"
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Azimi, Mohammad Naim
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International journal of economics and finance
International journal of forecasting
80
Energy economics
77
Journal of forecasting
73
Finance research letters
64
International review of financial analysis
42
Applied economics
40
Journal of empirical finance
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The North American journal of economics and finance : a journal of financial economics studies
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International review of economics & finance : IREF
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Pacific-Basin finance journal
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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A correcting note on forecasting conditional variance using ARIMA vs. GARCH model
Azimi, Mohammad Naim
;
Shahidzada, Seyed Farhad
- In:
International journal of economics and finance
11
(
2019
)
5
,
pp. 145-152
Persistent link: https://www.econbiz.de/10012012282
Saved in:
2
Forecasting volatility stock return : evidence from the Nordic stock exchanges
Dritsakis, Nikolaos
;
Savvas, Georgios
- In:
International journal of economics and finance
9
(
2017
)
2
,
pp. 15-31
Persistent link: https://www.econbiz.de/10011617883
Saved in:
3
On forecasting Taiwanese stock index option prices : the role of implied volatility index
Wang, Jying-Nan
;
Liu, Hung-Chun
;
Chen, Lu-Jui
- In:
International journal of economics and finance
9
(
2017
)
9
,
pp. 133-136
Persistent link: https://www.econbiz.de/10011762731
Saved in:
4
Asymmetric reactions of China's stock market to short-term interest rates
Fang, Fang
;
Dong, Weijia
;
Lv, Xin
- In:
International journal of economics and finance
8
(
2016
)
5
,
pp. 260-270
Persistent link: https://www.econbiz.de/10011487610
Saved in:
5
Extreme value volatility estimators and realized volatility of Istanbul stock exchange : evidence from emerging market
Öztürk, Hakkı
;
Erol, Umit
;
Yüksel, Aslı
- In:
International journal of economics and finance
8
(
2016
)
8
,
pp. 71-83
Persistent link: https://www.econbiz.de/10011556036
Saved in:
6
Improve volatility forecasting with realized semivariance-evidences from intra-day large data sets in Chinese
Yin, Lianqian
;
Liu, Bo
;
Du, Zhen
- In:
International journal of economics and finance
6
(
2014
)
12
,
pp. 64-70
Persistent link: https://www.econbiz.de/10010460882
Saved in:
7
Estimating and forecasting volatility of financial markets using asymmetric GARCH models : an application on Turkish financial markets
Gökbulut, Rasim lker
;
Pekkaya, Mehmet
- In:
International journal of economics and finance
6
(
2014
)
4
,
pp. 23-35
Persistent link: https://www.econbiz.de/10010347758
Saved in:
8
Effect of interest, moving average, and historical volatility in forecasting exchange prices of major international currencies
Marwan Mohammad Abu Orabi
;
Saymeh, Abdul Aziz Farid
- In:
International journal of economics and finance
4
(
2012
)
5
,
pp. 246-253
Persistent link: https://www.econbiz.de/10009618169
Saved in:
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