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~isPartOf:"International journal of economics and financial issues : IJEFI"
~isPartOf:"International review of economics & finance : IREF"
~subject:"ARCH model"
~subject:"Investmentfonds"
~type_genre:"Article in journal"
~type_genre:"Bibliography included"
~type_genre:"Übersichtsarbeit"
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ARCH model
Investmentfonds
Capital income
461
Kapitaleinkommen
461
Börsenkurs
243
Share price
243
Aktienmarkt
153
Stock market
153
Estimation
149
Schätzung
149
Volatility
127
Volatilität
127
Theorie
79
Theory
79
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77
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77
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Kumar, Dilip
3
Ali, Hapzi
2
Balibey, Mesut
2
Brooks, Robert
2
Caporin, Massimiliano
2
Ho, Kin-Yip
2
Li, Steven
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2
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2
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2
Shi, Yanlin
2
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2
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1
Abdoh, Hussein A.
1
Afsal, E. M.
1
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1
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1
Alexeev, Vitali
1
Alsubaiei, Bader Jawid
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Cheng, Nick Ying-pin
1
Chiang, Shu-mei
1
D'Addona, Stefano
1
Das, Debojyoti
1
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1
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1
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International journal of economics and financial issues : IJEFI
International review of economics & finance : IREF
Journal of banking & finance
89
International review of financial analysis
85
Finance research letters
83
Journal of empirical finance
69
The North American journal of economics and finance : a journal of financial economics studies
62
Journal of financial economics
55
Research in international business and finance
51
Journal of international financial markets, institutions & money
48
The European journal of finance
48
Pacific-Basin finance journal
46
Applied economics
43
Energy economics
41
The journal of asset management
41
Economic modelling
39
Journal of risk and financial management : JRFM
39
Applied economics letters
38
Review of quantitative finance and accounting
38
Applied financial economics
36
International journal of forecasting
34
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
34
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
32
Journal of financial and quantitative analysis : JFQA
29
Management science : journal of the Institute for Operations Research and the Management Sciences
29
Journal of forecasting
28
International journal of economics and finance
26
The journal of finance : the journal of the American Finance Association
26
International journal of finance & economics : IJFE
24
Journal of econometrics
24
Global finance journal
23
Financial markets and portfolio management
22
Financial services review : the journal of individual financial management
22
Managerial finance
22
International Journal of Financial Studies : open access journal
21
Investment management and financial innovations
21
The review of financial studies
21
Cogent economics & finance
20
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
19
Journal of economics and finance
19
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ECONIS (ZBW)
77
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1
How does oil market volatility impact mutual fund performance?
Alsubaiei, Bader Jawid
;
Calice, Giovanni
;
Vivian, Andrew
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1601-1621
Persistent link: https://www.econbiz.de/10014446642
Saved in:
2
Cryptocurrency returns, cybercrime and stock market volatility : GAS and regime switching approaches
Sanusi, Kazeem Abimbola
;
Dickason Koekemoer, Zandri
- In:
International journal of economics and financial issues …
12
(
2022
)
6
,
pp. 52-64
Persistent link: https://www.econbiz.de/10014227215
Saved in:
3
The impact of Covid-19 on the performance of hedge funds compared to mutual funds in South Africa
Muridili, Thonifho Pollen
;
Sgammini, Ruschelle
; …
- In:
International journal of economics and financial issues …
12
(
2022
)
6
,
pp. 133-144
Persistent link: https://www.econbiz.de/10014227823
Saved in:
4
Overseas exposures, global events, and mutual fund performance
Kong, Dongmin
;
Zhao, Zhao
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 848-863
Persistent link: https://www.econbiz.de/10014492264
Saved in:
5
The value-growth premium in a time-varying risk return framework
Park, Keehwan
;
Jung, Mookwon
;
Fang, Zhongzheng
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 1500-1512
Persistent link: https://www.econbiz.de/10014475293
Saved in:
6
Can the introduction of stock index futures stabilize the volatility of the stock market? : evidence from the Chinese stock market
Liu, Shengnan
;
Yang, Linshan
;
Gu, Rongbao
- In:
International review of economics & finance : IREF
85
(
2023
),
pp. 44-58
Persistent link: https://www.econbiz.de/10014424017
Saved in:
7
Volatility modelling for tourism sector stocks in Borsa Istanbul
Celik, Gulsah Gencer
- In:
International journal of economics and financial issues …
10
(
2020
)
3
,
pp. 158-165
Persistent link: https://www.econbiz.de/10012215271
Saved in:
8
On bank return and volatility spillovers : identifying transmitters and receivers during crisis periods
Apostolakis, George N.
;
Floros, Christos
;
Giannellis, …
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 156-176
Persistent link: https://www.econbiz.de/10013542907
Saved in:
9
Singlehanded or joint race? : stock market volatility prediction
Lu, Xinjie
;
Ma, Feng
;
Wang, Jianqiong
;
Dong, Dayong
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 734-754
Persistent link: https://www.econbiz.de/10013342735
Saved in:
10
Estimating tail-risk using semiparametric conditional variance with an application to meme stocks
D'Addona, Stefano
;
Khanom, Najrin
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 241-260
Persistent link: https://www.econbiz.de/10013543110
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