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~isPartOf:"International journal of economics and financial issues : IJEFI"
~subject:"Aktienmarkt"
~subject:"Oil price"
~subject:"Schätztheorie"
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Search: subject_exact:"GARCH model"
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Aktienmarkt
Oil price
Schätztheorie
ARCH model
50
ARCH-Modell
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Volatility
33
Volatilität
33
Estimation
23
Schätzung
23
Stock market
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Börsenkurs
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Balibey, Mesut
2
Turkyilmaz, Serpil
2
Abdoh, Hussein A.
1
Abdurehman, Abderezak Ali
1
Afsal, E. M.
1
Ahmed, Farhan
1
Amiri, Ashkan
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Babajide, Abiola
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Belasri, Yassine
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Boubaker, Adel
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Gencer, Hatice Gaye
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International journal of economics and financial issues : IJEFI
Energy economics
176
Finance research letters
90
Economic modelling
71
International review of economics & finance : IREF
66
International review of financial analysis
62
Applied economics
59
Research in international business and finance
57
The North American journal of economics and finance : a journal of financial economics studies
52
Journal of econometrics
51
Journal of international financial markets, institutions & money
45
International Journal of Energy Economics and Policy : IJEEP
44
Journal of risk and financial management : JRFM
37
Econometric theory
35
Journal of empirical finance
35
Applied economics letters
33
Economics letters
33
International journal of forecasting
30
International journal of finance & economics : IJFE
29
Journal of banking & finance
29
Journal of forecasting
29
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
26
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
25
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
25
Applied financial economics
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
Discussion paper / Tinbergen Institute
22
International journal of economics and finance
20
Pacific-Basin finance journal
20
Cogent economics & finance
17
Econometric reviews
17
Emerging markets, finance and trade : EMFT
16
Journal of risk
16
Review of quantitative finance and accounting
16
The European journal of finance
16
Working paper
16
Journal of financial econometrics : official journal of the Society for Financial Econometrics
15
Journal of international money and finance
15
The econometrics journal
15
Theoretical economics letters
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ECONIS (ZBW)
26
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1
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:
2
Volatility forecasting using hybrid GARCH Neural Network models : the case of the Italian stock market
Kartsonakis Mademlis, Dimitrios
;
Dritsakis, Nikolaos
- In:
International journal of economics and financial issues …
11
(
2021
)
1
,
pp. 49-60
Persistent link: https://www.econbiz.de/10012436893
Saved in:
3
Climate change and milk price volatility in Indonesia
Daryanto, Arief
;
Sofia, Diani Aliya
;
Sahara, Sahara
; …
- In:
International journal of economics and financial issues …
10
(
2020
)
2
,
pp. 282-288
Persistent link: https://www.econbiz.de/10012215193
Saved in:
4
Conditional extreme values theory and tail-related risk measures : evidence from Latin American stock markets
Gutiérrez, Raúl de Jesús
;
Santillán Salgado, …
- In:
International journal of economics and financial issues …
9
(
2019
)
3
,
pp. 127-141
Persistent link: https://www.econbiz.de/10012149540
Saved in:
5
Volatility spillovers and correlation between cryptocurrencies and Asian equity market
Malhotra, Nidhi
;
Gupta, Saumya
- In:
International journal of economics and financial issues …
9
(
2019
)
6
,
pp. 208-215
Persistent link: https://www.econbiz.de/10012151119
Saved in:
6
Modeling sectoral stock indexes volatility : empirical evidence from Pakistan stock exchange
Chimrani, Charan Raj
;
Ahmed, Farhan
;
Panjwani, Vinesh Kumar
- In:
International journal of economics and financial issues …
8
(
2018
)
2
,
pp. 319-324
Persistent link: https://www.econbiz.de/10011957671
Saved in:
7
Investigate the effect of exchange rate volatility on the demand for life insurance in Iran
Hosseinzadeh, Maryam
;
Daei-Karimzadeh, Saeed
- In:
International journal of economics and financial issues …
7
(
2017
)
2
,
pp. 166-174
Persistent link: https://www.econbiz.de/10011786561
Saved in:
8
Macroeconomic fundamental and stock price index in Southeast Asia countries a comparative study
Wahyudi, Sugeng
;
Hersugondo
;
Laksana, Rio Dhani
;
Rudy, R.
- In:
International journal of economics and financial issues …
7
(
2017
)
2
,
pp. 182-187
Persistent link: https://www.econbiz.de/10011786565
Saved in:
9
Correlation based clustering of the Amman stock exchange
Abdoh, Hussein A.
- In:
International journal of economics and financial issues …
7
(
2017
)
2
,
pp. 259-265
Persistent link: https://www.econbiz.de/10011786586
Saved in:
10
Behavioral finance and financial contagion : the evidence of DCC-MGARCH model from 63 equity markets
Talbi, Mariem
;
Boubaker, Adel
;
Sebai, Saber
- In:
International journal of economics and financial issues …
7
(
2017
)
4
,
pp. 387-407
Persistent link: https://www.econbiz.de/10011824319
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