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~isPartOf:"International review of economics & finance : IREF"
~subject:"Aktienindex"
~subject:"Stock index"
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Aktienindex
Stock index
ARCH model
125
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125
Volatility
97
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97
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50
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50
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Ajmi, Ahdi Noomen
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International review of economics & finance : IREF
The North American journal of economics and finance : a journal of financial economics studies
15
Applied financial economics
13
International review of financial analysis
13
Finance research letters
11
Applied economics
9
Journal of risk and financial management : JRFM
9
Research in international business and finance
9
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Journal of international financial markets, institutions & money
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Finance India : the quarterly journal of Indian Institute of Finance
7
International journal of economics and financial issues : IJEFI
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Journal of empirical finance
7
The journal of futures markets
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of forecasting
6
Journal of risk
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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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Afro-Asian Journal of Finance and Accounting : AAJFA
5
Applied economics letters
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Discussion paper / Tinbergen Institute
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Energy economics
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Journal of econometrics
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IES working paper
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International Journal of Energy Economics and Policy : IJEEP
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International Journal of Financial Studies : open access journal
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International journal of financial research
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International journal of forecasting
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Research bulletin / The Institute of Cost Accountants of India
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Review of financial economics : RFE
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Umeå economic studies
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Asia-Pacific journal of financial studies
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CBN journal of applied statistics
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CESifo working papers
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Cogent economics & finance
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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1
Crude oil volatility index forecasting : new evidence based on positive and negative jumps from Chinese stock market
Qiao, Gaoxiu
;
Ma, Xuekun
;
Jiang, Gongyue
;
Wang, Lu
- In:
International review of economics & finance : IREF
92
(
2024
),
pp. 415-437
Persistent link: https://www.econbiz.de/10014534917
Saved in:
2
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:
3
Canadian stock market volatility under COVID-19
Xu, Dinghai
- In:
International review of economics & finance : IREF
77
(
2022
),
pp. 159-169
Persistent link: https://www.econbiz.de/10013330750
Saved in:
4
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:
5
Lead-lag relationship between spot and futures stock indexes : intraday data and regime-switching models
Alemany, Nuria
;
Aragó, Vicent
;
Salvador, Enrique
- In:
International review of economics & finance : IREF
68
(
2020
),
pp. 269-280
Persistent link: https://www.econbiz.de/10012486492
Saved in:
6
Volatility and skewness spillover between stock index and stock index futures markets during a crash period : new evidence from China
Hou, Yang
;
Li, Steven
- In:
International review of economics & finance : IREF
66
(
2020
),
pp. 166-188
Persistent link: https://www.econbiz.de/10012390715
Saved in:
7
Forecasting the volatility of the Dow Jones Islamic Stock Market Index : long memory vs. regime switching
Nasr, Adnen Ben
;
Lux, Thomas
;
Ajmi, Ahdi Noomen
;
Gupta, …
- In:
International review of economics & finance : IREF
45
(
2016
),
pp. 559-571
Persistent link: https://www.econbiz.de/10011626589
Saved in:
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