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~isPartOf:"International review of economics & finance : IREF"
~subject:"Aktienindex"
~subject:"Theory"
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Aktienindex
Theory
ARCH model
125
ARCH-Modell
125
Volatility
97
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97
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50
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50
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International review of economics & finance : IREF
Journal of econometrics
59
Journal of empirical finance
57
Finance research letters
49
International journal of forecasting
46
Applied economics
45
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41
International review of financial analysis
39
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38
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37
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34
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34
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22
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20
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Risks : open access journal
17
CORE discussion paper : DP
16
Journal of economic dynamics & control
16
The journal of futures markets
16
Journal of international money and finance
15
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15
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
14
Econometric Institute research papers
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
30
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1
Stock-oil comovements through fear, uncertainty, and expectations : evidence from conditional comoments
Noori, Mohammad
- In:
International review of economics & finance : IREF
93
(
2024
)
1
,
pp. 529-551
Persistent link: https://www.econbiz.de/10014535373
Saved in:
2
Forecasting global stock market volatilities : A shrinkage heterogeneous autoregressive (HAR) model with a large cross-market predictor set
Li, Zhao-Chen
;
Chi, Xie
;
Wang, Gang-Jin
;
Zhu, You
; …
- In:
International review of economics & finance : IREF
93
(
2024
)
2
,
pp. 673-711
Persistent link: https://www.econbiz.de/10014535603
Saved in:
3
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:
4
Time-variant safe haven currencies
Sato, Ayano
;
Nakata, Hayato
;
Percy, Jay
- In:
International review of economics & finance : IREF
93
(
2024
)
2
,
pp. 316-328
Persistent link: https://www.econbiz.de/10014535558
Saved in:
5
Stock market volatility prediction : evidence from a new bagging model
Luo, Qin
;
Bu, Jinfeng
;
Xu, Weiju
;
Huang, Dengshi
- In:
International review of economics & finance : IREF
87
(
2023
),
pp. 445-456
Persistent link: https://www.econbiz.de/10014472410
Saved in:
6
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:
7
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:
8
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:
9
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:
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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