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~isPartOf:"International review of economics & finance : IREF"
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Search: subject_exact:"GARCH model"
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International review of economics & finance : IREF
Energy economics
267
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147
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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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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International journal of finance & economics : IJFE
52
International journal of economics and financial issues : IJEFI
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International journal of economics and finance
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Review of quantitative finance and accounting
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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ECONIS (ZBW)
125
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21
Southern oscillation : great value of its trends for forecasting crude oil spot price volatility
Hong, Yanran
;
Yu, Jize
;
Su, Yuquan
;
Wang, Lu
- In:
International review of economics & finance : IREF
84
(
2023
),
pp. 358-368
Persistent link: https://www.econbiz.de/10014364057
Saved in:
22
Does climate policy uncertainty affect Chinese stock market volatility?
Chen, Zhonglu
;
Zhang, Li
;
Weng, Chen
- In:
International review of economics & finance : IREF
84
(
2023
),
pp. 369-381
Persistent link: https://www.econbiz.de/10014364063
Saved in:
23
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:
24
Oil futures volatility prediction : bagging or combination?
Lyu, Zhichong
;
Ma, Feng
;
Zhang, Jixiang
- In:
International review of economics & finance : IREF
87
(
2023
),
pp. 457-467
Persistent link: https://www.econbiz.de/10014472442
Saved in:
25
Do bitcoin news information flow and return volatility fit the sequential information arrival hypothesis and the mixture of distribution hypothesis?
Chou, Ke-Hsin
;
Day, Min-Yuh
;
Chiu, Chien-Liang
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 365-385
Persistent link: https://www.econbiz.de/10014474538
Saved in:
26
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:
27
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:
28
Challenges for volatility forecasts of US fossil energy spot markets during the COVID-19 crisis
Li, Zepei
;
Huang, Haizhen
- In:
International review of economics & finance : IREF
86
(
2023
),
pp. 31-45
Persistent link: https://www.econbiz.de/10014428753
Saved in:
29
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:
30
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
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