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~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of financial econometrics"
~isPartOf:"The econometrics journal"
~subject:"Theorie"
~subject:"Welt"
~type:"article"
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Search: subject_exact:"ARCH-Modell"
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Theorie
Welt
ARCH model
218
ARCH-Modell
218
Volatility
148
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148
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68
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Ma, Feng
4
Bauwens, Luc
2
Guesmi, Khaled
2
Karanasos, Menelaos
2
Ledoit, Olivier
2
Li, Yan
2
Nonejad, Nima
2
Wolf, Michael
2
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1
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International review of financial analysis
Journal of financial econometrics
The econometrics journal
Energy economics
101
Finance research letters
66
Journal of empirical finance
63
Applied economics
57
Journal of econometrics
56
International journal of forecasting
51
Economic modelling
47
International review of economics & finance : IREF
46
Journal of forecasting
45
Research in international business and finance
43
Journal of banking & finance
42
The North American journal of economics and finance : a journal of financial economics studies
39
Econometric theory
37
Economics letters
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The European journal of finance
36
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
33
Journal of international financial markets, institutions & money
31
Journal of risk and financial management : JRFM
29
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
27
Applied economics letters
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Econometric reviews
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International Journal of Energy Economics and Policy : IJEEP
24
Journal of applied econometrics
24
Journal of international money and finance
22
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
20
Computational economics
19
International journal of finance & economics : IJFE
19
Quantitative finance
19
Applied financial economics
17
Journal of economic dynamics & control
16
The journal of futures markets
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Risks : open access journal
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Cogent economics & finance
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Review of quantitative finance and accounting
12
Journal of risk
11
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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ECONIS (ZBW)
79
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79
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1
Testing for parameter change epochs in GARCH time series
Richter, Stefan
;
Wang, Weining
;
Wu, Wei Biao
- In:
The econometrics journal
26
(
2023
)
3
,
pp. 467-491
Persistent link: https://www.econbiz.de/10014391712
Saved in:
2
GARCH-M model with an asymmetric risk premium : distinguishing between "good" and "bad" volatility periods
Trifonov, Juri
;
Potanin, Bogdan
- In:
International review of financial analysis
91
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014446930
Saved in:
3
Crude oil prices in times of crisis : the role of Covid-19 and historical events
Bouazizi, Tarek
;
Guesmi, Khaled
;
Galariotis, Emilios
; …
- In:
International review of financial analysis
91
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014446934
Saved in:
4
Bitcoin price volatility transmission between spot and futures markets
Apostolakis, George N.
- In:
International review of financial analysis
94
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014543923
Saved in:
5
Spillovers of joint volatility-skewness-kurtosis of major cryptocurrencies and their determinants
Bouri, Elie
;
Jalkh, Naji
- In:
International review of financial analysis
90
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014470883
Saved in:
6
Testing hypotheses on the innovations distribution in semi-parametric conditional volatility models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1443-1482
Persistent link: https://www.econbiz.de/10014444685
Saved in:
7
Time variation in cash flows and discount rates
Cenesizoglu, Tolga
;
Ibrushi, Denada
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1557-1589
Persistent link: https://www.econbiz.de/10014444702
Saved in:
8
A machine learning approach to volatility forecasting
Christensen, Kim
;
Siggaard, Mathias Voldum
;
Veliyev, …
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1680-1727
Persistent link: https://www.econbiz.de/10014444717
Saved in:
9
Have the predictability of oil changed during the COVID-19 pandemic : evidence from international stock markets
Ding, Hui
;
Huang, Yisu
;
Wang, Jiqian
- In:
International review of financial analysis
87
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014460444
Saved in:
10
The impacts of climate policy uncertainty on stock markets : comparison between China and the US
Xu, Xin
;
Huang, Shupei
;
Lucey, Brian M.
;
An, Haizhong
- In:
International review of financial analysis
88
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014462184
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