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~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of financial econometrics"
~subject:"ARCH-Modell"
~subject:"Theorie"
~subject:"Welt"
~type:"article"
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Search: subject_exact:"ARCH-Modell"
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ARCH-Modell
Theorie
Welt
ARCH model
178
Volatility
135
Volatilität
135
Capital income
66
Kapitaleinkommen
66
Estimation
60
Schätzung
60
Aktienmarkt
52
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52
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51
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51
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178
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Ma, Feng
7
Degiannakis, Stavros
4
Guesmi, Khaled
4
Li, Yan
4
Bouri, Elie
3
Brooks, Robert
3
Choudhry, Taufiq
3
Do, Hung Xuan
3
Floros, Christos
3
Lu, Fei
3
Bee, Marco
2
Cai, Yuzhi
2
Feng, Lingbing
2
Filis, George
2
Frijns, Bart
2
Gupta, Rangan
2
Hansen, Peter Reinhard
2
In, Francis Haeuck
2
Karanasos, Menelaos
2
Kouretas, Georgios P.
2
Lazar, Emese
2
Ledoit, Olivier
2
Lee, Chien-chiang
2
Liang, Chao
2
Lucey, Brian M.
2
McCauley, Joseph L.
2
McMillan, David G.
2
Morelli, David
2
Nonejad, Nima
2
Peng, Zhe
2
Pick Schen Yip
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Shahzad, Syed Jawad Hussain
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Shi, Yanlin
2
Wang, Lu
2
Wang, Xiong
2
Wei, Yu
2
Wolf, Michael
2
Yarovaya, Larisa
2
Ye, Wuyi
2
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International review of financial analysis
Journal of financial econometrics
Energy economics
259
Finance research letters
192
Applied economics
163
Economic modelling
155
Journal of econometrics
147
Journal of empirical finance
133
International review of economics & finance : IREF
125
Research in international business and finance
125
The North American journal of economics and finance : a journal of financial economics studies
123
Journal of banking & finance
113
Economics letters
109
Journal of international financial markets, institutions & money
107
Applied financial economics
101
International journal of forecasting
96
Journal of risk and financial management : JRFM
88
Journal of forecasting
87
Applied economics letters
79
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
76
The European journal of finance
74
The journal of futures markets
74
Econometric theory
73
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
64
Journal of financial econometrics : official journal of the Society for Financial Econometrics
64
International Journal of Energy Economics and Policy : IJEEP
63
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
55
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
54
International journal of finance & economics : IJFE
51
International journal of economics and financial issues : IJEFI
49
Econometric reviews
47
Journal of international money and finance
46
International journal of economics and finance
45
Review of quantitative finance and accounting
44
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
42
Journal of risk
42
The econometrics journal
40
Computational economics
39
Pacific-Basin finance journal
38
Cogent economics & finance
37
Journal of applied econometrics
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ECONIS (ZBW)
178
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1
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10
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178
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1
The asymmetric volatility spillover across Shanghai, Hong Kong and the U.S. stock markets : a regime weighted measure and its forecast inference
Sheng, Lin Wen
;
Uddin, Mohammed Gazi Salah
;
Sen, Ding
; …
- In:
International review of financial analysis
91
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014446963
Saved in:
2
Volatility forecasting with machine learning and intraday commonality
Zhang, Chao
;
Cucuringu, Mihai
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 492-530
Persistent link: https://www.econbiz.de/10014526335
Saved in:
3
On practitioners closed-form GARCH option pricing
Mozumder, Sharif
;
Frijns, Bart
;
Talukdar, Bakhtear
; …
- In:
International review of financial analysis
94
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014543999
Saved in:
4
Volatility prediction for the energy sector with economic determinants : evidence from a hybrid model
Wang, Yuejing
;
Ye, Wuyi
;
Jiang, Ying
;
Liu, Xiaoquan
- In:
International review of financial analysis
92
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014492381
Saved in:
5
Volatility forecasting of Chinese energy market : which uncertainty have better performance?
Zhang, Jiaming
;
Xiang, Yitian
;
Zou, Yang
;
Guo, Songlin
- In:
International review of financial analysis
91
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014446929
Saved in:
6
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:
7
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:
8
Realized GARCH, CBOE VIX, and the volatility risk premium
Hansen, Peter Reinhard
;
Huang, Zhuo
;
Tong, Chen
;
Wang, …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 187-223
Persistent link: https://www.econbiz.de/10014526311
Saved in:
9
Volatility of volatility estimation : central limit theorems for the fourier transform estimator and empirical study of the daily time series stylized facts
Toscano, Giacomo
;
Livieri, Giulia
;
Mancino, Maria Elvira
; …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 252-296
Persistent link: https://www.econbiz.de/10014526318
Saved in:
10
Asymmetric and high-order risk transmission across VIX and Chinese futures markets
Zhang, Qun
;
Zhang, Zhendong
;
Luo, Jiawen
- In:
International review of financial analysis
93
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014543395
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