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~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of financial econometrics"
~subject:"Spillover-Effekt"
~subject:"Theorie"
~subject:"Welt"
~type:"article"
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Search: subject_exact:"ARCH-Modell"
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Spillover-Effekt
Theorie
Welt
ARCH model
178
ARCH-Modell
178
Volatility
135
Volatilität
135
Capital income
66
Kapitaleinkommen
66
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60
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60
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52
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52
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51
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44
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85
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Ma, Feng
4
Brooks, Robert
3
Do, Hung Xuan
3
Bouri, Elie
2
Guesmi, Khaled
2
Karanasos, Menelaos
2
Ledoit, Olivier
2
Li, Yan
2
Nonejad, Nima
2
Pick Schen Yip
2
Shahzad, Syed Jawad Hussain
2
Wang, Xiong
2
Wolf, Michael
2
Zarangas, Leonidas P.
2
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1
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1
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1
An, Haizhong
1
Andrikopulos, Andreas A.
1
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1
Apostolakis, George N.
1
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1
Balli, Faruk
1
Balli, Hatice Ozer
1
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1
Bedoui, Rihab
1
Bekiros, Stelios D.
1
Berger, Theo
1
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1
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1
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1
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Caloia, Francesco Giuseppe
1
Cao, Jiahui
1
Catania, Leopoldo
1
Cavicchioli, Maddalena
1
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1
Chan, Wai-Sum
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International review of financial analysis
Journal of financial econometrics
Energy economics
131
Finance research letters
91
Economic modelling
70
Applied economics
65
Journal of empirical finance
65
Research in international business and finance
64
International review of economics & finance : IREF
62
The North American journal of economics and finance : a journal of financial economics studies
60
Journal of econometrics
57
International journal of forecasting
53
Journal of banking & finance
48
Journal of forecasting
45
Journal of international financial markets, institutions & money
44
Economics letters
43
Journal of risk and financial management : JRFM
41
The European journal of finance
40
Econometric theory
37
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
33
Applied economics letters
31
International Journal of Energy Economics and Policy : IJEEP
31
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
29
Journal of financial econometrics : official journal of the Society for Financial Econometrics
27
Econometric reviews
26
International journal of finance & economics : IJFE
25
Journal of applied econometrics
24
Journal of international money and finance
24
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
23
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
21
Applied financial economics
20
Quantitative finance
20
The econometrics journal
20
Cogent economics & finance
19
Computational economics
19
The journal of futures markets
18
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
16
Journal of economic dynamics & control
16
Pacific-Basin finance journal
16
International Journal of Financial Studies : open access journal
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ECONIS (ZBW)
85
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11
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
Saved in:
12
A joint model for the term structure of interest rates and realized volatility
Hansen, Anne Lundgaard
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1196-1227
Persistent link: https://www.econbiz.de/10014391449
Saved in:
13
Modeling and forecasting volatilities of financial assets with an asymmetric zero-drift GARCH model
Shi, Yanlin
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1308-1345
Persistent link: https://www.econbiz.de/10014391461
Saved in:
14
Commodity market financialization, herding and signals : an asymmetric GARCH R-vine copula approach
Qin, Xiao
;
Yan, Meilan
;
Zhang, Dalu
- In:
International review of financial analysis
89
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014466342
Saved in:
15
Nonparametric inference of expectile-based value-at-risk for financial time series with application to risk assessment
Zhang, Feipeng
;
Xu, Yixiong
;
Fan, Caiyun
- In:
International review of financial analysis
90
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014469910
Saved in:
16
Risk spillovers from China's and the US stock markets during high-volatility periods : evidence from East Asianstock markets
Wang, Bo
;
Xiao, Yang
- In:
International review of financial analysis
86
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014249132
Saved in:
17
Volatility forecasting of crude oil futures market : which structural change-based HAR models have better performance?
Zhang, Yue-jun
;
Zhang, Han
- In:
International review of financial analysis
85
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014234971
Saved in:
18
A new tail-based correlation measure and its application in global equity markets
Liu, Jinjing
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 959-987
Persistent link: https://www.econbiz.de/10014314844
Saved in:
19
Improving value-at-risk prediction under model uncertainty
Peng, Shige
;
Yang, Shuzhen
;
Yao, Jianfeng
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 228-259
Persistent link: https://www.econbiz.de/10013542865
Saved in:
20
Forecasting equity index volatility by measuring the linkage among component stocks
Qiu, Yue
;
Xie, Tian
;
Yu, Jun
;
Zhou, Qiankun
- In:
Journal of financial econometrics
20
(
2022
)
1
,
pp. 160-186
Persistent link: https://www.econbiz.de/10012878191
Saved in:
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