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~isPartOf:"International review of financial analysis"
~isPartOf:"The empirical economics letters : a monthly international journal of economics"
~subject:"Risiko"
~subject:"Share price"
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Search: subject_exact:"Autoregressive conditional heteroscedasticity"
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Risiko
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180
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138
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138
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57
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57
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56
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Ma, Feng
4
Li, Yan
3
Ajmi, Ahdi Noomen
2
Degiannakis, Stavros
2
Filis, George
2
Floros, Christos
2
Giacalone, Massimiliano
2
Gupta, Rangan
2
Lu, Fei
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1
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1
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International review of financial analysis
The empirical economics letters : a monthly international journal of economics
Finance research letters
70
Energy economics
62
International review of economics & finance : IREF
57
Applied economics
54
Research in international business and finance
46
The North American journal of economics and finance : a journal of financial economics studies
45
Economic modelling
43
Journal of empirical finance
40
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37
Journal of international financial markets, institutions & money
34
Applied economics letters
30
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25
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25
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International Journal of Energy Economics and Policy : IJEEP
22
International journal of economics and financial issues : IJEFI
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International journal of forecasting
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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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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
18
Journal of forecasting
17
Cogent economics & finance
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Department of Economics working paper series
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
International journal of finance & economics : IJFE
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Review of quantitative finance and accounting
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Discussion paper / Tinbergen Institute
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The European journal of finance
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Emerging markets, finance and trade : EMFT
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International journal of economics and finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of applied business research
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Theoretical economics letters
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64
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1
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:
2
Real-time forecast of DSGE models with time-varying volatility in GARCH form
Çekin, Semih Emre
;
Ivashchenko, Sergey
;
Gupta, Rangan
; …
- In:
International review of financial analysis
93
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014543555
Saved in:
3
Do commodity futures have a steering effect on the spot stock market in China? : new evidence from volatility forecasting
Lu, Fei
;
Ma, Feng
;
Bouri, Elie
;
Liao, Yin
- In:
International review of financial analysis
94
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014543949
Saved in:
4
Forecasting stock volatility with economic policy uncertainty : a smooth transition GARCH-MIDAS model
Li, Dongxin
;
Zhang, Li
;
Li, Lihong
- In:
International review of financial analysis
88
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014471874
Saved in:
5
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:
6
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:
7
Forecasting European stock volatility : the role of the UK
Gao, Jun
;
Gao, Xiang
;
Gu, Chen
- In:
International review of financial analysis
89
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014464832
Saved in:
8
Forecasting stock market volatility with various geopolitical risks categories : new evidence from machine learning models
Niu, Zibo
;
Wang, Chenlu
;
Zhang, Hongwei
- In:
International review of financial analysis
89
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014467061
Saved in:
9
Less is more? : new evidence from stock market volatility predictability
Lu, Fei
;
Ma, Feng
;
Guo, Qiang
- In:
International review of financial analysis
89
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014467087
Saved in:
10
Forecasting Value-at-Risk using functional volatility incorporating an exogenous effect
Pourkhanali, Armin
;
Tafakori, Laleh
;
Bee, Marco
- In:
International review of financial analysis
89
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014467094
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