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~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of risk"
~subject:"Share price"
~subject:"Statistical distribution"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"ARCH model"
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Share price
Statistical distribution
ARCH model
153
ARCH-Modell
153
Volatility
75
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75
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45
Risk measure
45
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42
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Chevapatrakul, Thanaset
2
Weiß, Gregor
2
Ziggel, Daniel
2
Abad, Pilar
1
Anand, Abhinav
1
Asgharian, Hossein
1
Bali, Turan G.
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Journal of banking & finance
Journal of risk
Finance research letters
59
International review of economics & finance : IREF
53
Applied economics
51
Energy economics
50
International review of financial analysis
46
The North American journal of economics and finance : a journal of financial economics studies
46
Economic modelling
44
Research in international business and finance
44
Journal of empirical finance
43
Journal of risk and financial management : JRFM
39
Journal of econometrics
36
Journal of international financial markets, institutions & money
35
International journal of forecasting
30
Applied economics letters
28
Journal of forecasting
25
Economics letters
22
International Journal of Energy Economics and Policy : IJEEP
21
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
21
The European journal of finance
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
18
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
17
Review of quantitative finance and accounting
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Cogent economics & finance
16
International journal of economics and financial issues : IJEFI
16
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
15
Journal of financial econometrics
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
International journal of finance & economics : IJFE
14
The empirical economics letters : a monthly international journal of economics
14
Emerging markets, finance and trade : EMFT
13
Global business review
13
International Journal of Financial Studies : open access journal
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Pacific-Basin finance journal
13
Risks : open access journal
13
International journal of economics and finance
11
The journal of applied business research
11
Theoretical economics letters
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ECONIS (ZBW)
39
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39
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1
Price discovery in equity markets : a state-dependent analysis of spot and futures markets
Kuck, Konstantin
;
Schweikert, Karsten
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462550
Saved in:
2
The effect of uncertainty on stock market volatility and correlation
Asgharian, Hossein
;
Christiansen, Charlotte
;
Hou, Ai Jun
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014486544
Saved in:
3
Asymmetric risk spillovers between oil and the Chinese stock market : a Beta-skew-t-EGARCH-EVT-copula approach
Chen, Jiusheng
- In:
Journal of risk
25
(
2023
)
3
,
pp. 77-127
Persistent link: https://www.econbiz.de/10014283909
Saved in:
4
The conditional impact of investor sentiment in global stock markets : a two-channel examination
Wang, Wenzhao
;
Su, Chen
;
Duxbury, Darren
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013461707
Saved in:
5
Large dynamic covariance matrices : enhancements based on intraday data
De Nard, Gianluca
;
Engle, Robert F.
;
Ledoit, Olivier
; …
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013461761
Saved in:
6
Forecasting the realized volatility of stock markets with financial stress
Guo, Chuan
;
Feng, Yiyun
- In:
Journal of risk
25
(
2022
)
1
,
pp. 23-48
Persistent link: https://www.econbiz.de/10013549680
Saved in:
7
Correlated idiosyncratic volatility shocks
Qiao, Xiao
;
Wang, Yongning
- In:
Journal of risk
23
(
2021
)
5
,
pp. 25-54
Persistent link: https://www.econbiz.de/10012630868
Saved in:
8
Is idiosyncratic volatility related to returns? Evidence from a subset of firms with quality idiosyncratic volatility estimates
Bergbrant, Mikael
;
Kassa, Haimanot
- In:
Journal of banking & finance
127
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012821006
Saved in:
9
A non-elliptical orthogonal GARCH model for portfolio selection under transaction costs
Paolella, Marc S.
;
Polak, Pawel
;
Walker, Patrick S.
- In:
Journal of banking & finance
125
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012819586
Saved in:
10
Forecasting stock market volatility : an asymmetric conditional autoregressive range mixed data sampling (ACARR-MIDAS) model
Wu, Xinyu
;
Han, Yang
;
Ma, Chaoqun
- In:
Journal of risk
23
(
2021
)
6
,
pp. 1-35
Persistent link: https://www.econbiz.de/10013473133
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