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~isPartOf:"Journal of empirical finance"
~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
Share price
ARCH model
170
ARCH-Modell
170
Volatility
121
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121
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58
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58
Theorie
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Ajmi, Ahdi Noomen
2
Conrad, Christian
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Mattera, Raffaele
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Journal of empirical finance
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
International review of financial analysis
46
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 risk and financial management : JRFM
37
Journal of international financial markets, institutions & money
34
Applied economics letters
30
Journal of banking & finance
25
Journal of econometrics
25
Economics letters
23
International Journal of Energy Economics and Policy : IJEEP
22
International journal of economics and financial issues : IJEFI
20
International journal of forecasting
20
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
20
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
18
Journal of forecasting
17
Cogent economics & finance
16
Department of Economics working paper series
16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
International journal of finance & economics : IJFE
15
Journal of financial econometrics : official journal of the Society for Financial Econometrics
15
Review of quantitative finance and accounting
15
Discussion paper / Tinbergen Institute
14
International Journal of Financial Studies : open access journal
14
The European journal of finance
14
Global business review
13
Journal of risk
13
Emerging markets, finance and trade : EMFT
12
International journal of economics and finance
12
Risks : open access journal
12
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
12
The journal of applied business research
12
Theoretical economics letters
12
CESifo working papers
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ECONIS (ZBW)
58
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1
Equity markets volatility clustering : a multiscale analysis of intraday and overnight returns
Zhao, Xiaojun
;
Zhang, Na
;
Zhang, Yali
;
Xu, Chao
;
Shang, …
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-
Persistent link: https://www.econbiz.de/10014578531
Saved in:
2
Empirical performance of component GARCH models in pricing VIX term structure and VIX futures
Cheng, Hung-Wen
;
Chang, Li-Han
;
Lo, Chien-Ling
;
Tsai, …
- In:
Journal of empirical finance
72
(
2023
),
pp. 122-142
Persistent link: https://www.econbiz.de/10014476812
Saved in:
3
The effects of economic uncertainty on financial volatility : a comprehensive investigation
Tong, Chen
;
Huang, Zhuo
;
Wang, Tianyi
;
Zhang, Cong
- In:
Journal of empirical finance
73
(
2023
),
pp. 369-389
Persistent link: https://www.econbiz.de/10014477040
Saved in:
4
Conditional out-of-sample predictability of aggregate equity returns and aggregate equity return volatility using economic variables
Nonejad, Nima
- In:
Journal of empirical finance
70
(
2023
),
pp. 91-122
Persistent link: https://www.econbiz.de/10014423619
Saved in:
5
The contribution of jump signs and activity to forecasting stock price volatility
Bu, Ruijun
;
Hizmeri, Rodrigo
;
Izzeldin, Marwan
;
Murphy, …
- In:
Journal of empirical finance
70
(
2023
),
pp. 144-164
Persistent link: https://www.econbiz.de/10014423623
Saved in:
6
Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices
Fiszeder, Piotr
;
Fałdziński, Marcin
;
Molnár, Peter
- In:
Journal of empirical finance
70
(
2023
),
pp. 308-321
Persistent link: https://www.econbiz.de/10014423712
Saved in:
7
Intraday VaR : a copula-based approach
Wang, Keli
;
Liu, Xiaoquan
;
Ye, Wuyi
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477064
Saved in:
8
Oil price shocks and the US stock market : a nonlinear approach
Hwang, Inwook
;
Kim, Jaebeom
- In:
Journal of empirical finance
64
(
2021
),
pp. 23-36
Persistent link: https://www.econbiz.de/10013259395
Saved in:
9
Predicting the long-term stock market volatility : a GARCH-MIDAS model with variable selection
Fang, Tong
;
Lee, Tae-hwy
;
Su, Zhi
- In:
Journal of empirical finance
58
(
2020
),
pp. 36-49
Persistent link: https://www.econbiz.de/10012430452
Saved in:
10
Impact of COVID-19 on the dependence structure of WTI crude oil spot and future price
Lee, Wo-Chiang
;
Lee, Jhuo-Ying
- In:
The empirical economics letters : a monthly …
19
(
2020
)
11
,
pp. 1299-1312
Persistent link: https://www.econbiz.de/10012599720
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