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~isPartOf:"Journal of empirical finance"
~language:"eng"
~language:"pol"
~subject:"ARCH model"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Bibliography included"
~type_genre:"Book section"
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ARCH model
Volatilität
Theorie
415
Theory
415
Capital income
371
Kapitaleinkommen
371
Börsenkurs
282
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282
Volatility
260
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252
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252
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HFDF <2, 1998, Zürich>
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Journal of empirical finance
Energy economics
639
Finance research letters
561
Applied economics
432
Journal of banking & finance
432
International review of financial analysis
430
Journal of econometrics
400
Economic modelling
383
The journal of futures markets
376
International review of economics & finance : IREF
364
The North American journal of economics and finance : a journal of financial economics studies
346
Applied financial economics
306
Economics letters
302
Research in international business and finance
287
Applied economics letters
285
Journal of international financial markets, institutions & money
269
International journal of theoretical and applied finance
255
Journal of international money and finance
240
Journal of risk and financial management : JRFM
216
Quantitative finance
190
Journal of financial economics
185
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
185
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
184
The European journal of finance
183
Pacific-Basin finance journal
175
International Journal of Energy Economics and Policy : IJEEP
174
International journal of forecasting
172
Journal of economic dynamics & control
161
Journal of forecasting
160
International journal of finance & economics : IJFE
148
Journal of financial econometrics : official journal of the Society for Financial Econometrics
135
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
135
The review of financial studies
130
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
123
Computational economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International journal of economics and financial issues : IJEFI
119
Review of quantitative finance and accounting
119
The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
300
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1
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
Saved in:
2
Acute illness symptoms among investment professionals and stock market dynamics : Evidence from New York City
Lepori, Gabriele M.
- In:
Journal of empirical finance
70
(
2023
),
pp. 165-181
Persistent link: https://www.econbiz.de/10014423625
Saved in:
3
Are cryptocurrencies a safe haven for stock investors? : a regime-switching approach
Li, Leon
;
Miu, Peter
- In:
Journal of empirical finance
70
(
2023
),
pp. 367-385
Persistent link: https://www.econbiz.de/10014423734
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
Disagreement, speculation, and the idiosyncratic volatility
Wang, Jianqiu
;
Wu, Ke
;
Pan, Jiening
;
Jiang, Ying
- In:
Journal of empirical finance
72
(
2023
),
pp. 232-250
Persistent link: https://www.econbiz.de/10014476852
Saved in:
7
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:
8
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:
9
Estimating and testing skewness in a stochastic volatility model
Lee, Cheol Woo
;
Kang, Kyu Ho
- In:
Journal of empirical finance
72
(
2023
),
pp. 445-467
Persistent link: https://www.econbiz.de/10014476881
Saved in:
10
Estimation with mixed data frequencies : a bias-correction approach
Ghosh, Anisha
;
Linton, Oliver
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014477062
Saved in:
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