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~isPartOf:"Journal of risk"
~isPartOf:"Research in international business and finance"
~isPartOf:"Review of quantitative finance and accounting"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"ARCH model"
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ARCH model
211
ARCH-Modell
211
Volatility
141
Volatilität
141
Estimation
68
Schätzung
68
Aktienmarkt
65
Stock market
65
Capital income
64
Kapitaleinkommen
64
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63
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63
Risikomaß
40
Risk measure
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Spillover effect
37
Spillover-Effekt
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Theorie
34
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32
Prognoseverfahren
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32
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Portfolio selection
25
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23
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19
Risk
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15
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15
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211
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Aufsatz in Zeitschrift
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211
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English
211
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Chiang, Thomas C.
5
Gupta, Rangan
4
Bouri, Elie
3
Degiannakis, Stavros
3
Gozgor, Giray
3
Ji, Qiang
3
Lau, Chi Keung
3
Li, Bingxin
3
Papadamou, Stephanos
3
Tiwari, Aviral Kumar
3
Wu, Xinyu
3
Aboura, Sofiane
2
Alomari, Mohammad
2
Ben Ouda, Olfa
2
Caporale, Guglielmo Maria
2
Chevallier, Julien
2
Delhoumi, Ezzeddine
2
Ftiti, Zied
2
Hammami, Yacine
2
Hammoudeh, Shawkat
2
Jiang, Ying
2
Jilani, Faouzi
2
Kenourgios, Dimitris
2
Koulis, Alexandros
2
Koutmos, Dimitrios
2
Lee, Cheng F.
2
Liu, Xiaoquan
2
Malik, Farooq
2
McMillan, David G.
2
Moussa, Faten
2
Serletis, Apostolos
2
Trabelsi, Nader
2
Wu, Chun-chou
2
Wu, Weiou
2
Yang, Sheng-Yung
2
Abad, Pilar
1
Abedin, Mohammad Zoynul
1
Abraham, Abraham
1
Agudelo, Diego A.
1
Aharon, David Y.
1
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Journal of risk
Research in international business and finance
Review of quantitative finance and accounting
Energy economics
260
Finance research letters
198
Applied economics
163
Economic modelling
155
Journal of econometrics
146
International review of financial analysis
144
Journal of empirical finance
134
International review of economics & finance : IREF
125
The North American journal of economics and finance : a journal of financial economics studies
123
Journal of banking & finance
113
Economics letters
109
Journal of international financial markets, institutions & money
107
Applied financial economics
101
International journal of forecasting
96
Journal of risk and financial management : JRFM
88
Journal of forecasting
87
Applied economics letters
79
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
76
The European journal of finance
74
The journal of futures markets
74
Econometric theory
73
Journal of financial econometrics : official journal of the Society for Financial Econometrics
65
International Journal of Energy Economics and Policy : IJEEP
63
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
63
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
56
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
54
International journal of finance & economics : IJFE
51
International journal of economics and financial issues : IJEFI
49
Econometric reviews
47
Journal of international money and finance
46
International journal of economics and finance
45
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
42
The econometrics journal
40
Computational economics
39
Pacific-Basin finance journal
38
Cogent economics & finance
37
Journal of applied econometrics
37
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ECONIS (ZBW)
211
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1
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10
of
211
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date (oldest first)
1
The safe haven, hedging, and diversification properties of oil, gold, and cryptocurrency for the G7 equity markets : evidence from the pre- and post-COVID-19 periods
Tarchella, Salma
;
Khalfaoui, Rabeh
;
Hammoudeh, Shawkat
- In:
Research in international business and finance
67
(
2024
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451553
Saved in:
2
Non-linear volatility with normal inverse Gaussian innovations : ad-hoc analytic option pricing
Mozumder, Sharif
;
Talukdar, Bakhtear
;
Kabir, M. Humayun
; …
- In:
Review of quantitative finance and accounting
62
(
2024
)
1
,
pp. 97-133
Persistent link: https://www.econbiz.de/10014502965
Saved in:
3
Asymmetric and time-frequency volatility connectedness between China and international crude oil markets with portfolio implications
Liu, Zhenhua
;
Ji, Qiang
;
Zhai, Pengxiang
;
Ding, Zhihua
- In:
Research in international business and finance
66
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014462203
Saved in:
4
Forecasting stock market volatility under parameter and model uncertainty
Li, Zhao-Chen
;
Chi, Xie
;
Wang, Gang-Jin
;
Zhu, You
; …
- In:
Research in international business and finance
66
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014463139
Saved in:
5
Time-varying higher moments, economic policy uncertainty and renminbi exchange rate volatility
Wu, Xinyu
;
Mei, Xueting
;
Yin, Xuebao
- In:
Journal of risk
25
(
2023
)
5
,
pp. 71-99
Persistent link: https://www.econbiz.de/10014370725
Saved in:
6
Return and volatility properties : stylized facts from the universe of cryptocurrencies and NFTs
Ghosh, Bikramaditya
;
Bouri, Elie
;
Wee, Jung Bum
; …
- In:
Research in international business and finance
65
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014432708
Saved in:
7
Global economic uncertainty and the Chinese stock market : assessing the impacts of global indicators
Zhang, Lixia
;
Bai, Jiancheng
;
Zhang, Yueyan
;
Cui, Can
- In:
Research in international business and finance
65
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014433687
Saved in:
8
Forecasting aggregate stock market volatility with industry volatilities : the role of spillover index
He, Mengxi
;
Wang, Yudong
;
Zeng, Qing
;
Zhang, Yaojie
- In:
Research in international business and finance
65
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014435752
Saved in:
9
Value-at-risk models : a systematic review of the literature
Shayya, Reem
;
Sorrosal Forradellas, Maria Teresa
; …
- In:
Journal of risk
25
(
2023
)
4
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014314618
Saved in:
10
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
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