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~isPartOf:"Journal of risk"
~isPartOf:"Research in international business and finance"
~subject:"Korrelation"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"ARCH model"
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Korrelation
ARCH model
167
ARCH-Modell
167
Volatility
113
Volatilität
113
Estimation
51
Schätzung
51
Aktienmarkt
50
Börsenkurs
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Aufsatz in Zeitschrift
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25
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Tiwari, Aviral Kumar
2
Aboura, Sofiane
1
Agudelo, Diego A.
1
Al Rababa'a, Abdel Razzaq
1
Alomari, Mohammad
1
Amendola, Alessandra
1
Antonakakis, Nikolaos
1
Babalos, Vassilios
1
Bhaduri, Saumitra N.
1
Candila, Vincenzo
1
Cardona, Laura
1
Chevallier, Julien
1
Chkili, Walid
1
Degiannakis, Stavros
1
Demirer, Rıza
1
Dimitriou, Dimitrios
1
Ding, Qian
1
Durai, S. Raja Sethu
1
Eliza, Wu
1
Fernandez-Diaz, Jose M.
1
Gozgor, Giray
1
Guo, Yaoqi
1
Gupta, Rangan
1
Gutiérrez, Marcela
1
Hamori, Shigeyuki
1
Huang, Jianbai
1
Jacobs, Michael <Jr.>
1
Kakinaka, Shinji
1
Kanno, Masayasu
1
Karagozoglu, Ahmet K.
1
Kearney, Colm
1
Kenourgios, Dimitris
1
Li, Leon
1
Li, Weny
1
Liu, Hsiang-Hsi
1
Liu, Pan
1
Lu, Zhou
1
Marfatia, Hardik A.
1
McMillan, David G.
1
Morley, Bruce
1
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Journal of risk
Research in international business and finance
Finance research letters
25
Economic modelling
21
Journal of empirical finance
20
Energy economics
18
Applied economics
16
International review of financial analysis
16
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
Journal of international financial markets, institutions & money
16
International review of economics & finance : IREF
15
Journal of banking & finance
14
Economics letters
11
Journal of econometrics
11
Applied economics letters
9
Journal of international money and finance
9
The North American journal of economics and finance : a journal of financial economics studies
9
Journal of financial econometrics
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Computational economics
7
The journal of futures markets
7
International journal of forecasting
6
Review of quantitative finance and accounting
6
The European journal of finance
6
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
International Journal of Energy Economics and Policy : IJEEP
5
International journal of economics and financial issues : IJEFI
5
Journal of forecasting
5
Journal of risk and financial management : JRFM
5
Econometric reviews
4
Econometrics : open access journal
4
Global business review
4
International journal of finance & economics : IJFE
4
Investment management and financial innovations
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Applied financial economics
3
Econometric theory
3
Economic systems
3
Global finance journal
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ECONIS (ZBW)
25
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1
Asymmetric volatility dynamics in cryptocurrency markets on multi-time scales
Kakinaka, Shinji
;
Umeno, Ken
- In:
Research in international business and finance
62
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014248649
Saved in:
2
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:
3
Nonlinear dynamic correlation between geopolitical risk and oil prices : a study based on high-frequency data
Huang, Jianbai
;
Ding, Qian
;
Zhang, Hongwei
;
Guo, Yaoqi
; …
- In:
Research in international business and finance
56
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013266166
Saved in:
4
Multiscale stock-bond correlation : implications for risk management
Al Rababa'a, Abdel Razzaq
;
Alomari, Mohammad
;
McMillan, …
- In:
Research in international business and finance
58
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013286286
Saved in:
5
Assessing the impact of COVID-19 on major industries in Japan : a dynamic conditional correlation approach
Kanno, Masayasu
- In:
Research in international business and finance
58
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013286740
Saved in:
6
Investors' risk perceptions in the US and global stock market integration
Marfatia, Hardik A.
- In:
Research in international business and finance
52
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012548544
Saved in:
7
Correlations among cryptocurrencies : evidence from multivariate factor stochastic volatility model
Shi, Yongjing
;
Tiwari, Aviral Kumar
;
Gozgor, Giray
;
Lu, Zhou
- In:
Research in international business and finance
53
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012549821
Saved in:
8
Commodity financialization and sector ETFs : Evidence from crude oil futures
Liu, Pan
;
Vedenov, Dmitrij V.
;
Power, Gabriel J.
- In:
Research in international business and finance
51
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012208332
Saved in:
9
Interdependence among agricultural commodity markets, macroeconomic factors, crude oil and commodity index
Fernandez-Diaz, Jose M.
;
Morley, Bruce
- In:
Research in international business and finance
47
(
2019
),
pp. 174-194
Persistent link: https://www.econbiz.de/10012135526
Saved in:
10
Dynamical volatility and correlation among US stock and treasury bond cash and futures markets in presence of financial crisis : a copula approach
Liu, Hsiang-Hsi
;
Wang, Teng-Kun
;
Li, Weny
- In:
Research in international business and finance
48
(
2019
),
pp. 381-396
Persistent link: https://www.econbiz.de/10012135956
Saved in:
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