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~isPartOf:"Journal of risk"
~subject:"Aktienmarkt"
~subject:"Original research"
~subject:"Share price"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"ARCH model"
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Aktienmarkt
Original research
Share price
ARCH model
42
ARCH-Modell
42
Risikomaß
23
Risk measure
23
Volatility
22
Volatilität
22
Estimation
18
Schätzung
18
Estimation theory
12
Schätztheorie
12
Forecasting model
11
Portfolio selection
11
Portfolio-Management
11
Prognoseverfahren
11
Time series analysis
11
Zeitreihenanalyse
11
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10
Theory
10
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9
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9
value-at-risk (VaR)
9
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7
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7
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7
Aktienindex
6
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5
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Financial market
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Aufsatz in Zeitschrift
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12
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English
12
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Wu, Xinyu
2
Bouri, Elie
1
Braun, Valentin
1
Chen, Jiusheng
1
Cong, Jianfa
1
Deering, T. Ryan
1
Farhat, Ahmad
1
Feng, Yiyun
1
Gillas, Konstantinos Gkillas
1
Guo, Chuan
1
Gupta, Rangan
1
Hackethal, Andreas
1
Han, Yang
1
Kyei, Clement Kewku
1
Luger, Richard
1
Ma, Chaoqun
1
Mei, Xueting
1
Nossman, Marcus
1
Qiao, Xiao
1
Richardson, Christopher
1
Schäfer, Rudi
1
Tan, Ken Seng
1
Vilhelmsson, Anders
1
Wang, Chengguo
1
Wang, Yongning
1
Wells, Christopher M.
1
Wollschläger, Marcel
1
Yin, Xuebao
1
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Journal of risk
Finance research letters
75
International review of economics & finance : IREF
67
International review of financial analysis
67
Energy economics
66
Applied economics
64
Research in international business and finance
64
Economic modelling
58
Journal of international financial markets, institutions & money
55
The North American journal of economics and finance : a journal of financial economics studies
51
Journal of risk and financial management : JRFM
45
Journal of empirical finance
41
Applied economics letters
34
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
31
Journal of banking & finance
30
Applied financial economics
27
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
26
International Journal of Energy Economics and Policy : IJEEP
25
Journal of econometrics
25
Economics letters
24
International journal of economics and financial issues : IJEFI
23
International journal of finance & economics : IJFE
23
Journal of forecasting
22
Pacific-Basin finance journal
22
Cogent economics & finance
21
International journal of forecasting
21
The European journal of finance
20
Review of quantitative finance and accounting
19
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
17
International Journal of Financial Studies : open access journal
17
International journal of economics and finance
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
17
Afro-Asian Journal of Finance and Accounting : AAJFA
15
Emerging markets review
15
Global business review
15
The journal of applied business research
15
Economic research
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
Global finance journal
14
International journal of financial research
14
Journal of international money and finance
14
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ECONIS (ZBW)
12
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1
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:
2
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:
3
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:
4
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:
5
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
Saved in:
6
Monetary policy uncertainty and jumps in advanced equity markets
Bouri, Elie
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
Journal of risk
23
(
2020/2021
)
1
,
pp. 101-112
Persistent link: https://www.econbiz.de/10012500112
Saved in:
7
A vine copula : GARCH approach to corporate exposure management
Wells, Christopher M.
;
Farhat, Ahmad
;
Richardson, …
- In:
Journal of risk
20
(
2017/2018
)
2
,
pp. 27-51
Persistent link: https://www.econbiz.de/10013262948
Saved in:
8
Impact of nonstationarity on estimating and modeling empirical copulas of daily stock returns
Wollschläger, Marcel
;
Schäfer, Rudi
- In:
Journal of risk
19
(
2016
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011579750
Saved in:
9
Conditional value-at-risk-based optimal partial hedging
Cong, Jianfa
;
Tan, Ken Seng
;
Wang, Chengguo
- In:
Journal of risk
16
(
2013/2014
)
3
,
pp. 49-83
Persistent link: https://www.econbiz.de/10013262926
Saved in:
10
Testing for GARCH effects with quasilikelihood ratios
Luger, Richard
- In:
Journal of risk
16
(
2013/2014
)
4
,
pp. 23-59
Persistent link: https://www.econbiz.de/10013262927
Saved in:
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