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~isPartOf:"Journal of risk"
~subject:"Aktienmarkt"
~subject:"Share price"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"ARCH model"
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Aktienmarkt
Share price
ARCH model
40
ARCH-Modell
40
Risikomaß
22
Risk measure
22
Volatility
20
Volatilität
20
Estimation
18
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18
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12
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10
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Aufsatz in Zeitschrift
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Bouri, Elie
1
Chen, Jiusheng
1
Deering, T. Ryan
1
Farhat, Ahmad
1
Feng, Yiyun
1
Gillas, Konstantinos Gkillas
1
Guo, Chuan
1
Gupta, Rangan
1
Han, Yang
1
Kyei, Clement Kewku
1
Luger, Richard
1
Ma, Chaoqun
1
Qiao, Xiao
1
Richardson, Christopher
1
Schäfer, Rudi
1
Wang, Yongning
1
Wells, Christopher M.
1
Wollschläger, Marcel
1
Wu, Xinyu
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Journal of risk
Finance research letters
66
International review of financial analysis
65
International review of economics & finance : IREF
63
Energy economics
62
Research in international business and finance
62
Applied economics
61
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
40
Applied economics letters
33
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
Journal of forecasting
22
Pacific-Basin finance journal
22
Cogent economics & finance
21
International journal of forecasting
21
International journal of finance & economics : IJFE
20
Review of quantitative finance and accounting
19
The European journal of finance
18
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
Emerging markets, finance and trade : EMFT
16
Emerging markets review
15
Global business review
15
The journal of applied business research
15
Afro-Asian Journal of Finance and Accounting : AAJFA
14
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
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ECONIS (ZBW)
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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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