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~isPartOf:"Research in international business and finance"
~source:"econis"
~subject:"Prognoseverfahren"
~subject:"Theorie"
~subject:"Volatilität"
~subject:"Welt"
~type:"article"
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Search: subject_exact:"ARCH-Modell"
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Prognoseverfahren
Theorie
Volatilität
Welt
ARCH model
125
ARCH-Modell
125
Volatility
91
Aktienmarkt
47
Stock market
47
Börsenkurs
43
Share price
43
Capital income
38
Kapitaleinkommen
38
Estimation
33
Schätzung
33
Spillover effect
32
Spillover-Effekt
32
World
28
Correlation
23
Korrelation
23
Time series analysis
16
Zeitreihenanalyse
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Theory
15
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14
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Forecasting model
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GARCH
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Emerging economies
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Schwellenländer
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Risk measure
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Gupta, Rangan
3
Ji, Qiang
3
Lau, Chi Keung
3
Aboura, Sofiane
2
Ben Ouda, Olfa
2
Bouri, Elie
2
Caporale, Guglielmo Maria
2
Chevallier, Julien
2
Delhoumi, Ezzeddine
2
Ftiti, Zied
2
Gozgor, Giray
2
Koutmos, Dimitrios
2
Moussa, Faten
2
Papadamou, Stephanos
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Serletis, Apostolos
2
Tiwari, Aviral Kumar
2
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1
Aharon, David Y.
1
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1
Ahmed, Abdullahi Dahir
1
Al Refai, Hisham M.
1
Aloui, Chaker
1
Andréosso-O'Callaghan, Bernadette
1
Ankudinov, Andrej B.
1
Antonakakis, Nikolaos
1
Arfaoui, Mongi
1
Assaf, Ata
1
Atukeren, Erdal
1
Aydoğan, Berna
1
Baharumshah, Ahmad Zubaidi
1
Bai, Jiancheng
1
Baklaci, Hasan Fehmi
1
Balcilar, Mehmet
1
Baldi, Lucia
1
Barbedo, Claudio Henrique da Silveira
1
Bassil, Charbel
1
Belhassine, Olfa
1
Bellelah, M. A.
1
Bellelah, M. O.
1
Ben Ameur, Hachmi
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Research in international business and finance
Energy economics
229
Finance research letters
145
Applied economics
131
Economic modelling
124
International review of financial analysis
118
Journal of empirical finance
114
The North American journal of economics and finance : a journal of financial economics studies
112
Journal of econometrics
101
International review of economics & finance : IREF
93
International journal of forecasting
88
Journal of international financial markets, institutions & money
83
Journal of banking & finance
82
Journal of forecasting
80
Journal of risk and financial management : JRFM
75
Applied financial economics
74
Economics letters
73
Applied economics letters
59
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
59
International Journal of Energy Economics and Policy : IJEEP
55
Journal of financial econometrics : official journal of the Society for Financial Econometrics
52
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
49
The European journal of finance
49
The journal of futures markets
45
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
41
Econometric theory
40
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
40
International journal of finance & economics : IJFE
39
Journal of international money and finance
38
Econometric reviews
36
International journal of economics and finance
34
Cogent economics & finance
33
International journal of economics and financial issues : IJEFI
33
Review of quantitative finance and accounting
33
Journal of financial econometrics
32
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
31
The empirical economics letters : a monthly international journal of economics
31
Computational economics
30
Journal of applied econometrics
30
Pacific-Basin finance journal
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ECONIS (ZBW)
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104
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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
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:
3
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:
4
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:
5
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:
6
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:
7
Did David win a battle or the war against Goliath? : dynamic return and volatility connectedness between the GameStop stock and the high short interest indices
Aharon, David Y.
;
Kizys, Renatas
;
Umar, Zaghum
; …
- In:
Research in international business and finance
64
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014266177
Saved in:
8
Long memory and volatility persistence across BRICS stock markets
Tripathy, Nalini Prava
- In:
Research in international business and finance
63
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014248974
Saved in:
9
Roles of stable versus nonstable cryptocurrencies in Bitcoin market dynamics
Brik, Hatem
;
El Ouakdi, Jihene
;
Ftiti, Zied
- In:
Research in international business and finance
62
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014247888
Saved in:
10
On the volatility of cryptocurrencies
Panagiōtidēs, Theodōros
;
Papapanagiotou, Georgios
; …
- In:
Research in international business and finance
62
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014248505
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