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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"The empirical economics letters : a monthly international journal of economics"
~subject:"Risiko"
~subject:"Share price"
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Search: subject_exact:"Autoregressive conditional heteroscedasticity"
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Risiko
Share price
ARCH model
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ARCH-Modell
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Volatility
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Capital income
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Ajmi, Ahdi Noomen
2
Giacalone, Massimiliano
2
Gupta, Rangan
2
Hammoudeh, Shawkat
2
Mattera, Raffaele
2
Qiao, Gaoxiu
2
Agarwal, Harshit
1
Agarwal, Rashi
1
Aidoo, Eric N.
1
Alañón Pardo, Ángel
1
Aloui, Riadh
1
Asai, Manabu
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Auer, Benjamin R.
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Azibi, Jamel
1
Baklaci, Hasan F.
1
Balcilar, Mehmet
1
Ben Aïssa, Mohamed Safouane
1
Besarria, Cássio da Nóbrega
1
Boadi, Emmanuel A.
1
Brugal, Ivan
1
Chan, Shih-ju
1
Chang, Chia-Lin
1
Chang, Hao Wen
1
Chang, Tsangyao
1
Chen, Chung-Hsuan
1
Chen, Yajiao
1
Chen, Zan
1
Cozzucoli, Paolo Carmelo
1
Dai, Zhifeng
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Degenhardt, Thomas
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Doğru, Bülent
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Díaz-Mendoza, Ana-Carmen
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Ferrer, Román
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Gao, Tianqing
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Gao, Zhenbin
1
González Sánchez, Mariano
1
Guillén, Montserrat
1
Guo, Shuxin
1
Haas, Markus
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Hachicha, Nejib
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The North American journal of economics and finance : a journal of financial economics studies
The empirical economics letters : a monthly international journal of economics
Finance research letters
70
Energy economics
62
International review of economics & finance : IREF
57
Applied economics
54
International review of financial analysis
46
Research in international business and finance
46
Economic modelling
43
Journal of empirical finance
40
Journal of risk and financial management : JRFM
37
Journal of international financial markets, institutions & money
34
Applied economics letters
30
Journal of banking & finance
25
Journal of econometrics
25
Economics letters
23
International Journal of Energy Economics and Policy : IJEEP
22
International journal of economics and financial issues : IJEFI
20
International journal of forecasting
20
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
20
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
18
Journal of forecasting
17
Cogent economics & finance
16
Department of Economics working paper series
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
International journal of finance & economics : IJFE
15
Journal of financial econometrics : official journal of the Society for Financial Econometrics
15
Review of quantitative finance and accounting
15
Discussion paper / Tinbergen Institute
14
International Journal of Financial Studies : open access journal
14
The European journal of finance
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Global business review
13
Journal of risk
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Emerging markets, finance and trade : EMFT
12
International journal of economics and finance
12
Risks : open access journal
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
12
The journal of applied business research
12
Theoretical economics letters
12
CESifo working papers
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ECONIS (ZBW)
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1
The fluctuation correlation between investor sentiment and stock index using VMD-LSTM : evidence from China stock market
Gao, Zhenbin
;
Zhang, Jie
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014483735
Saved in:
2
Cross-market information transmission and stock market volatility prediction
Wang, Yide
;
Chen, Zan
;
Ji, Xiaodong
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014485465
Saved in:
3
Forecasting stock return volatility in data-rich environment : a new powerful predictor
Dai, Zhifeng
;
Zhang, Xiaotong
;
Li, Tingyu
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014246821
Saved in:
4
Time-varying risk spillovers in Chinese stock market : new evidence from high-frequency data
Zhou, Dong-hai
;
Liu, Xiao-xing
;
Tang, Chun
;
Yang, Guang-yi
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014246902
Saved in:
5
How oil price and exchange rate affect stock price in China using Bayesian Quantile_on_Quantile with GARCH approach
Chang, Hao Wen
;
Chang, Tsangyao
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014247010
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6
Extreme risk transmission channels between the stock index futures and spot markets : evidence from China
Jian, Zhihong
;
Li, Xupei
;
Zhu, Zhican
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413574
Saved in:
7
Modeling dynamic conditional correlations with leverage effects and volatility spillover effects : evidence from the Chinese and US stock markets affected by the recent trade frict...
Pan, Qunxing
;
Mei, Xiaowen
;
Gao, Tianqing
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013413579
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8
Contagion testing in frontier markets under alternative stressful S&P 500 market scenarios
Mahadeo, Scott M. R.
;
Heinlein, Reinhold
;
Legrenzi, …
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013449099
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9
Evolving United States stock market volatility : the role of conventional and unconventional monetary policies
Plakandaras, Vasilios
;
Gupta, Rangan
;
Balcilar, Mehmet
; …
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013449139
Saved in:
10
The contagion effect of jump risk across Asian stock markets during the Covid-19 pandemic
Zhang, Yi
;
Zhou, Long
;
Chen, Yajiao
;
Liu, Fang
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013449345
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