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~isPartOf:"The empirical economics letters : a monthly international journal of economics"
~subject:"ARCH model"
~subject:"Schätzung"
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ARCH model
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12
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12
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Bhandari, Avishek
2
Güngör, Arifenur
2
Güngör, Mahmut Sami
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1
Gozgor, Giray
1
Hafsal K.
1
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Rémy, Oyaya Jean
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1
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1
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1
Yazir P.
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The empirical economics letters : a monthly international journal of economics
Economic modelling
58
Applied economics
53
Finance research letters
47
Journal of econometrics
39
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
38
Discussion paper series / IZA
35
Economics letters
34
Applied economics letters
33
Energy economics
33
Journal of empirical finance
33
International review of economics & finance : IREF
32
Journal of banking & finance
32
Working paper / National Bureau of Economic Research, Inc.
31
International review of financial analysis
30
Research in international business and finance
30
NBER Working Paper
29
NBER working paper series
29
The North American journal of economics and finance : a journal of financial economics studies
29
Journal of international financial markets, institutions & money
26
Discussion paper / Tinbergen Institute
23
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
23
Journal of international money and finance
21
CESifo working papers
20
Working paper
17
Journal of risk and financial management : JRFM
16
Discussion paper
15
IZA Discussion Papers
15
Journal of financial econometrics
15
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
15
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
14
International journal of forecasting
14
Computational economics
13
Econometric reviews
13
Journal of financial econometrics : official journal of the Society for Financial Econometrics
13
Discussion papers / CEPR
12
Regional science & urban economics
12
The European journal of finance
12
The journal of futures markets
12
Cambridge working papers in economics
11
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1
Impact of COVID-19 on the
dependence
structure of WTI crude oil spot and future price
Lee, Wo-Chiang
;
Lee, Jhuo-Ying
- In:
The empirical economics letters : a monthly …
19
(
2020
)
11
,
pp. 1299-1312
Persistent link: https://www.econbiz.de/10012599720
Saved in:
2
Dynamic spillover effects of macroeconomic risks on foreign exchange markets in emerging countries
Güngör, Arifenur
;
Güngör, Mahmut Sami
- In:
The empirical economics letters : a monthly …
19
(
2020
)
7
,
pp. 683-692
Persistent link: https://www.econbiz.de/10012596724
Saved in:
3
Macroeconomic fundamentals of the long-run time varying correlations between Turkish and European stock markets
Güngör, Arifenur
;
Güngör, Mahmut Sami
- In:
The empirical economics letters : a monthly …
19
(
2020
)
9
,
pp. 903-912
Persistent link: https://www.econbiz.de/10012597816
Saved in:
4
Long memory in stock returns : an analysis using a wavelet based semi-parametric estimator
Bhandari, Avishek
- In:
The empirical economics letters : a monthly …
17
(
2018
)
2
,
pp. 167-176
Persistent link: https://www.econbiz.de/10011912845
Saved in:
5
Cash-flow and investment : a panel quantile approach
Koç, Ümit
;
Sahin, Hasan
- In:
The empirical economics letters : a monthly …
16
(
2017
)
2
,
pp. 131-141
Persistent link: https://www.econbiz.de/10011718807
Saved in:
6
Uncertainty and consumption : evidence from the VAR-DCC-GARCH model
Kurasawa, Kazutaka
- In:
The empirical economics letters : a monthly …
16
(
2017
)
9
,
pp. 861-871
Persistent link: https://www.econbiz.de/10011906797
Saved in:
7
Common cross effect of health expenditure and real disposable income : international evidence
Tiacoh, Angahan
- In:
The empirical economics letters : a monthly …
16
(
2017
)
5
,
pp. 531-545
Persistent link: https://www.econbiz.de/10011802097
Saved in:
8
Stock market integration in Africa reconsidered : a wavelet multiple correlation and cross-correlation analysis
Rémy, Oyaya Jean
- In:
The empirical economics letters : a monthly …
15
(
2016
)
2
,
pp. 205-218
Persistent link: https://www.econbiz.de/10011580420
Saved in:
9
Co-movements and volatility spillover in Asian Forex Market : a multivariate GARCH and MRA approach
Bhandari, Avishek
;
Yazir P.
;
Hafsal K.
- In:
The empirical economics letters : a monthly …
15
(
2016
)
4
,
pp. 391-404
Persistent link: https://www.econbiz.de/10011580972
Saved in:
10
Trade openness and unemployment in developed economies : a panel cointegration analysis
Gozgor, Giray
- In:
The empirical economics letters : a monthly …
12
(
2013
)
3
,
pp. 295-302
Persistent link: https://www.econbiz.de/10010257880
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