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~isPartOf:"The empirical economics letters : a monthly international journal of economics"
~subject:"Risiko"
~subject:"Share price"
~subject:"Volatilität"
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Search: subject_exact:"Autoregressive conditional heteroscedasticity"
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Risiko
Share price
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ARCH model
36
ARCH-Modell
36
Volatility
28
Börsenkurs
13
Estimation
11
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11
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Ajmi, Ahdi Noomen
2
Giacalone, Massimiliano
2
Mattera, Raffaele
2
Agarwal, Harshit
1
Agarwal, Rashi
1
Aidoo, Eric N.
1
Azevedo, Alana
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Baklaci, Hasan F.
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Bayraci, Selcuk
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Hafsal K.
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The empirical economics letters : a monthly international journal of economics
Energy economics
221
Finance research letters
150
Applied economics
121
Economic modelling
114
International review of financial analysis
113
International review of economics & finance : IREF
106
The North American journal of economics and finance : a journal of financial economics studies
105
Research in international business and finance
102
Journal of empirical finance
99
Journal of international financial markets, institutions & money
79
Journal of risk and financial management : JRFM
77
International journal of forecasting
67
Journal of econometrics
67
Applied financial economics
62
Journal of banking & finance
62
Applied economics letters
61
Economics letters
60
Journal of forecasting
59
Discussion paper / Tinbergen Institute
53
International Journal of Energy Economics and Policy : IJEEP
51
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
47
The journal of futures markets
46
Journal of financial econometrics : official journal of the Society for Financial Econometrics
44
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
43
International journal of economics and financial issues : IJEFI
42
International journal of finance & economics : IJFE
42
Working paper
42
The European journal of finance
41
Econometric Institute research papers
40
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
36
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
36
Cogent economics & finance
32
Review of quantitative finance and accounting
32
International journal of economics and finance
31
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
30
Journal of international money and finance
30
Journal of risk
29
Pacific-Basin finance journal
29
Journal of financial econometrics
26
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1
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:
2
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:
3
Improving volatility forecasts with GED-GARCH model: evidence from U.S. stock market
Giacalone, Massimiliano
;
Mattera, Raffaele
;
Cozzucoli, …
- In:
The empirical economics letters : a monthly …
18
(
2019
)
7
,
pp. 785-791
Persistent link: https://www.econbiz.de/10012315480
Saved in:
4
Momentum profits and the transitory and permanent components of volatility: evidence from Taiwan
Liau, Yung-Shi
- In:
The empirical economics letters : a monthly …
18
(
2019
)
11
,
pp. 1169-1178
Persistent link: https://www.econbiz.de/10012372794
Saved in:
5
VaR and persistence of risk shocks in cryptocurrencies market
Souza, Michel Cândido de
- In:
The empirical economics letters : a monthly …
18
(
2019
)
4
,
pp. 379-390
Persistent link: https://www.econbiz.de/10012312390
Saved in:
6
Measuring conditional hedging effectiveness : a GARCH approach
Lai, Yu-Sheng
- In:
The empirical economics letters : a monthly …
17
(
2018
)
9
,
pp. 1159-1171
Persistent link: https://www.econbiz.de/10012006781
Saved in:
7
Alternative distribution based GARCH models for Bitcoin volatility estimation
Mattera, Raffaele
;
Giacalone, Massimiliano
- In:
The empirical economics letters : a monthly …
17
(
2018
)
11
,
pp. 1283-1288
Persistent link: https://www.econbiz.de/10012006849
Saved in:
8
Volatility spillover effect with time-varying parameters between Bist100 and dow-jones under different regimes
Erer, Elif
;
Erer, Deniz
- In:
The empirical economics letters : a monthly …
17
(
2018
)
3
,
pp. 339-348
Persistent link: https://www.econbiz.de/10011912990
Saved in:
9
Impact of the political environment on the stock market : an analysis using dummy variables and the GARCH models
Agarwal, Harshit
;
Agarwal, Rashi
- In:
The empirical economics letters : a monthly …
17
(
2018
)
4
,
pp. 481-487
Persistent link: https://www.econbiz.de/10011913162
Saved in:
10
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
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