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~isPartOf:"The journal of applied business research"
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Search: subject_exact:"GARCH model"
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The journal of applied business research
Energy economics
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1
Stock market volatility and presidential election uncertainty : evidence from political futures markets
Bowes, David R.
- In:
The journal of applied business research
34
(
2018
)
1
,
pp. 143-150
Persistent link: https://www.econbiz.de/10011889825
Saved in:
2
The impact of political instability driven by the Tunisian revolution on stock market volatility : evidence from sectorial indices
Zaiane, Salma
- In:
The journal of applied business research
34
(
2018
)
2
,
pp. 339-354
Persistent link: https://www.econbiz.de/10011868842
Saved in:
3
Africa stock markets cross-market linkages : a time-varying Dynamic Conditional Correlations (DCC-GARCH) approach
Marozva, Godfrey
- In:
The journal of applied business research
33
(
2017
)
2
,
pp. 321-328
Persistent link: https://www.econbiz.de/10011673887
Saved in:
4
Duration dependence and mean reversion : an attempt of identification in Tunisian stock market
Bejaoui, Azza
;
Karaa, Adel
;
Mahat, Emna
- In:
The journal of applied business research
31
(
2015
)
1
,
pp. 185-196
Persistent link: https://www.econbiz.de/10010502645
Saved in:
5
Can derivative information predict stock price jumps?
Kwark, Noe-Keol
;
Kang, Hyoung Goo
;
Jun, Sang-Gyung
- In:
The journal of applied business research
31
(
2015
)
3
,
pp. 845-860
Persistent link: https://www.econbiz.de/10011304812
Saved in:
6
Investor following and volatility : a GARCH approach
Aouadi, Amal
;
Arouri, Mohamed
;
Teulon, Frédéric
- In:
The journal of applied business research
31
(
2015
)
3
,
pp. 765-779
Persistent link: https://www.econbiz.de/10011304823
Saved in:
7
The impact of financial crisis on Islamic and conventional indices of the GCC countries
Miniaoui, Hela
;
Sayani, Hameedah
;
Chaibi, Anissa
- In:
The journal of applied business research
31
(
2015
)
2
,
pp. 357-369
Persistent link: https://www.econbiz.de/10010526777
Saved in:
8
Modeling long memory in the Russian stock market : evidence from major sectoral indices
Saleem, Kashif
- In:
The journal of applied business research
30
(
2014
)
2
,
pp. 567-573
Persistent link: https://www.econbiz.de/10010353492
Saved in:
9
Volatility spillovers between oil prices and stock returns : a focus on frontier markets
Gomes, Mathieu
;
Chaibi, Anissa
- In:
The journal of applied business research
30
(
2014
)
2
,
pp. 509-525
Persistent link: https://www.econbiz.de/10010353528
Saved in:
10
Assessing the relative performance of heavy-tailed distributions : empirical evidence from the Johannesburg Stock Exchange
Huang, Chun-sung
;
Huang, Chun-kai
;
Chinhamu, Knowledge
- In:
The journal of applied business research
30
(
2014
)
4
,
pp. 1263-1286
Persistent link: https://www.econbiz.de/10010400576
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