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~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
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Search: subject:"Conditional heteroscedasticity"
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2
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Energy economics
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Finance research letters
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Applied economics
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156
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149
International review of financial analysis
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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31
Dependence structure and portfolio risk in Indian foreign exchange market : a GARCH-EVT-Copula approach
Karmakar, Madhusudan
- In:
The quarterly review of economics and finance : journal …
64
(
2017
),
pp. 275-291
Persistent link: https://www.econbiz.de/10011792337
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32
A new statistic to capture the level dependence in stock price volatility
Padmakumari, Lakshmi
;
Maheswaran, S.
- In:
The quarterly review of economics and finance : journal …
65
(
2017
),
pp. 355-362
Persistent link: https://www.econbiz.de/10011792503
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33
Forecasting stock market volatility using Realized GARCH model : international evidence
Sharma, Prateek
;
Vipul
- In:
The quarterly review of economics and finance : journal …
59
(
2016
),
pp. 222-230
Persistent link: https://www.econbiz.de/10011627288
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34
The role of FOMC minutes for US asset prices before and after the 2008 crisis : evidence from GARCH volatility modeling
Apergēs, Nikolaos
- In:
The quarterly review of economics and finance : journal …
55
(
2015
),
pp. 100-107
Persistent link: https://www.econbiz.de/10011334660
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35
Dynamic transmissions between the U.S. and equity markets in the MENA countries : new evidence from pre- and post-global financial crisis
Maghyereh, Aktham I.
;
Awartani, Basel
;
Hilu, Khalil Al
- In:
The quarterly review of economics and finance : journal …
56
(
2015
),
pp. 123-138
Persistent link: https://www.econbiz.de/10011574365
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36
Estimation of variance of housing prices using spatial conditional heteroskedasticity (SARCH) model with an application to Boston housing price data
Simlai, Prodosh
- In:
The quarterly review of economics and finance : journal …
54
(
2014
)
1
,
pp. 17-30
Persistent link: https://www.econbiz.de/10010468803
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37
New tips from TIPS : identifying inflation expectations and the risk premia of break-even inflation
Zeng, Zheng
- In:
The quarterly review of economics and finance : journal …
53
(
2013
)
2
,
pp. 125-139
Persistent link: https://www.econbiz.de/10009745247
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38
Risk and return in the Tehran stock exchange
Jahan-Parvar, Mohammad R.
;
Mohammadi, Hassan
- In:
The quarterly review of economics and finance : journal …
53
(
2013
)
3
,
pp. 238-256
Persistent link: https://www.econbiz.de/10010239560
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39
Exchange rates and oil prices : a multivariate stochastic volatility analysis
Ding, Liang
;
Vo, Minh T.
- In:
The quarterly review of economics and finance : journal …
52
(
2012
)
1
,
pp. 15-37
Persistent link: https://www.econbiz.de/10009665118
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40
Do short selling restrictions destabilize stock markets? : lessons from Taiwan
Bohl, Martin T.
;
Essid, Badye
;
Siklos, Pierre L.
- In:
The quarterly review of economics and finance : journal …
52
(
2012
)
2
,
pp. 198-206
Persistent link: https://www.econbiz.de/10009700519
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