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~subject:"ARCH model"
~subject:"Aktienmarkt"
~type_genre:"Aufsatz in Zeitschrift"
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ARCH model
Aktienmarkt
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Energy economics
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ECONIS (ZBW)
426
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61
On the volatility of cryptocurrencies
Panagiōtidēs, Theodōros
;
Papapanagiotou, Georgios
; …
- In:
Research in international business and finance
62
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014248505
Saved in:
62
Is the ESG portfolio less turbulent than a market benchmark portfolio?
Ouchen, Abdessamad
- In:
Risk management : an international journal
24
(
2022
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10013163583
Saved in:
63
Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
- In:
Computational economics
59
(
2022
)
1
,
pp. 103-123
Persistent link: https://www.econbiz.de/10013168928
Saved in:
64
The links between gold, oil prices and Islamic stock markets in a regime switching environment
Chkili, Walid
- In:
Eurasian economic review : a journal in applied …
12
(
2022
)
1
,
pp. 169-186
Persistent link: https://www.econbiz.de/10013175269
Saved in:
65
Short-term volatility forecasting with kernel support vector regression and Markov switching multifractal model
Khashanah, Khaldoun
;
Shao, Chenjie
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 241-253
Persistent link: https://www.econbiz.de/10013167735
Saved in:
66
Forecasting the bear stock market using the aligned index of financial and macroeconomic variables
Gau, Ying-Feng
;
Liang, Ko-Chin
- In:
Journal of financial studies : JFS : the official …
30
(
2022
)
2
,
pp. 1-40
Persistent link: https://www.econbiz.de/10013464387
Saved in:
67
Bayesian quantile forecasting via the realized hysteretic GARCH model
Chen, Cathy W. S.
;
Lin, Edward M. H.
;
Huang, Tara F. J.
- In:
Journal of forecasting
41
(
2022
)
7
,
pp. 1317-1337
Persistent link: https://www.econbiz.de/10013465697
Saved in:
68
Safe haven assets for international stock markets : a regime-switching factor copula approach
Tachibana, Minoru
- In:
Research in international business and finance
60
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013411126
Saved in:
69
You sneeze, and the markets are paranoid : the fear, uncertainty and distress sentiments impact of the COVID-19 pandemic on the stock-bond correlation
Banerjee, Ameet Kumar
- In:
The journal of risk finance : JRF
23
(
2022
)
5
,
pp. 652-668
Persistent link: https://www.econbiz.de/10013454956
Saved in:
70
Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX : evidence using Markov-switching copulas
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013455804
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