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~isPartOf:"Journal of empirical finance"
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ARCH-Modell
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773
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678
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639
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307
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307
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290
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Ma, Feng
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1
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Energy economics
Journal of empirical finance
Applied economics
70
Economic modelling
64
Finance research letters
62
International review of financial analysis
57
International review of economics & finance : IREF
56
The North American journal of economics and finance : a journal of financial economics studies
49
Journal of international financial markets, institutions & money
46
The journal of futures markets
42
Journal of banking & finance
41
Research in international business and finance
40
Applied financial economics
36
Journal of econometrics
36
Discussion paper / Tinbergen Institute
35
Applied economics letters
34
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34
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31
International journal of forecasting
31
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
29
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
28
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
27
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25
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24
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24
The European journal of finance
23
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20
Journal of risk
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International Journal of Energy Economics and Policy : IJEEP
18
Pacific-Basin finance journal
17
Econometric reviews
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Journal of international money and finance
16
Cogent economics & finance
15
Journal of financial econometrics
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ECONIS (ZBW)
145
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1
On the macroeconomic determinants of long-term volatilities and correlations in US stock and crude oil markets
Conrad, Christian
;
Stürmer, Karin
;
Rittler, Daniel
- In:
Journal of empirical finance
29
(
2014
),
pp. 26-40
Persistent link: https://www.econbiz.de/10011300507
Saved in:
2
The causal nexus between oil prices and equity market in the US : a regime switching model
Balcilar, Mehmet
;
Ozdemir, Zeynel Abidin
- In:
Energy economics
39
(
2013
),
pp. 271-282
Persistent link: https://www.econbiz.de/10010234879
Saved in:
3
Does high-frequency crude oil futures data contain useful information for predicting volatility in the US stock market? : new evidence
Wang, Jiqian
;
Huang, Yisu
;
Ma, Feng
;
Chevallier, Julien
- In:
Energy economics
91
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012518664
Saved in:
4
The asymmetric effects of oil price shocks on the U.S. stock market
Rahman, Sajjadur
- In:
Energy economics
105
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013201580
Saved in:
5
Smooth volatility shifts and spillovers in U.S. crude oil and corn futures markets
Teterin, Pavel
;
Brooks, Robert
;
Enders, Walter
- In:
Journal of empirical finance
38
(
2016
),
pp. 22-36
Persistent link: https://www.econbiz.de/10011663220
Saved in:
6
Long memory and nonlinearity in conditional variances : a smooth transition FIGARCH model
Kiliç, Rehim
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 368-378
Persistent link: https://www.econbiz.de/10009301107
Saved in:
7
The risk-return tradeoff : a COGARCH analysis of Merton's hypothesis
Müller, Gernot
;
Durand, Robert B.
;
Maller, Ross A.
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 306-320
Persistent link: https://www.econbiz.de/10009301116
Saved in:
8
Skewness and leptokurtosis in GARCH-typed VaR
estimation
of petroleum and metal asset returns
Cheng, Wan-hsiu
;
Hung, Jui-cheng
- In:
Journal of empirical finance
18
(
2011
)
1
,
pp. 160-173
Persistent link: https://www.econbiz.de/10009301140
Saved in:
9
Multivariate fractionally integrated APARCH modeling of stock market volatility : a multi-country study
Conrad, Christian
;
Karanasos, Menelaos
;
Zeng, Ning
- In:
Journal of empirical finance
18
(
2011
)
1
,
pp. 147-159
Persistent link: https://www.econbiz.de/10009301149
Saved in:
10
Stock market momentum, business conditions, and GARCH option pricing models
Chiang, Min-Hsien
;
Huang, Hsin-yi
- In:
Journal of empirical finance
18
(
2011
)
3
,
pp. 488-505
Persistent link: https://www.econbiz.de/10009302078
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