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~isPartOf:"Finance research letters"
~isPartOf:"Journal of risk"
~isPartOf:"Ruhr economic papers"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"ARCH-Modell"
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ARCH-Modell
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Wu, Xinyu
6
Gupta, Rangan
3
Shi, Yanlin
3
Tiwari, Aviral Kumar
3
Ardia, David
2
Bouri, Elie
2
Brzeszczyński, Janusz
2
Chang, Chia-Lin
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Corbet, Shaen
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Ho, Kin-Yip
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Nonejad, Nima
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1
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1
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1
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Finance research letters
Journal of risk
Ruhr economic papers
The North American journal of economics and finance : a journal of financial economics studies
Energy economics
71
Applied economics
59
Economic modelling
53
International review of economics & finance : IREF
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International review of financial analysis
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36
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33
Research in international business and finance
33
Applied economics letters
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Applied financial economics
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Discussion paper / Tinbergen Institute
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International journal of forecasting
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
25
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
23
International journal of economics and financial issues : IJEFI
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Journal of banking & finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
International journal of finance & economics : IJFE
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Working paper
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The journal of futures markets
21
International journal of economics and finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Economics letters
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Review of quantitative finance and accounting
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Econometric Institute research papers
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The European journal of finance
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International Journal of Energy Economics and Policy : IJEEP
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
14
Journal of financial econometrics
14
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
13
Journal of economics and finance
13
Pacific-Basin finance journal
13
CBN journal of applied statistics
12
Cogent economics & finance
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ECONIS (ZBW)
120
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1
Modeling overnight and daytime returns using a multivariate generalized autoregressive conditional heteroskedasticity copula model
Kang, Long
;
Babbs, Simon H.
- In:
Journal of risk
14
(
2011/12
)
4
,
pp. 35-63
Persistent link: https://www.econbiz.de/10009571597
Saved in:
2
Decomposing US Stock Market Comovement into spillovers and common factors
Weber, Enzo
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 106-118
Persistent link: https://www.econbiz.de/10010364818
Saved in:
3
How does news sentiment impact asset volatility? : evidence from long memory and regime-switching approaches
Ho, Kin-Yip
;
Shi, Yanlin
;
Zhang, Zhaoyong
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 436-456
Persistent link: https://www.econbiz.de/10010367572
Saved in:
4
Time-varying mixture GARCH models and asymmetric volatility
Haas, Markus
;
Krause, Jochen
;
Paolella, Marc S.
; …
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 602-623
Persistent link: https://www.econbiz.de/10010370491
Saved in:
5
Improved estimation methods for value-at-risk, expected shortfall and risk contributions with high precision
Muromachi, Yukio
- In:
Journal of risk
17
(
2014/2015
)
5
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011438902
Saved in:
6
Time-varying dependence between stock and government bond returns : international evidence with dynamic copulas
Jammazi, Rania
;
Tiwari, Aviral Kumar
;
Ferrer, Román
; …
- In:
The North American journal of economics and finance : a …
33
(
2015
),
pp. 74-93
Persistent link: https://www.econbiz.de/10011534370
Saved in:
7
Effects of macroeconomic uncertainty on the stock and bond markets
Asgharian, Hossein
;
Christiansen, Charlotte
;
Hou, Ai Jun
- In:
Finance research letters
13
(
2015
),
pp. 10-16
Persistent link: https://www.econbiz.de/10011552317
Saved in:
8
Intraday exchange rate volatility transmissions across QE announcements
Kenourgios, Dimitris
;
Papadamou, Stephanos
;
Dimitriou, …
- In:
Finance research letters
14
(
2015
),
pp. 128-134
Persistent link: https://www.econbiz.de/10011552689
Saved in:
9
Analyst recommendations and volatility in a rising, falling, and crisis equity market
Corbet, Shaen
;
Dowling, Michael
;
Cummins, Mark
- In:
Finance research letters
15
(
2015
),
pp. 187-194
Persistent link: https://www.econbiz.de/10011553187
Saved in:
10
Improved beta modeling and forecasting : an unobserved component approach with conditional heteroscedastic disturbances
Ortas, E.
;
Salvador, Manuel
;
Moneva, J. M.
- In:
The North American journal of economics and finance : a …
31
(
2015
),
pp. 27-51
Persistent link: https://www.econbiz.de/10011511029
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