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International review of economics & finance : IREF
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3,494
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3,059
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2,945
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1,321
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1,293
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1,286
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1,245
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1,240
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1,150
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1,138
International review of financial analysis
986
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
960
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908
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875
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834
International journal of forecasting
797
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780
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767
Journal of international money and finance
744
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690
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677
The North American journal of economics and finance : a journal of financial economics studies
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647
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Research in international business and finance
571
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Journal of forecasting
558
Pacific-Basin finance journal
548
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ECONIS (ZBW)
953
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1
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953
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1
Does the return-state-varying relationship between risk and return matter in modeling the time series process of stock return?
Chang, Kuang-Liang
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 72-87
Persistent link: https://www.econbiz.de/10011625059
Saved in:
2
Stock and currency market linkages : new evidence from realized spillovers in higher moments
Do, Hung Xuan
;
Brooks, Robert
;
Sirimon Treepongkaruna
; …
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 167-185
Persistent link: https://www.econbiz.de/10011625106
Saved in:
3
Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
Saved in:
4
Realized
volatility
transmission from crude oil to equity sectors : a study with economic significance analysis
Kumar, Dilip
- In:
International review of economics & finance : IREF
49
(
2017
),
pp. 149-167
Persistent link: https://www.econbiz.de/10011748390
Saved in:
5
Asymmetric
volatility
spillover between European equity and foreign exchange markets : evidence from the frequency domain
Warshaw, Evan
- In:
International review of economics & finance : IREF
68
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012486281
Saved in:
6
Forecasting the
volatility
of the Dow Jones Islamic Stock Market Index : long memory vs. regime switching
Nasr, Adnen Ben
;
Lux, Thomas
;
Ajmi, Ahdi Noomen
;
Gupta, …
- In:
International review of economics & finance : IREF
45
(
2016
),
pp. 559-571
Persistent link: https://www.econbiz.de/10011626589
Saved in:
7
Forecasting the
volatility
of S&P depositary receipts using GARCH-type models under intraday range-based and return-based proxy measures
Liu, Hung-Chun
;
Chiang, Shu-mei
;
Cheng, Nick Ying-pin
- In:
International review of economics & finance : IREF
22
(
2012
)
1
,
pp. 78-91
Persistent link: https://www.econbiz.de/10009618705
Saved in:
8
Extreme observations and non-normality in ARCH and GARCH
Bali, Rakesh
;
Guirguis, Hany S.
- In:
International review of economics & finance : IREF
16
(
2007
)
3
,
pp. 332-346
Persistent link: https://www.econbiz.de/10003613144
Saved in:
9
Realized range
volatility
forecasting : dynamic features and predictive variables
Caporin, Massimiliano
;
Velo, Gabriel G.
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 98-112
Persistent link: https://www.econbiz.de/10011573562
Saved in:
10
Volatility
persistence in cryptocurrency markets under structural breaks
Abakah, Emmanuel Joel Aikins
;
Gil-Alaña, Luis A.
; …
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 680-691
Persistent link: https://www.econbiz.de/10012487193
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