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A conditional autoregressive r...
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Volatility
419
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419
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Bouri, Elie
11
Ma, Feng
10
Guesmi, Khaled
8
Brooks, Robert
6
Corbet, Shaen
6
Lau, Chi Keung
6
Xiong, Xiong
6
Choudhry, Taufiq
5
Floros, Christos
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Li, Yan
5
Roubaud, David
5
Sensoy, Ahmet
5
Xuan Vinh Vo
5
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5
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4
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Do, Hung Xuan
4
Gannon, Gerard L.
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Ji, Qiang
4
Kim, Suk-Joong
4
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4
Uddin, Mohammed Gazi Salah
4
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3
An, Haizhong
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Antonakakis, Nikolaos
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3
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3
Ciner, Cetin
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Grobys, Klaus
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International review of financial analysis
Finance research letters
710
Energy economics
699
Journal of banking & finance
597
International journal of theoretical and applied finance
593
The journal of futures markets
581
NBER working paper series
576
Journal of econometrics
553
Working paper / National Bureau of Economic Research, Inc.
550
Applied economics
495
NBER Working Paper
493
Economic modelling
443
International review of economics & finance : IREF
428
Economics letters
403
The North American journal of economics and finance : a journal of financial economics studies
402
Discussion paper / Tinbergen Institute
358
Applied economics letters
352
Insurance / Mathematics & economics
352
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350
Journal of empirical finance
345
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336
Quantitative finance
313
Mathematical finance : an international journal of mathematics, statistics and financial theory
300
Research in international business and finance
300
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291
Discussion paper / Centre for Economic Policy Research
285
Journal of international financial markets, institutions & money
284
Journal of economic dynamics & control
273
The journal of computational finance
273
The European journal of finance
269
Journal of international money and finance
266
Finance and stochastics
264
Journal of risk and financial management : JRFM
261
The journal of derivatives : the official publication of the International Association of Financial Engineers
256
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
255
International journal of forecasting
245
Journal of financial economics
243
Risks : open access journal
231
European journal of operational research : EJOR
229
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1
How does trading volume affect financial return distributions?
Do, Hung Xuan
;
Brooks, Robert
;
Sirimon Treepongkaruna
; …
- In:
International review of financial analysis
35
(
2014
),
pp. 190-206
Persistent link: https://www.econbiz.de/10010530243
Saved in:
2
Forecasting VaR using analytic higher moments for GARCH processes
Alexander, Carol
;
Lazar, Emese
;
Stanescu, Silvia
- In:
International review of financial analysis
30
(
2013
),
pp. 36-45
Persistent link: https://www.econbiz.de/10010460001
Saved in:
3
Spillovers of joint
volatility
-skewness-kurtosis of major cryptocurrencies and their determinants
Bouri, Elie
;
Jalkh, Naji
- In:
International review of financial analysis
90
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014470883
Saved in:
4
Predicting VaR for China's stock market : a score-driven model based on normal inverse Gaussian distribution
Song, Shijia
;
Li, Handong
- In:
International review of financial analysis
82
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013426497
Saved in:
5
Econometric modeling and value-at-risk using the Pearson type-IV distribution
Stavroyiannis, S.
;
Makris, I.
;
Nikolaidis, V.
; …
- In:
International review of financial analysis
22
(
2012
),
pp. 10-17
Persistent link: https://www.econbiz.de/10010219702
Saved in:
6
Value-at-risk for long and short trading positions : evidence from developed and emerging equity markets
Diamandis, Panayotis F.
;
Drakos, Anastassios A.
; …
- In:
International review of financial analysis
20
(
2011
)
3
,
pp. 165-176
Persistent link: https://www.econbiz.de/10009295738
Saved in:
7
Predicting international equity returns: evidence from time-varying parameter vector autoregressive models
Gupta, Rangan
;
Huber, Florian
;
Piribauer, Philipp
- In:
International review of financial analysis
68
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012300967
Saved in:
8
Nonparametric inference of expectile-based value-at-risk for financial time series with application to risk assessment
Zhang, Feipeng
;
Xu, Yixiong
;
Fan, Caiyun
- In:
International review of financial analysis
90
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014469910
Saved in:
9
Test of recent advances in extracting information from option prices
Healy, J. V.
;
Gregoriou, Andros
;
Hudson, Robert
- In:
International review of financial analysis
56
(
2018
),
pp. 292-302
Persistent link: https://www.econbiz.de/10012006295
Saved in:
10
Covariance dependent kernels, a Q-affine GARCH for multi-asset option pricing
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
- In:
International review of financial analysis
87
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014460484
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