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ARCH model
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125
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67
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40
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35
Bauwens, Luc
34
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33
Kumar, Dilip
32
Zhang, Yaojie
32
Teräsvirta, Timo
28
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26
Hafner, Christian M.
25
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Conrad, Christian
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Paolella, Marc S.
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Silvennoinen, Annastiina
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Degiannakis, Stavros
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Hamori, Shigeyuki
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Molnár, Peter
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Spagnolo, Nicola
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Diebold, Francis X.
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Floros, Christos
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Koopman, Siem Jan
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5
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1
Shakai-Keizai-Kenkyūsho <Osaka>
1
Springer Fachmedien Wiesbaden
1
Svenska Handelshögskolan <Helsinki>
1
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Energy economics
222
Finance research letters
155
International review of financial analysis
117
Economic modelling
113
Applied economics
112
The North American journal of economics and finance : a journal of financial economics studies
109
International review of economics & finance : IREF
108
Journal of empirical finance
104
Research in international business and finance
99
Journal of international financial markets, institutions & money
80
International journal of forecasting
72
Applied financial economics
71
Journal of banking & finance
70
Journal of risk and financial management : JRFM
70
Journal of econometrics
68
Applied economics letters
63
Journal of forecasting
61
Economics letters
56
Discussion paper / Tinbergen Institute
54
International Journal of Energy Economics and Policy : IJEEP
51
The European journal of finance
51
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
48
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
46
International journal of finance & economics : IJFE
45
Working paper
44
Journal of financial econometrics : official journal of the Society for Financial Econometrics
43
The journal of futures markets
43
Econometric Institute research papers
41
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
37
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
35
International journal of economics and finance
35
International journal of economics and financial issues : IJEFI
35
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
34
Pacific-Basin finance journal
33
Review of quantitative finance and accounting
33
Cogent economics & finance
32
Journal of financial econometrics
29
Journal of international money and finance
29
The empirical economics letters : a monthly international journal of economics
28
Quantitative finance
26
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ECONIS (ZBW)
6,858
RePEc
4
ArchiDok
2
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1
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1
Correlation and spillover effects between the US and international banking sectors: New evidence and implications for risk management
Tsuji, Chikashi
- In:
International review of financial analysis
70
(
2020
),
pp. 1-31
Persistent link: https://www.econbiz.de/10012318292
Saved in:
2
Realized
volatility
, jump and beta : evidence from Canadian stock market
Gajurel, Dinesh
;
Chowdhury, Biplob
- In:
Applied economics
53
(
2021
)
55
,
pp. 6376-6397
Persistent link: https://www.econbiz.de/10012697913
Saved in:
3
Modeling asset market
volatility
in a small market : accounting for non-synchronous trading effects
Lange, Stephen
- In:
Journal of international financial markets, …
9
(
1999
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10001402112
Saved in:
4
Oil price shocks and stock market activity
Sadorsky, Perry A.
- In:
Energy economics
21
(
1999
)
5
,
pp. 449-469
Persistent link: https://www.econbiz.de/10001405329
Saved in:
5
Structural breaks and
volatility
spillovers : the case of the US and Canadian Stock Markets
Tsuji, Chikashi
- In:
Journal of management research
11
(
2019
)
2
,
pp. 30-44
Persistent link: https://www.econbiz.de/10011993943
Saved in:
6
Estimating and predicting multivariate
volatility
thresholds in global stock markets
Audrino, Francesco
;
Trojani, Fabio
- In:
Journal of applied econometrics
21
(
2006
)
3
,
pp. 345-369
Persistent link: https://www.econbiz.de/10003316303
Saved in:
7
The Risk Return Relationship : Evidence from Index Returns and Realised Variances
Yang, Minxian
-
2020
series from 21 international market indices, the findings support the predictions of the risk premium,
volatility
feedback … and statistical balance. However, little support is found for the short-memory-
volatility
-component risk premium. It is …
Persistent link: https://www.econbiz.de/10012848134
Saved in:
8
Measuring contagion risk in high
volatility
state among Taiwanese major banks
Su, Ender
- In:
Risk management : a journal of risk, crisis and disaster
20
(
2018
)
3
,
pp. 185-241
Persistent link: https://www.econbiz.de/10011885900
Saved in:
9
Backtesting of value at risk methodology : analysis of banking shares in India
Patra, Biswajit
;
Padhi, Puja
- In:
Margin: the journal of applied economic research
9
(
2015
)
3
,
pp. 254-277
Persistent link: https://www.econbiz.de/10011400407
Saved in:
10
It pays to violate : how effective are the Basel accord penalties in encouraging risk management?
Da Veiga, Bernardo
;
Chan, Felix
;
McAleer, Michael
- In:
Accounting and finance : journal of the Accounting …
52
(
2012
)
1
,
pp. 95-116
Persistent link: https://www.econbiz.de/10009512724
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