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ARCH model
Volatility
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125
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69
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65
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64
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43
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37
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33
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33
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32
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29
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29
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26
Hafner, Christian M.
25
Hansen, Peter Reinhard
25
Teräsvirta, Timo
25
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24
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23
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23
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23
Spagnolo, Nicola
23
Bollerslev, Tim
22
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22
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22
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22
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22
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21
Wu, Xinyu
21
Conrad, Christian
20
Salisu, Afees A.
20
Serletis, Apostolos
20
Silvennoinen, Annastiina
20
Degiannakis, Stavros
19
Laurent, Sébastien
19
Lucey, Brian M.
19
Mensi, Walid
19
Molnár, Peter
19
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19
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18
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18
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Springer Fachmedien Wiesbaden
1
Svenska Handelshögskolan <Helsinki>
1
Taylor and Francis.
1
The Wharton Financial Institutions Center
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Energy economics
230
Finance research letters
169
Economic modelling
122
International review of financial analysis
119
Applied economics
116
International review of economics & finance : IREF
106
Research in international business and finance
106
The North American journal of economics and finance : a journal of financial economics studies
103
Journal of empirical finance
99
Journal of international financial markets, institutions & money
87
Applied financial economics
74
Journal of risk and financial management : JRFM
71
Journal of econometrics
67
International journal of forecasting
66
Journal of banking & finance
61
Applied economics letters
59
Journal of forecasting
57
Economics letters
56
Discussion paper / Tinbergen Institute
54
International Journal of Energy Economics and Policy : IJEEP
50
International journal of finance & economics : IJFE
47
The European journal of finance
46
The journal of futures markets
46
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
45
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
44
Working paper
43
Journal of financial econometrics : official journal of the Society for Financial Econometrics
41
Econometric Institute research papers
40
International journal of economics and financial issues : IJEFI
39
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
36
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
35
International journal of economics and finance
35
Pacific-Basin finance journal
33
Cogent economics & finance
32
Journal of international money and finance
32
Review of quantitative finance and accounting
32
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
29
The empirical economics letters : a monthly international journal of economics
29
Computational economics
26
Journal of financial econometrics
26
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ECONIS (ZBW)
6,892
RePEc
4
ArchiDok
2
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1
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10
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6,898
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date (oldest first)
1
Temporary ban on short positions and financial market
volatility
: evidence from the Madrid Stock Market
Morales Zumaquero, Amalia
;
Sosvilla-Rivero, Simón
- In:
Applied economics letters
22
(
2015
)
10/12
,
pp. 854-859
Persistent link: https://www.econbiz.de/10011286053
Saved in:
2
The use of open source internet to analysis and predict stock market trading volume
Moussa, Faten
;
Ben Ouda, Olfa
;
Delhoumi, Ezzeddine
- In:
Research in international business and finance
41
(
2017
),
pp. 399-411
Persistent link: https://www.econbiz.de/10011914519
Saved in:
3
Relationship between FIIs' herding and returns in the Indian equity market : further empirical evidence
Choudhary, Kapil
;
Parminder Singh
;
Soni, Amit
- In:
Global business review
23
(
2022
)
1
,
pp. 137-155
Persistent link: https://www.econbiz.de/10012822101
Saved in:
4
Impact of the religious festivity on the Tunis stock exchange
Chaouachi, Olfa
- In:
Investment management and financial innovations
18
(
2021
)
2
,
pp. 12-19
Persistent link: https://www.econbiz.de/10012698105
Saved in:
5
No news is not good news: evidence from the intra-day return
volatility
-volume relationship in Shanghai stock exchange
Krishnamurti, Chandrasekhar
;
Tian, Gary Gang
;
Xu, Min
; …
- In:
Journal of the Asia Pacific economy
18
(
2013
)
1
,
pp. 149-167
Persistent link: https://www.econbiz.de/10009713176
Saved in:
6
Relationship between trading volume and asymmetric
volatility
in the Korean stock market
Choi, Ki-hong
;
Jiang, Zhu-hua
;
Kang, Sang Hoon
;
Moon, …
- In:
Modern economy
3
(
2012
)
5
,
pp. 584-589
Persistent link: https://www.econbiz.de/10009720531
Saved in:
7
The impact of firm-specific public news on intraday market dynamics : evidence from the Turkish stock market
Baklaci, Hasan F.
;
Tunc, Gokce
;
Aydogan, Berna
;
Vardar, …
- In:
Emerging markets finance & trade : a journal of the …
47
(
2011
)
6
,
pp. 99-119
Persistent link: https://www.econbiz.de/10009563064
Saved in:
8
Stock market
volatility
and equity trading volume : empirical examination from Brazil, Russia, India and China (BRIC)
Naik, Pramod Kumar
;
Padji, Puja
- In:
Global business review
16
(
2015
)
5
,
pp. 28-45
Persistent link: https://www.econbiz.de/10011410247
Saved in:
9
How are structural breaks related to stock return
volatility
persistence? : evidence from China and Japan
Tsuji, Chikashi
- In:
Modern economy
9
(
2018
)
10
,
pp. 1635-1643
Persistent link: https://www.econbiz.de/10011958946
Saved in:
10
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
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