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ARCH model
Börsenkurs
52,644
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51,119
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13,987
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13,851
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2,370
ARCH-Modell
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Gupta, Rangan
32
McAleer, Michael
27
Ma, Feng
26
Bouri, Elie
18
Zhang, Yaojie
14
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13
Chiang, Thomas C.
12
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11
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11
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11
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10
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10
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9
Yoon, Seong-min
9
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8
Corbet, Shaen
8
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8
Hafner, Christian M.
8
Kang, Sang Hoon
8
Koopman, Siem Jan
8
Maheswaran, S.
8
Paolella, Marc S.
8
Silvennoinen, Annastiina
8
Allen, David E.
7
Balcilar, Mehmet
7
Brzeszczyński, Janusz
7
Demirer, Rıza
7
Floros, Christos
7
Giot, Pierre
7
Hammoudeh, Shawkat
7
Herwartz, Helmut
7
Li, Yan
7
Liang, Chao
7
McMillan, David G.
7
Salisu, Afees A.
7
Teräsvirta, Timo
7
Wang, Yudong
7
Wei, Yu
7
Wu, Xinyu
7
Bohl, Martin T.
6
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1
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1
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Finance research letters
56
Energy economics
51
International review of economics & finance : IREF
49
Applied economics
46
Research in international business and finance
46
International review of financial analysis
42
The North American journal of economics and finance : a journal of financial economics studies
41
Economic modelling
35
Journal of empirical finance
34
Journal of risk and financial management : JRFM
34
Journal of international financial markets, institutions & money
33
Applied economics letters
25
Journal of econometrics
25
International Journal of Energy Economics and Policy : IJEEP
20
Journal of banking & finance
20
International journal of forecasting
18
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
18
Economics letters
17
Journal of forecasting
17
Cogent economics & finance
16
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
16
International journal of economics and financial issues : IJEFI
15
International journal of finance & economics : IJFE
15
The European journal of finance
15
Journal of financial econometrics : official journal of the Society for Financial Econometrics
14
Discussion paper / Tinbergen Institute
13
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
13
Global business review
13
International Journal of Financial Studies : open access journal
13
Review of quantitative finance and accounting
13
The empirical economics letters : a monthly international journal of economics
13
Department of Economics working paper series
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
International journal of economics and finance
11
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
The journal of applied business research
11
Finance India : the quarterly journal of Indian Institute of Finance
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Pacific-Basin finance journal
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Risks : open access journal
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ECONIS (ZBW)
2,274
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1
The stress-dependent random walk
Gremm, Martin
- In:
International journal of theoretical and applied finance
18
(
2015
)
8
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011419399
Saved in:
2
An ARCH model without intercept
Hafner, Christian M.
;
Preminger, Arie
- In:
Economics letters
129
(
2015
),
pp. 13-17
Persistent link: https://www.econbiz.de/10011421858
Saved in:
3
An automatic bias correction procedure for volatility estimation using extreme values of asset prices
Maheswaran, S.
;
Kumar, Dilip
- In:
Economic modelling
33
(
2013
),
pp. 701-712
Persistent link: https://www.econbiz.de/10010194420
Saved in:
4
Random walks and market efficiency : evidence from Indian stock market
Tripathy, Nalini Prava
- In:
International journal of economics and business research
6
(
2013
)
2
,
pp. 210-228
Persistent link: https://www.econbiz.de/10010351158
Saved in:
5
A reflection principle for a random walk with implications for volatility estimation using extreme values of asset prices
Kumar, Dilip
;
Maheswaran, S.
- In:
Economic modelling
38
(
2014
),
pp. 33-44
Persistent link: https://www.econbiz.de/10010418224
Saved in:
6
Examining random walk hypothesis on major world financial indices
Musunuru, Naveen
;
Patton, Jamie
- In:
Indian journal of economics & business : IJEB
11
(
2012
)
3/4
,
pp. 571-586
Persistent link: https://www.econbiz.de/10009685109
Saved in:
7
Analysis of weak-form efficiency on the Nigerian stock market : further evidence from GARCH model
Chigozie, Okpara Godwin
- In:
The international journal of applied economics and finance
4
(
2010
)
2
,
pp. 62-66
Persistent link: https://www.econbiz.de/10009125377
Saved in:
8
Do bitcoins follow a random walk model?
Aggarwal, Divya
- In:
Research in economics : an international review of economics
73
(
2019
)
1
,
pp. 15-22
Persistent link: https://www.econbiz.de/10012305863
Saved in:
9
A study on weak-form efficiency of KOSPI stock market after the recent expansion of daily price limits
Yoon, Il-Hyun
;
Kim, Yong-Min
- In:
Journal of international trade & commerce
14
(
2018
)
3
,
pp. 73-88
Persistent link: https://www.econbiz.de/10011948827
Saved in:
10
How does electronic trading affect efficiency of stock market and conditional volatility? : evidence from Toronto Stock Exchange
Dutta, Shantanu
;
Essaddam, Naceur
;
Kumar, Vinod
;
Saadi, …
- In:
Research in international business and finance
39
(
2017
),
pp. 867-877
Persistent link: https://www.econbiz.de/10011912398
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