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ARCH model
Börsenkurs
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Gupta, Rangan
34
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26
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18
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14
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13
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9
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9
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8
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7
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Floros, Christos
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7
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7
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Finance research letters
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International review of economics & finance : IREF
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The North American journal of economics and finance : a journal of financial economics studies
41
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34
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International journal of forecasting
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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The empirical economics letters : a monthly international journal of economics
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Afro-Asian Journal of Finance and Accounting : AAJFA
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Applied financial economics
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Finance India : the quarterly journal of Indian Institute of Finance
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ECONIS (ZBW)
2,299
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1
Price discovery for cross-listed firms with foreign IPOs
Alhaj-Yaseen, Yaseen S.
;
Lam, Eddery
;
Barkoulas, John T.
- In:
International review of financial analysis
31
(
2014
),
pp. 80-87
Persistent link: https://www.econbiz.de/10010461534
Saved in:
2
Volume decomposition and volatility in dual-listing H-shares
Dey, Malay K.
;
Wang, Chaoyan
- In:
The journal of asset management : a major new, …
22
(
2021
)
4
,
pp. 301-310
Persistent link: https://www.econbiz.de/10012581634
Saved in:
3
Transmission of volatility shocks between the equity and foreign exchange markets in South Africa
Bonga-Bonga, Lumengo
- In:
The journal of applied business research
29
(
2013
)
5
,
pp. 1529-1539
Persistent link: https://www.econbiz.de/10010198088
Saved in:
4
Assessing the relative performance of heavy-tailed distributions : empirical evidence from the Johannesburg Stock Exchange
Huang, Chun-sung
;
Huang, Chun-kai
;
Chinhamu, Knowledge
- In:
The journal of applied business research
30
(
2014
)
4
,
pp. 1263-1286
Persistent link: https://www.econbiz.de/10010400576
Saved in:
5
An examination of the volatility of South African risk-free rate proxies : a component GARCH analysis
Charteris, A.
;
Strydom, Barry
- In:
Tydskrif vir studies in ekonomie en ekonometrie : SEE
35
(
2011
)
3
,
pp. 49-64
Persistent link: https://www.econbiz.de/10009512955
Saved in:
6
Contagion across financial markets during COVID-19 : a look at volatility spillovers between the stock and foreign exchange markets in South Africa
Van Der Westhuizen, Chevaughn
;
Van Eyden, Reneé
;
Aye, …
-
2022
Persistent link: https://www.econbiz.de/10013166947
Saved in:
7
Contagion across financial markets during COVID-19 : a look at volatility spillovers between the stock and foreign exchange markets in South Africa
Van Der Westhuizen, Chevaughn
;
Van Eyden, Reneé
;
Aye, …
- In:
Annals of financial economics
17
(
2022
)
1
,
pp. 1-46
Persistent link: https://www.econbiz.de/10013189116
Saved in:
8
Return and volatility spillovers between oil and stock markets in South Africa and Nigeria
Fowowe, Babajide
- In:
African journal of economic and management studies : AJEMS
8
(
2017
)
4
,
pp. 484-497
Persistent link: https://www.econbiz.de/10011813280
Saved in:
9
Univariate GARCH model generated volatility skews for the CIVETS stock indices
Labuschagne, Coenraad C. A.
;
Oberholzer, Niel
;
Venter, …
- In:
Advances in applied economic research : proceedings of …
,
(pp. 333-347)
.
2017
Persistent link: https://www.econbiz.de/10011744293
Saved in:
10
Forecasting JSE and AEX volatility with GARCH models
Cheteni, Priviledge
;
Matsongoni, Herrison
;
Umejesi, …
- In:
African journal of business and economic research : AJBER
18
(
2023
)
4
,
pp. 461-473
Persistent link: https://www.econbiz.de/10014574435
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