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ARCH model
Börsenkurs
52,747
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51,224
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14,188
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4,904
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3,539
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China
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Germany
2,479
ARCH-Modell
2,278
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Gupta, Rangan
31
Ma, Feng
26
McAleer, Michael
23
Bouri, Elie
18
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14
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13
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12
Bauwens, Luc
11
Engle, Robert F.
11
Tiwari, Aviral Kumar
11
Mittnik, Stefan
10
Wang, Jiqian
10
Brooks, Robert
9
Yoon, Seong-min
9
Corbet, Shaen
8
Haas, Markus
8
Hafner, Christian M.
8
Kang, Sang Hoon
8
Koopman, Siem Jan
8
Maheswaran, S.
8
Paolella, Marc S.
8
Silvennoinen, Annastiina
8
Wu, Xinyu
8
Allen, David E.
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
Salisu, Afees A.
7
Teräsvirta, Timo
7
Wang, Yudong
7
Wei, Yu
7
Balcilar, Mehmet
6
Bohl, Martin T.
6
Filis, George
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Hansen, Peter Reinhard
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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
45
International review of financial analysis
42
The North American journal of economics and finance : a journal of financial economics studies
40
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
24
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
14
Journal of financial econometrics : official journal of the Society for Financial Econometrics
14
The European journal of finance
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
Pacific-Basin finance journal
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The journal of applied business research
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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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Risks : open access journal
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Studies in economics and finance
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ECONIS (ZBW)
2,245
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1
Abnormal volatility in seasoned equity offerings during economic disruptions
Prasad, Mason
;
Bakry, Walid
;
Estela Varua, Maria
- In:
Journal of behavioral and experimental finance
30
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012814929
Saved in:
2
Seasoned equity offerings or capital deductions? : the reaction of stock prices : evidence from Taiwan
Chen, Suduan
- In:
Emerging markets finance & trade : a journal of the …
53
(
2017
)
3
,
pp. 644-660
Persistent link: https://www.econbiz.de/10011764347
Saved in:
3
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:
4
A market model with time-varying moments and results on Neuer Markt stock returns
Wagner, Niklas F.
-
2001
Persistent link: https://www.econbiz.de/10001662098
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5
Does the day-of-the-week effect exist in other asset classes? : investigation of the globally listed private equity markets
Steinborn, Marcel
- In:
Studies in economics and finance
41
(
2024
)
1
,
pp. 102-124
Persistent link: https://www.econbiz.de/10014467191
Saved in:
6
Modeling the volatilities of globally listed private equity markets
Tegtmeier, Lars
- In:
Studies in economics and finance
40
(
2023
)
1
,
pp. 64-85
Persistent link: https://www.econbiz.de/10013503883
Saved in:
7
Conditional leptokurtosis and non-linear dependence in exchange rate returns
Caporale, Guglielmo Maria
;
Hassapis, Christis
;
Pittis, …
-
1994
Persistent link: https://www.econbiz.de/10000897287
Saved in:
8
Alternative models for conditional stock volatility
Pagan, Adrian R.
;
Schwert, George William
-
1989
Persistent link: https://www.econbiz.de/10000765771
Saved in:
9
Transmission of volatility between stock markets
King, Mervyn
;
Wadhwani, Sushil B.
-
1989
Persistent link: https://www.econbiz.de/10000766769
Saved in:
10
Long run volatility forecasting for individual stocks in a one factor model
Engle, Robert F.
;
Lee, Gary G. J.
-
1993
Persistent link: https://www.econbiz.de/10000877958
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