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ARCH model
Schätzung
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Indien
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McAleer, Michael
135
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77
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68
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65
Bouri, Elie
46
Bauwens, Luc
37
Engle, Robert F.
34
Caporale, Guglielmo Maria
33
Zhang, Yaojie
33
Kumar, Dilip
32
Conrad, Christian
27
Herwartz, Helmut
27
McMillan, David G.
27
Bollerslev, Tim
26
Hafner, Christian M.
26
Hansen, Peter Reinhard
26
Teräsvirta, Timo
25
Tiwari, Aviral Kumar
25
Kang, Sang Hoon
24
Wang, Yudong
24
Huang, Zhuo
23
Karanasos, Menelaos
23
Liang, Chao
23
Serletis, Apostolos
23
Yoon, Seong-min
23
Allen, David E.
22
Caporin, Massimiliano
22
Diebold, Francis X.
22
Hammoudeh, Shawkat
22
Koopman, Siem Jan
22
Wei, Yu
22
Wu, Xinyu
22
Andersen, Torben
21
Paolella, Marc S.
21
Salisu, Afees A.
21
Hamori, Shigeyuki
20
Laurent, Sébastien
20
Silvennoinen, Annastiina
20
Chen, Cathy W. S.
19
Christoffersen, Peter F.
19
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5
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4
Ekonomiska forskningsinstitutet <Stockholm>
4
Econometrisch Instituut <Rotterdam>
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2
Federal Reserve Bank of St. Louis
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Gottfried Wilhelm Leibniz Universität Hannover
2
Svenska Handelshögskolan <Helsinki>
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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1
Banca nazionale del lavoro / Ufficio studi
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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1
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1
School of Finance and Business Economics <Perth, Western Australia>
1
Shakai-Keizai-Kenkyūsho <Osaka>
1
Springer Fachmedien Wiesbaden
1
The Wharton Financial Institutions Center
1
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Energy economics
233
Finance research letters
172
Applied economics
131
Economic modelling
122
International review of financial analysis
121
International review of economics & finance : IREF
110
The North American journal of economics and finance : a journal of financial economics studies
110
Research in international business and finance
109
Journal of empirical finance
106
Journal of international financial markets, institutions & money
83
Journal of econometrics
78
Journal of risk and financial management : JRFM
75
Applied financial economics
72
International journal of forecasting
71
Applied economics letters
68
Journal of banking & finance
66
Discussion paper / Tinbergen Institute
63
Economics letters
61
Journal of forecasting
59
International Journal of Energy Economics and Policy : IJEEP
54
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
53
The journal of futures markets
53
Journal of financial econometrics : official journal of the Society for Financial Econometrics
49
The European journal of finance
48
International journal of finance & economics : IJFE
47
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
46
Working paper
46
International journal of economics and financial issues : IJEFI
44
Econometric Institute research papers
43
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
40
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
39
International journal of economics and finance
37
Cogent economics & finance
36
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
35
Pacific-Basin finance journal
34
Review of quantitative finance and accounting
34
The empirical economics letters : a monthly international journal of economics
32
Journal of risk
31
Journal of international money and finance
30
Computational economics
29
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ECONIS (ZBW)
7,497
RePEc
4
ArchiDok
2
Showing
1
-
10
of
7,503
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Day-of-the-week effect and
volatility
in stock returns : evidence from the Indian stock market
Aggarwal, Khushboo
;
Jha, Mithilesh Kumar
- In:
Managerial finance
49
(
2023
)
9
,
pp. 1438-1452
Persistent link: https://www.econbiz.de/10014331954
Saved in:
2
Month-of-the-year effect : empirical evidence from Indian stock market
Elangovan, Rajesh
;
Irudayasamy, Francis Gnanasekar
; …
- In:
Asia Pacific financial markets
29
(
2022
)
3
,
pp. 449-476
Persistent link: https://www.econbiz.de/10013397536
Saved in:
3
Empirical evidence on calendar anomalies in trading and non-trading day returns in Indian stock market
Tuyekar, Suraj Prakash
;
Padyala, Sri Ram
;
Ramesh, …
- In:
Finance India : the quarterly journal of Indian …
37
(
2023
)
3
,
pp. 899-918
Persistent link: https://www.econbiz.de/10014583105
Saved in:
4
The day-of-the-week anomaly in market returns, volume and
volatility
in SAARC countries
Abbas, Sumra
;
Javid, Attiya Yasmin
-
2015
Persistent link: https://www.econbiz.de/10011335025
Saved in:
5
The day of the week effects in the Stock Exchange of Casablanca : analysis by intraday and interday returns
Sy, Aida
;
Derbali, Abdelkader
- In:
International journal of critical accounting : IJCA
7
(
2015
)
4
,
pp. 366-386
Persistent link: https://www.econbiz.de/10011438907
Saved in:
6
Asymmetric
volatility
clustering, risk-return relationship and day of the week effects : evidence from nineteen stock markets
Balaban, Ercan
;
Bayar, Aslı
;
Kan, Özgür Berk
- In:
Yapı Kredı economic review : quarterly publ. of …
10
(
1999
)
2
,
pp. 3-29
Persistent link: https://www.econbiz.de/10001505110
Saved in:
7
Asymmetric
volatility
clustering, risk-return relationship and day of the week effects : evidence from nineteen stock markets
Balaban, Ercan
;
Bayar, Aslı
;
Kan, Özgür Berk
-
1999
Persistent link: https://www.econbiz.de/10001399859
Saved in:
8
The impact of the day-of-the-week on the VIX fear gauge
Qadan, Mahmod
- In:
International journal of economic perspectives : IJEP
7
(
2013
)
2
,
pp. 24-31
Persistent link: https://www.econbiz.de/10011586397
Saved in:
9
The calendar anomalies on performance and
volatility
of stock market : the effects of Ramadan on Karachi Stock Exchange
Khan, Kalimullah
;
Nasir, Muhammad Ali
;
Rossi, Matteo
- In:
Global business & economics review
19
(
2017
)
1
,
pp. 54-69
Persistent link: https://www.econbiz.de/10011665604
Saved in:
10
The impact of socioeconomic factors and financial access on microfinance institutions
Ali, Mohammed Abu
;
Al-Azzam, Moh'd
- In:
International journal of economic perspectives : IJEP
7
(
2013
)
2
Persistent link: https://www.econbiz.de/10011597875
Saved in:
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