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ARCH model
Börsenkurs
51,932
Share price
50,397
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40,185
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38,976
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McAleer, Michael
129
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66
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64
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63
Bouri, Elie
40
Engle, Robert F.
36
Bauwens, Luc
34
Caporale, Guglielmo Maria
33
Kumar, Dilip
32
Zhang, Yaojie
32
McMillan, David G.
28
Teräsvirta, Timo
28
Hansen, Peter Reinhard
26
Hafner, Christian M.
25
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24
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24
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22
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22
Hammoudeh, Shawkat
22
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Serletis, Apostolos
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Tiwari, Aviral Kumar
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Wei, Yu
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Conrad, Christian
21
Wu, Xinyu
21
Allen, David E.
20
Hamori, Shigeyuki
20
Laurent, Sébastien
20
Paolella, Marc S.
20
Silvennoinen, Annastiina
20
Yoon, Seong-min
20
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19
Molnár, Peter
19
Spagnolo, Nicola
19
Degiannakis, Stavros
18
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18
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18
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18
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2
Federal Reserve Bank of St. Louis
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Svenska Handelshögskolan <Helsinki>
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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Banca nazionale del lavoro / Ufficio scenari economici
1
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1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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1
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1
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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
University of Strathclyde / Department of Economics
1
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Energy economics
222
Finance research letters
141
Applied economics
120
International review of financial analysis
119
Economic modelling
116
The North American journal of economics and finance : a journal of financial economics studies
109
International review of economics & finance : IREF
107
Journal of empirical finance
104
Research in international business and finance
103
Journal of international financial markets, institutions & money
82
Journal of risk and financial management : JRFM
75
Applied financial economics
72
International journal of forecasting
71
Journal of banking & finance
70
Journal of econometrics
70
Applied economics letters
62
Journal of forecasting
61
Economics letters
57
Discussion paper / Tinbergen Institute
56
International Journal of Energy Economics and Policy : IJEEP
51
The European journal of finance
51
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
50
The journal of futures markets
49
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
47
International journal of finance & economics : IJFE
45
Working paper
45
Journal of financial econometrics : official journal of the Society for Financial Econometrics
44
Econometric Institute research papers
41
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
37
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
37
International journal of economics and financial issues : IJEFI
37
International journal of economics and finance
35
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
34
Cogent economics & finance
33
Pacific-Basin finance journal
33
Review of quantitative finance and accounting
32
Journal of financial econometrics
29
Journal of international money and finance
29
The empirical economics letters : a monthly international journal of economics
29
Quantitative finance
27
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ECONIS (ZBW)
7,015
RePEc
4
ArchiDok
2
Showing
1
-
10
of
7,021
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articles prioritized
date (newest first)
date (oldest first)
1
Effect of return and
volatility
calculation on option pricing : an analysis using BANKNIFTY
Ahmad, Akhlaque
- In:
Research bulletin / The Institute of Cost Accountants …
41
(
2015
)
1
,
pp. 103-110
Persistent link: https://www.econbiz.de/10011420532
Saved in:
2
Implied
volatility
index for the Norwegian equity market
Bugge, Sebastian A.
;
Guttormsen, Haakon J.
;
Molnár, Peter
- In:
International review of financial analysis
47
(
2016
),
pp. 133-141
Persistent link: https://www.econbiz.de/10011624091
Saved in:
3
Asymmetries of the intraday return-
volatility
relation
Badshah, Ihsan Ullah
;
Frijns, Bart
;
Knif, Johan
; …
- In:
International review of financial analysis
48
(
2016
),
pp. 182-192
Persistent link: https://www.econbiz.de/10011624483
Saved in:
4
The information content of option-implied information for
volatility
forecasting with investor sentiment
Seo, Sung Won
;
Kim, Jun Sik
- In:
Journal of banking & finance
50
(
2015
),
pp. 106-120
Persistent link: https://www.econbiz.de/10010509134
Saved in:
5
New evidence on the information content of implied
volatility
of S&P 500 : model-free versus model-based
Zhang, Weiwei
;
Sun, Tiezhu
;
Ma, Yechi
;
Wang, Zilong
- In:
Romanian journal of economic forecasting
24
(
2021
)
1
,
pp. 109-121
Persistent link: https://www.econbiz.de/10012587118
Saved in:
6
Realized GARCH, CBOE VIX, and the
volatility
risk premium
Hansen, Peter Reinhard
;
Huang, Zhuo
;
Tong, Chen
;
Wang, …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 187-223
Persistent link: https://www.econbiz.de/10014526311
Saved in:
7
Relationship between gold and stock markets during the global financial crisis : evidence from nonlinear causality tests
Choudhry, Taufiq
;
Ul Hassan, Syed Shabi
;
Shabi, Sarosh
- In:
International review of financial analysis
41
(
2015
),
pp. 247-256
Persistent link: https://www.econbiz.de/10011508942
Saved in:
8
Oil and the short-term predictability of stock return
volatility
Wang, Yudong
;
Wei, Yu
;
Wu, Chongfeng
;
Yin, Libo
- In:
Journal of empirical finance
47
(
2018
),
pp. 90-104
Persistent link: https://www.econbiz.de/10012103481
Saved in:
9
Leverage and asymmetric
volatility
: the firm-level evidence
Ericsson, Jan
;
Huang, Xiao
;
Mazzotta, Stefano
- In:
Journal of empirical finance
38
(
2016
),
pp. 1-21
Persistent link: https://www.econbiz.de/10011663127
Saved in:
10
Effects of macroeconomic uncertainty on the stock and bond markets
Asgharian, Hossein
;
Christiansen, Charlotte
;
Hou, Ai Jun
- In:
Finance research letters
13
(
2015
),
pp. 10-16
Persistent link: https://www.econbiz.de/10011552317
Saved in:
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