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ARCH model
Stock market
30,010
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29,781
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13,724
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8,200
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Ma, Feng
31
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24
McAleer, Michael
22
Bouri, Elie
21
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16
Kang, Sang Hoon
15
Chiang, Thomas C.
14
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13
Engle, Robert F.
12
Liang, Chao
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Xuan Vinh Vo
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11
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10
Guesmi, Khaled
10
Li, Yan
10
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10
Nguyen, Duc Khuong
10
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10
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9
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9
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9
Kumar, Dilip
9
Wang, Yudong
9
Caporale, Guglielmo Maria
8
Koulakiotis, Athanasios
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Kočenda, Evžen
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Lyócsa, Štefan
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Molnár, Peter
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Powell, Robert
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Ajmi, Ahdi Noomen
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Allen, David E.
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Amanjot Singh
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7
Jeribi, Ahmed
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Finance research letters
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International review of financial analysis
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International review of economics & finance : IREF
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Research in international business and finance
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Journal of international financial markets, institutions & money
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The North American journal of economics and finance : a journal of financial economics studies
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Applied economics letters
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Applied financial economics
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Pacific-Basin finance journal
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International journal of finance & economics : IJFE
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Journal of empirical finance
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Journal of banking & finance
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International journal of economics and financial issues : IJEFI
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Cogent economics & finance
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Discussion paper / Tinbergen Institute
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Review of quantitative finance and accounting
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International journal of economics and finance
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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The journal of applied business research
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Economics letters
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Finance India : the quarterly journal of Indian Institute of Finance
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Finance a úvěr
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ECONIS (ZBW)
2,110
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1
The
asymmetry
and volatility of the Chinese stock market caused by the "New National Ten"
Tsai, Jui-Jung
;
Wang, Yang-Chao
;
Weng, Kehuang
- In:
Emerging markets finance & trade : a journal of the …
51
(
2015
),
pp. 86-98
Persistent link: https://www.econbiz.de/10011603392
Saved in:
2
Asymmetric correlations in gold and other financial markets
Miyazaki, T.
;
Hamori, Shigeyuki
- In:
Applied economics
48
(
2016
)
46/48
,
pp. 4419-4425
Persistent link: https://www.econbiz.de/10011640106
Saved in:
3
Volatility clustering and persistence during COVID-19 : evidence of asymmetric volatility in the Asia-Pacific stock markets
Pandey, Dharen Kumar
;
Kumari, Vineeta
- In:
International journal of financial services management …
11
(
2022
)
3
,
pp. 232-244
Persistent link: https://www.econbiz.de/10014311761
Saved in:
4
Cross-sectional return dispersion and stock market volatility : evidence from high-frequency data
Niu, Zibo
;
Demirer, Rıza
;
Suleman, Muhammad Tahir
; …
- In:
Journal of forecasting
42
(
2023
)
6
,
pp. 1309-1328
Persistent link: https://www.econbiz.de/10014338888
Saved in:
5
Asymmetric effects of US stock returns on European equities
Wahab, Mamoud S.
- In:
International review of economics & finance : IREF
21
(
2012
)
1
,
pp. 156-172
Persistent link: https://www.econbiz.de/10009485791
Saved in:
6
Asymmetric and threshold effects on comovements among Germanic cross-listed equities
Koulakiotis, Athanasios
;
Kartalis, Nikos D.
;
Lyroudi, …
- In:
International review of economics & finance : IREF
24
(
2012
),
pp. 327-342
Persistent link: https://www.econbiz.de/10009690150
Saved in:
7
Relationship between trading volume and asymmetric volatility in the Korean stock market
Choi, Ki-hong
;
Jiang, Zhu-hua
;
Kang, Sang Hoon
;
Moon, …
- In:
Modern economy
3
(
2012
)
5
,
pp. 584-589
Persistent link: https://www.econbiz.de/10009720531
Saved in:
8
An international analysis of REITs and stock portfolio management based on dynamic conditional correlation models
Lee, Yen-Hsien
- In:
Financial markets and portfolio management
28
(
2014
)
2
,
pp. 165-180
Persistent link: https://www.econbiz.de/10010358299
Saved in:
9
Stock market reaction to terrorist attacks : empirical evidence from a front line state
Suleman, Muhammad Tahir
- In:
Australasian accounting business and finance journal : AABF
6
(
2012
)
1
,
pp. 97-110
Persistent link: https://www.econbiz.de/10010244292
Saved in:
10
Non-linear volatility and dynamics of the Tunisian stock market
Lamia, Kalai
;
Faouzi, Jilani
- In:
International journal of economics, finance and …
2
(
2014
)
1
,
pp. 22-32
Persistent link: https://www.econbiz.de/10010382144
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