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ARCH model
GARCH
2,392
ARCH-Modell
1,054
Volatility
852
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784
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466
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456
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395
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234
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215
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204
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84
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83
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81
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75
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Gupta, Rangan
13
Ardia, David
10
Lütkepohl, Helmut
10
Malik, Farooq
10
Paolella, Marc S.
9
Walther, Thomas
8
Tiwari, Aviral Kumar
7
Caporale, Guglielmo Maria
6
Chlebus, Marcin
6
Corbet, Shaen
6
Engle, Robert F.
6
Klein, Tony
6
Maré, E.
6
Amanjot Singh
5
Francq, Christian
5
Ledoit, Olivier
5
McAleer, Michael
5
Medeiros, Marcelo C.
5
Mittnik, Stefan
5
Narula, Isha
5
Panagiōtidēs, Theodōros
5
Schlaak, Thore
5
Venter, Pierre J.
5
Wilmot, Neil A.
5
Wolf, Michael
5
Aggarwal, Vaibhav
4
Alexander, Carol
4
Bluteau, Keven
4
Choudhry, Taufiq
4
Ding, Yashuang
4
Drenovak, Mikica
4
Dufays, Arnaud
4
Hoogerheide, Lennart F.
4
Jebran, Khalil
4
Jelic, Ranko
4
Kiss, Tamás
4
Lucey, Brian M.
4
Mason, Charles F.
4
Mendes, Eduardo F.
4
Milunovich, George
4
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Shakai-Keizai-Kenkyūsho <Osaka>
2
Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
1
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Energy economics
23
Applied economics
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Finance research letters
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The North American journal of economics and finance : a journal of financial economics studies
21
Journal of risk and financial management : JRFM
20
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15
Journal of econometrics
15
International review of economics & finance : IREF
14
Journal of banking & finance
14
Research in international business and finance
14
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12
Journal of empirical finance
12
Applied economics letters
11
International journal of economics and finance
10
International review of financial analysis
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10
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10
CBN journal of applied statistics
9
Cogent economics & finance
9
Economic modelling
9
Review of quantitative finance and accounting
9
CESifo working papers
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Computational economics
8
Finance India : the quarterly journal of Indian Institute of Finance
8
International journal of economics and financial issues : IJEFI
8
Risks : open access journal
8
International journal of financial research
7
International journal of forecasting
7
Journal of mathematical finance
7
Financial innovation : FIN
6
Global business review
6
International Journal of Financial Studies : open access journal
6
Journal of economics and finance
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
The European journal of finance
6
The empirical economics letters : a monthly international journal of economics
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Theoretical economics letters
6
Afro-Asian Journal of Finance and Accounting : AAJFA
5
Cambridge working papers in economics
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ECONIS (ZBW)
1,011
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1
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1
Dynamic volatility behaviour of stock markets in southern Africa
Mashamba, Tafirei
;
Magweva, Rabson
- In:
Journal of economic and financial sciences : JEF
12
(
2019
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10012019002
Saved in:
2
Equity returns and volatilities before and after the 2007-08 financial crisis
Dedi, Lidija
;
Yavas, Burhan F.
- In:
Zagreb international review of economics & business
20
(
2017
)
1
,
pp. 65-79
Persistent link: https://www.econbiz.de/10011752804
Saved in:
3
Examining volatility persistence and news asymmetry in soybeans futures returns
Musunuru, Naveen
- In:
Atlantic economic journal : AEJ
44
(
2016
)
4
,
pp. 487-500
Persistent link: https://www.econbiz.de/10011711158
Saved in:
4
The impact of firm-specific public news on intraday market dynamics : evidence from the Turkish stock market
Baklaci, Hasan F.
;
Tunc, Gokce
;
Aydogan, Berna
;
Vardar, …
- In:
Emerging markets finance & trade : a journal of the …
47
(
2011
)
6
,
pp. 99-119
Persistent link: https://www.econbiz.de/10009563064
Saved in:
5
Reassessment of volatility transmission among South Asian equity markets
Aziz, Tariq
;
Marwat, Jahanzeb
;
Mustafa, Sheraz
;
Kumar, …
- In:
Journal of Asian finance, economics and business : JAFEB
8
(
2021
)
1
,
pp. 587-597
Persistent link: https://www.econbiz.de/10012692390
Saved in:
6
Evaluating volatility persistence of stock return in the pre and cost 2008-2009 financial meltdown
Nageri, Kamaldeen Ibraheem
- In:
Copernican Journal of Finance & Accounting : CJF&A
8
(
2019
)
3
,
pp. 75-94
Persistent link: https://www.econbiz.de/10012211589
Saved in:
7
The dynamic behavior of evolving efficiency : evidence from the UAE stock markets
Al-Shboul, Mohammad
;
Alsharari, Nizar Mohammad
- In:
The quarterly review of economics and finance : journal …
73
(
2019
),
pp. 119-135
Persistent link: https://www.econbiz.de/10012296690
Saved in:
8
Return and volatility spillovers in equity markets : an investigation using various
GARCH
methodologies
Dedi, Lidija
;
Yavas, Burhan F.
- In:
Cogent economics & finance
4
(
2016
)
1
,
pp. 1-18
: Germany, United Kingdom, China, Russia, and Turkey. MARMA,
GARCH
,
GARCH
-in-mean, and exponential
GARCH
(EGARCH) methodologies …
Persistent link: https://www.econbiz.de/10011597965
Saved in:
9
Asymmetry and persistence in return volatility of commodity futures
Hassan, Aun
- In:
Journal of international business and economics : JIBE
22
(
2022
)
4
,
pp. 26-36
Persistent link: https://www.econbiz.de/10014246694
Saved in:
10
GARCH
option pricing with volatility derivatives
Oh, Dong Hwan
;
Park, Yang-Ho
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014248216
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