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Stock market dynamics
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ARCH model
Stock market
29,906
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29,679
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8,216
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2,173
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1,769
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Ma, Feng
31
McAleer, Michael
29
Gupta, Rangan
24
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21
Caporin, Massimiliano
20
Zhang, Yaojie
17
Kang, Sang Hoon
15
Chiang, Thomas C.
14
Engle, Robert F.
13
McMillan, David G.
13
Xuan Vinh Vo
12
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11
Yoon, Seong-min
11
Brooks, Robert
10
Guesmi, Khaled
10
Hammoudeh, Shawkat
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Li, Yan
10
Mensi, Walid
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Wang, Jiqian
10
Nguyen, Duc Khuong
9
Aloui, Chaker
8
Caporale, Guglielmo Maria
8
Conrad, Christian
8
Hamori, Shigeyuki
8
Koulakiotis, Athanasios
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Lyócsa, Štefan
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Molnár, Peter
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Wang, Yudong
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Adrangi, Bahram
7
Ajmi, Ahdi Noomen
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Amanjot Singh
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Degiannakis, Stavros
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Demirer, Rıza
7
Faff, Robert W.
7
Jeribi, Ahmed
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Kumar, Dilip
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Li, Steven
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Lu, Xinjie
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Manera, Matteo
7
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Taylor and Francis.
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William Davidson Institute <Ann Arbor, Mich.>
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Finance research letters
62
International review of financial analysis
51
Energy economics
50
Research in international business and finance
47
International review of economics & finance : IREF
46
Journal of international financial markets, institutions & money
42
Economic modelling
41
Applied economics
38
The North American journal of economics and finance : a journal of financial economics studies
34
Journal of risk and financial management : JRFM
28
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
23
Applied financial economics
22
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
22
Applied economics letters
21
International journal of finance & economics : IJFE
20
Journal of banking & finance
20
Pacific-Basin finance journal
20
Journal of empirical finance
18
Journal of forecasting
18
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18
International journal of economics and financial issues : IJEFI
16
Review of quantitative finance and accounting
15
Cogent economics & finance
14
International journal of forecasting
14
Emerging markets review
13
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
13
International journal of economics and finance
13
Journal of international money and finance
13
Afro-Asian Journal of Finance and Accounting : AAJFA
12
Economics letters
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The journal of applied business research
12
Econometric Institute research papers
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Economic research
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Finance a úvěr
11
Global finance journal
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International Journal of Energy Economics and Policy : IJEEP
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International Journal of Financial Studies : open access journal
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The European journal of finance
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Theoretical economics letters
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ECONIS (ZBW)
2,171
RePEc
2
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1
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2,173
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date (oldest first)
1
Higher order moments in distribution modelling with applications to risk management
Malo, Pekka
-
2007
Persistent link: https://www.econbiz.de/10003504508
Saved in:
2
A Metropolis-in-Gibbs sampler for estimating equity market factors
Tsiaplias, Sarantis
-
2007
Persistent link: https://www.econbiz.de/10003489507
Saved in:
3
A Model Confidence Set approach to the combination of multivariate volatility forecasts
Amendola, Alessandra
;
Braione, Manuela
;
Candila, Vincenzo
; …
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 873-891
Persistent link: https://www.econbiz.de/10012496876
Saved in:
4
Combining multivariate volatility forecasts: an economic-based approach
Caldeira, João F.
;
Moura, Guilherme Valle
;
Nogales, …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 247-285
Persistent link: https://www.econbiz.de/10011987429
Saved in:
5
Forecasting stock market volatility under parameter and model uncertainty
Li, Zhao-Chen
;
Chi, Xie
;
Wang, Gang-Jin
;
Zhu, You
; …
- In:
Research in international business and finance
66
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014463139
Saved in:
6
Can the Lasota (1977)'s model compete with the Mackey-Glass (1977)'s model in nonlinear modelling of financial time series?
Hennani, Rachida
-
2015
Persistent link: https://www.econbiz.de/10011300800
Saved in:
7
Volatility spillovers and nonlinear
dynamics
between jet fuel prices and air carrier revenue passenger miles in the US
Adrangi, Bahram
;
Gritta, Richard D.
;
Raffiee, Kambiz
- In:
Review of economics & finance
(
2013
)
3
,
pp. 1-18
Persistent link: https://www.econbiz.de/10010244116
Saved in:
8
The efficacy of intervention in a chaotic foreign exchange market : an empirical study in INR-USD exchange rate series
Sen, Chitrakalpa
;
Chakrabarti, Gagari
- In:
Decision
41
(
2014
)
4
,
pp. 399-410
Persistent link: https://www.econbiz.de/10010483861
Saved in:
9
Investigating the nature of nonlinearity in Indian Exchange Traded Funds (ETFs)
Madhavan, Vinodh
- In:
Managerial finance
40
(
2014
)
4
,
pp. 395-415
Persistent link: https://www.econbiz.de/10010344093
Saved in:
10
Modelling bursts and
chaos
regularization in credit risk with a deterministic nonlinear model
Orlando, Giuseppe
;
Bufalo, Michele
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10013455602
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