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ARCH model
Portfolio-Management
43,941
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126
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67
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64
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43
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35
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33
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33
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32
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32
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27
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26
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25
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25
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25
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24
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23
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22
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21
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20
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20
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20
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19
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19
Molnár, Peter
19
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19
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18
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1
University of Strathclyde / Department of Economics
1
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1
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Energy economics
227
Finance research letters
160
Economic modelling
115
International review of financial analysis
115
Applied economics
114
The North American journal of economics and finance : a journal of financial economics studies
107
International review of economics & finance : IREF
101
Journal of empirical finance
100
Research in international business and finance
97
Journal of international financial markets, institutions & money
79
Journal of risk and financial management : JRFM
75
International journal of forecasting
71
Journal of econometrics
69
Journal of banking & finance
65
Applied financial economics
61
Journal of forecasting
57
Discussion paper / Tinbergen Institute
53
Economics letters
53
Applied economics letters
52
International Journal of Energy Economics and Policy : IJEEP
51
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
46
International journal of finance & economics : IJFE
45
The European journal of finance
45
The journal of futures markets
43
Journal of financial econometrics : official journal of the Society for Financial Econometrics
41
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
41
Working paper
41
Econometric Institute research papers
40
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
35
International journal of economics and financial issues : IJEFI
35
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
34
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
31
Cogent economics & finance
30
International journal of economics and finance
30
Journal of risk
30
Quantitative finance
30
Review of quantitative finance and accounting
30
Pacific-Basin finance journal
28
The empirical economics letters : a monthly international journal of economics
28
Computational economics
27
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ECONIS (ZBW)
6,684
RePEc
4
ArchiDok
2
Showing
1
-
10
of
6,690
Sort
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articles prioritized
date (newest first)
date (oldest first)
1
Can oil diversify away the unpriced risk of a portfolio?
Cifarelli, Giulio
;
Paladino, Giovanna
- In:
International journal of finance & economics : IJFE
17
(
2012
)
1
,
pp. 73-88
Persistent link: https://www.econbiz.de/10009507849
Saved in:
2
Asset allocation under higher moments with the GARCH filter
Kinoshita, Ryo
- In:
Empirical economics : a journal of the Institute for …
49
(
2015
)
1
,
pp. 235-254
Persistent link: https://www.econbiz.de/10011325723
Saved in:
3
Conditional correlation models of autoregressive conditional heteroscedasticity with nonstationary GARCH equations
Amado, Cristina
;
Teräsvirta, Timo
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
1
,
pp. 69-87
Persistent link: https://www.econbiz.de/10010380478
Saved in:
4
Volatility
timing : how best to forecast portfolio exposures
Clements, A.
;
Silvennoinen, A.
- In:
Journal of empirical finance
24
(
2013
),
pp. 108-115
Persistent link: https://www.econbiz.de/10010371987
Saved in:
5
A dynamic conditional approach to forecasting portfolio weights
Cipollini, Fabrizio
;
Gallo, Giampiero M.
;
Palandri, …
- In:
International journal of forecasting
37
(
2021
)
3
,
pp. 1111-1126
Persistent link: https://www.econbiz.de/10012794818
Saved in:
6
Volatility
-dependent correlations : further evidence of when, where and how
Clements, Adam
;
Scott, Ayesha
;
Silvennoinen, Annastiina
- In:
Empirical economics : a journal of the Institute for …
57
(
2019
)
2
,
pp. 505-540
Persistent link: https://www.econbiz.de/10012056697
Saved in:
7
A investigation into share prices' conditional heteroscedasticity and non-symmetrical model in the context of South Africa, Nigeria, and Egypt
Ejaz, Abdullah
;
Polak, Petr
;
Imran, Zulfiqar Ali
- In:
Management : journal of contemporary management issues
26
(
2021
)
1
,
pp. 189-200
Persistent link: https://www.econbiz.de/10012659646
Saved in:
8
Can advanced markets help diversify risks in frontier stock markets? : evidence from Gulf Arab stock markets
Demirer, Rıza
- In:
Research in international business and finance
29
(
2013
),
pp. 77-98
Persistent link: https://www.econbiz.de/10009759908
Saved in:
9
Return and
volatility
transmission between gold and stock sectors : application of portfolio management and hedging effectiveness
Kumar, Dilip
- In:
IIMB management review
26
(
2014
)
1
,
pp. 5-16
Persistent link: https://www.econbiz.de/10010383433
Saved in:
10
Assessment of return and
volatility
spillover across sectors' indices : evidence from Pakistan stock exchange
Khalid, Hafiza Muntaha
;
Farooq, Sadia
;
Liaqat, Faiza
; …
- In:
International journal of monetary economics and finance …
14
(
2021
)
5
,
pp. 477-496
Persistent link: https://www.econbiz.de/10012671202
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