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ARCH model
Aktienmarkt
29,797
Stock market
29,692
Börsenkurs
13,594
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13,493
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8,062
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8,050
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5,828
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5,064
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3,011
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2,833
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2,809
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2,638
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2,486
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2,481
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2,016
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1,933
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1,932
Schwellenländer
1,897
Emerging economies
1,890
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1,812
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1,805
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1,795
stock market
1,754
Prognoseverfahren
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CAPM
1,734
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1,721
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1,721
Effizienzmarkthypothese
1,720
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1,708
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1,537
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4
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Ma, Feng
31
Gupta, Rangan
23
Bouri, Elie
20
Zhang, Yaojie
16
Kang, Sang Hoon
15
Chiang, Thomas C.
14
McMillan, David G.
13
Engle, Robert F.
12
Xuan Vinh Vo
12
Liang, Chao
11
Yoon, Seong-min
11
Brooks, Robert
10
Guesmi, Khaled
10
Li, Yan
10
Mensi, Walid
10
Wang, Jiqian
10
Hammoudeh, Shawkat
9
Nguyen, Duc Khuong
9
Aloui, Chaker
8
Caporale, Guglielmo Maria
8
Hamori, Shigeyuki
8
Koulakiotis, Athanasios
8
Lyócsa, Štefan
8
Molnár, Peter
8
Wang, Yudong
8
Ajmi, Ahdi Noomen
7
Amanjot Singh
7
Demirer, Rıza
7
Faff, Robert W.
7
Jeribi, Ahmed
7
Kumar, Dilip
7
Li, Steven
7
Lu, Xinjie
7
Manera, Matteo
7
Rodriguez, Gabriel
7
Tiwari, Aviral Kumar
7
Wen, Fenghua
7
Wong, Wing Keung
7
Adrangi, Bahram
6
Arouri, Mohamed
6
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Taylor and Francis.
1
Universitat Pompeu Fabra / Departament d'Economia i Empresa
1
University of Glasgow / Department of Economics
1
Università Politecnica delle Marche / Dipartimento di Economia
1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
William Davidson Institute <Ann Arbor, Mich.>
1
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Finance research letters
59
International review of financial analysis
49
Research in international business and finance
47
Energy economics
46
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
33
Journal of risk and financial management : JRFM
27
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
23
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
22
Applied economics letters
21
Applied financial economics
21
International journal of finance & economics : IJFE
20
Pacific-Basin finance journal
20
Journal of banking & finance
19
Journal of empirical finance
18
International journal of economics and financial issues : IJEFI
16
Journal of forecasting
15
Review of quantitative finance and accounting
15
Cogent economics & finance
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
The journal of applied business research
12
Economic research
11
Finance a úvěr
11
Global finance journal
11
International Journal of Financial Studies : open access journal
11
International journal of forecasting
11
The European journal of finance
11
Theoretical economics letters
11
Economics letters
10
Finance India : the quarterly journal of Indian Institute of Finance
10
Global business review
10
International Journal of Energy Economics and Policy : IJEEP
10
Investment management and financial innovations
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ECONIS (ZBW)
2,002
RePEc
1
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81
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81
Emerging market equity prices and chaos : evidence from Indonesia and Malaysia
Adrangi, Bahram
;
Chatrath, Arjun
;
Kamath, Ravindra R.
; …
- In:
International journal of business
13
(
2008
)
3
,
pp. 237-250
Persistent link: https://www.econbiz.de/10003755622
Saved in:
82
International stock market linkages and spillovers : evidence from three Latin American countries
Verma, Priti
;
Ozuna, Teofilo
- In:
Latin American business review : journal of the …
8
(
2007
)
4
,
pp. 60-81
Persistent link: https://www.econbiz.de/10003756848
Saved in:
83
Estimating stock market volatility using asymmetric GARCH models
Alberg, Dima
;
Shalit, Haim
;
Yosef, Rami
- In:
Applied financial economics
18
(
2008
)
13/15
,
pp. 1201-1208
Persistent link: https://www.econbiz.de/10003760244
Saved in:
84
Value at risk and conditional extreme value theory via Markov regime switching models
Samuel, Yau Man Ze-To
- In:
The journal of futures markets
28
(
2008
)
2
,
pp. 155-181
Persistent link: https://www.econbiz.de/10003647707
Saved in:
85
Empirical analysis of the UAE stock market volatility
Khedhiri, Sami
;
Muhammad, Naeem
- In:
The Middle East business and economic review
20
(
2008
)
1
,
pp. 52-67
Persistent link: https://www.econbiz.de/10003738392
Saved in:
86
Essays on econometric analysis of price and volatility behavior in asset markets
Zhu, Jie
-
2008
Persistent link: https://www.econbiz.de/10003738564
Saved in:
87
Evaluating density forecasts of the model with a conditional skewed-t distribution for China's stock markets
Li, Xiaoming
;
Xu, Qing
- In:
Applied financial economics
18
(
2008
)
1/3
,
pp. 213-227
Persistent link: https://www.econbiz.de/10003739043
Saved in:
88
The mean volatility asymmetry in Asian stock markets
Liau, Yung-Shi
;
Yang, Jack J. W.
- In:
Applied financial economics
18
(
2008
)
4/6
,
pp. 411-419
Persistent link: https://www.econbiz.de/10003739136
Saved in:
89
Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model
Guo, Hui
(
contributor
);
Neely, Christopher J.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003739615
Saved in:
90
Equity market volatility and expected risk premium
Chen, Long
(
contributor
);
Guo, Hui
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003739618
Saved in:
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