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ARCH model
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McAleer, Michael
209
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82
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80
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65
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61
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60
Hafner, Christian M.
59
Teräsvirta, Timo
56
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53
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52
Bouri, Elie
45
Karanasos, Menelaos
44
Francq, Christian
43
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40
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40
Herwartz, Helmut
39
Rombouts, Jeroen V. K.
38
Zakoïan, Jean-Michel
37
Paolella, Marc S.
36
Asai, Manabu
34
Zhang, Yaojie
33
Bollerslev, Tim
32
Kumar, Dilip
32
McMillan, David G.
32
Serletis, Apostolos
32
Ardia, David
30
Linton, Oliver
29
Rahbek, Anders
29
Kang, Sang Hoon
28
Saikkonen, Pentti
28
Allen, David E.
27
Huang, Zhuo
27
Mittnik, Stefan
27
Silvennoinen, Annastiina
27
Christoffersen, Peter F.
26
Degiannakis, Stavros
26
Hammoudeh, Shawkat
26
Hansen, Peter Reinhard
26
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26
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National Bureau of Economic Research
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Energy economics
267
Finance research letters
208
Applied economics
164
Economic modelling
155
Journal of econometrics
147
International review of financial analysis
144
Journal of empirical finance
133
Research in international business and finance
131
International review of economics & finance : IREF
125
The North American journal of economics and finance : a journal of financial economics studies
123
Journal of banking & finance
113
Economics letters
109
Journal of international financial markets, institutions & money
107
Applied financial economics
101
Discussion paper / Tinbergen Institute
99
International journal of forecasting
96
Journal of risk and financial management : JRFM
88
Journal of forecasting
87
Applied economics letters
79
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
76
The European journal of finance
76
The journal of futures markets
74
Econometric theory
73
Econometric Institute research papers
69
Working paper
69
International Journal of Energy Economics and Policy : IJEEP
65
Journal of financial econometrics : official journal of the Society for Financial Econometrics
65
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
64
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
56
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
54
International journal of finance & economics : IJFE
52
International journal of economics and financial issues : IJEFI
50
Econometric reviews
47
Journal of international money and finance
46
International journal of economics and finance
45
Review of quantitative finance and accounting
44
CREATES research paper
43
Computational economics
43
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
42
Journal of risk
42
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Source
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ECONIS (ZBW)
10,377
RePEc
17
EconStor
4
ArchiDok
2
BASE
1
Showing
1
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10
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10,401
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articles prioritized
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date (oldest first)
1
Determinants of Vietnam government bond yield
volatility
: a
GARCH
approach
Trinh Quoc Trung
;
Anh Phong Nguyen
;
Hoang Anh Nguyen
; …
- In:
Journal of Asian finance, economics and business : JAFEB
7
(
2020
)
7
,
pp. 15-25
Persistent link: https://www.econbiz.de/10012668012
Saved in:
2
What makes a safe haven? : equity and currency returns for six OECD countries during the financial crisis
Min, Hong-ghi
;
McDonald, Judith Ann
;
Shin, Sang-Ook
- In:
Annals of economics and finance
17
(
2016
)
2
,
pp. 365-402
Persistent link: https://www.econbiz.de/10011656925
Saved in:
3
Does
VIX
or volume improve
GARCH
volatility
forecasts?
Kambouroudis, Dimos S.
;
McMillan, David G.
- In:
Applied economics
48
(
2016
)
13/15
,
pp. 1210-1228
Persistent link: https://www.econbiz.de/10011433080
Saved in:
4
How useful are the various
volatility
estimators for improving
GARCH
-based
volatility
forecasts? : evidence from the Nasdaq-100 stock index
Wang, Jying-Nan
;
Hsu, Yuan-Teng
;
Liu, Hung-Chun
- In:
International journal of economics and financial issues …
4
(
2014
)
3
,
pp. 651-656
Persistent link: https://www.econbiz.de/10010526918
Saved in:
5
The impact of the day-of-the-week on the
VIX
fear gauge
Qadan, Mahmod
- In:
International journal of economic perspectives : IJEP
7
(
2013
)
2
,
pp. 24-31
Persistent link: https://www.econbiz.de/10011586397
Saved in:
6
The impact of socioeconomic factors and financial access on microfinance institutions
Ali, Mohammed Abu
;
Al-Azzam, Moh'd
- In:
International journal of economic perspectives : IJEP
7
(
2013
)
2
Persistent link: https://www.econbiz.de/10011597875
Saved in:
7
Price discovery in the
volatility
index option market : a univariate
GARCH
approach
Venter, Pierre J
;
Maré, E.
- In:
Finance research letters
44
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014494881
Saved in:
8
A study of Bitcoin-based intraday
volatility
forecasting for cross-market spreads
Yang, Longguang
;
Hou, Fengshuang
;
Shi, Huihong
- In:
Emerging markets, finance & trade : a journal of the …
59
(
2023
)
14
,
pp. 3941-3951
Persistent link: https://www.econbiz.de/10014419375
Saved in:
9
Transmission of
volatility
of money market overnight repo rate along the Yield Curve in Pakistan
Mahmood, Asif
-
2015
Persistent link: https://www.econbiz.de/10011419532
Saved in:
10
S&P 500
volatility
,
volatility
regimes, and economic uncertainty
Adrangi, Bahram
;
Chatrath, Arjun
;
Raffiee, Kambiz
- In:
Bulletin of economic research
75
(
2023
)
4
,
pp. 1362-1387
Persistent link: https://www.econbiz.de/10014436045
Saved in:
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