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Börsenkurs
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Caporale, Guglielmo Maria
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99
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92
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87
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85
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83
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83
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83
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81
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79
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74
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72
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69
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68
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68
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67
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65
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64
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62
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61
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61
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61
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57
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56
Veronesi, Pietro
55
Tiwari, Aviral Kumar
54
Madura, Jeff
53
Ma, Feng
52
Bollerslev, Tim
51
Subrahmanyam, Avanidhar
50
Cakici, Nusret
49
Engle, Robert F.
49
Stambaugh, Robert F.
49
Weber, Michael
49
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48
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48
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47
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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International review of financial analysis
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Pacific-Basin finance journal
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International review of economics & finance : IREF
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Applied economics letters
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384
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380
The review of financial studies
339
Research in international business and finance
327
Applied financial economics
324
The North American journal of economics and finance : a journal of financial economics studies
306
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298
Journal of empirical finance
287
Journal of international financial markets, institutions & money
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Economic modelling
254
Energy economics
253
Economics letters
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Discussion paper / Centre for Economic Policy Research
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The European journal of finance
217
The journal of corporate finance : contracting, governance and organization
216
Journal of financial markets
214
The journal of futures markets
209
International journal of economics and financial issues : IJEFI
202
International journal of economics and finance
200
Journal of risk and financial management : JRFM
190
Management science : journal of the Institute for Operations Research and the Management Sciences
172
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
166
Investment management and financial innovations
159
CESifo working papers
155
Finance India : the quarterly journal of Indian Institute of Finance
155
The financial review : the official publication of the Eastern Finance Association
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Global finance journal
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ECONIS (ZBW)
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EconStor
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USB Cologne (EcoSocSci)
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OLC EcoSci
10
RePEc
7
USB Cologne (business full texts)
6
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1
Asymmetric multivariate normal mixture GARCH
Haas, Markus
(
contributor
);
Mittnik, Stefan
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003651581
Saved in:
2
Multivariate regimeswitching GARCH with an application to international stock markets
Haas, Markus
(
contributor
);
Mittnik, Stefan
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003651587
Saved in:
3
A component GARCH model with time varying weights
Bauwens, Luc
(
contributor
);
Storti, G.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003462056
Saved in:
4
A component GARCH model with time varying weights
Bauwens, Luc
(
contributor
);
Storti, G.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003432749
Saved in:
5
Volatility
of stock price as predicted by patent data : an MGARCH perspective
Chow, William W.
;
Fung, Michael Ka-yiu
- In:
Journal of empirical finance
15
(
2008
)
1
,
pp. 64-79
Persistent link: https://www.econbiz.de/10003692996
Saved in:
6
Market risk models for intraday data
Giot, Pierre
-
2002
Persistent link: https://www.econbiz.de/10001687727
Saved in:
7
Investigation of forecasted risk interrelationship : base on GARCH model, causality in China markets
Lin, Shu-shian
- In:
Journal of business economics and management
15
(
2014
)
5
,
pp. 853-861
Persistent link: https://www.econbiz.de/10010483694
Saved in:
8
Correlated idiosyncratic
volatility
shocks
Qiao, Xiao
;
Wang, Yongning
- In:
Journal of risk
23
(
2021
)
5
,
pp. 25-54
Persistent link: https://www.econbiz.de/10012630868
Saved in:
9
Tail risk and long memory in financial markets
Nguyen, Duc Binh Benno
-
2018
Persistent link: https://www.econbiz.de/10012173996
Saved in:
10
Modelling and forecasting stock
volatility
and return : a new approach based on quantile Rogers-Satchell
volatility
measure with asymmetric bilinear CARR model
Tan, Shay Kee
;
Chan, Jennifer So Kuen
;
Kok Haur Ng
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
3
,
pp. 437-474
Persistent link: https://www.econbiz.de/10013334835
Saved in:
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