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Time series analysis
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28,687
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56
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33
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32
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30
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Dijk, Dick van
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Ma, Feng
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Sucarrat, Genaro
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Bundesanstalt für Geowissenschaften und Rohstoffe
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1
Springer International Publishing
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1
Zentrum für Europäische Wirtschaftsforschung
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Journal of econometrics
105
Discussion paper / Tinbergen Institute
79
Energy economics
72
International journal of forecasting
64
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
62
Economic modelling
58
Journal of empirical finance
48
Finance research letters
47
Applied economics
43
Economics letters
38
Journal of forecasting
36
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
36
Econometric reviews
34
The North American journal of economics and finance : a journal of financial economics studies
33
International review of financial analysis
31
International review of economics & finance : IREF
28
Journal of financial econometrics
28
Quantitative finance
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Journal of banking & finance
26
Working paper
26
CREATES research paper
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Computational economics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of risk and financial management : JRFM
24
Research in international business and finance
23
Applied financial economics
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SFB 649 discussion paper
19
Applied economics letters
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CESifo working papers
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Journal of economic dynamics & control
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CAMA working paper series
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Econometrics : open access journal
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Journal of international financial markets, institutions & money
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Journal of economics and finance
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The econometrics journal
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International journal of economics and financial issues : IJEFI
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ECONIS (ZBW)
3,494
RePEc
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1
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1
A GARCH-VaR investigation on the Brazilian sectoral stock indices
Silva, Wilton Bernardino da
;
Brito, Leonardo
;
Ospina, …
- In:
Revista Brasileira de Finanças : RBFin
16
(
2018
)
4
,
pp. 573-610
Persistent link: https://www.econbiz.de/10012125475
Saved in:
2
A long-memory analysis for the CBOE
Brazil
ETF
volatility
index
Monte, Edson Zambon
- In:
International journal of emerging markets
18
(
2023
)
11
,
pp. 5155-5171
Persistent link: https://www.econbiz.de/10014460237
Saved in:
3
The
volatility
model of the ASEAN stock indexes
Singagerda, Faurani Santi
;
Septarina, Linda
;
Sanusi, Anuar
- In:
Investment management and financial innovations
16
(
2019
)
1
,
pp. 226-238
Persistent link: https://www.econbiz.de/10012056146
Saved in:
4
Forecasting
volatility
of stock indices with ARCH model
Alam, Md. Zahangir
;
Siddikee, Md. Noman
;
Masukujjaman, Md.
- In:
International journal of financial research
4
(
2013
)
2
,
pp. 126-143
Persistent link: https://www.econbiz.de/10010205105
Saved in:
5
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:
6
Long memory model : BIST 100 index
Terzioğlu, M. Kenan
- In:
Current issues in finance, economy and politics : …
,
(pp. 301-309)
.
2019
Persistent link: https://www.econbiz.de/10012253158
Saved in:
7
Predicting the
volatility
of the Russell 3000 stock index
Xiao, Bing
- In:
International journal of financial research
7
(
2016
)
4
,
pp. 18-28
Persistent link: https://www.econbiz.de/10011578780
Saved in:
8
Random walk model and asymmetric effect in Korean composite stock price index
Aggarwal, Divya
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
8
(
2018
)
1
,
pp. 85-104
Persistent link: https://www.econbiz.de/10011933974
Saved in:
9
Modelling and forecasting
volatility
for BSE and NSE stock index : linear vs. nonlinear approach
Shanthi, A.
;
Thamilselvan, R.
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
9
(
2019
)
4
,
pp. 363-380
Persistent link: https://www.econbiz.de/10012153148
Saved in:
10
Robust value-at-risk forecasting of Karachi Stock Exchange
Iqbal, Farhat
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
7
(
2017
)
2
,
pp. 130-146
Persistent link: https://www.econbiz.de/10011748632
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