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~isPartOf:"International review of financial analysis"
~language:"eng"
~subject:"ARCH-Modell"
~type_genre:"Article in journal"
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ARCH-Modell
Börsenkurs
554
Share price
554
Capital income
479
Kapitaleinkommen
479
Theorie
429
Theory
429
Volatility
398
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398
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Ma, Feng
6
Degiannakis, Stavros
4
Guesmi, Khaled
4
Li, Yan
4
Brooks, Robert
3
Choudhry, Taufiq
3
Do, Hung Xuan
3
Floros, Christos
3
Bouri, Elie
2
Filis, George
2
In, Francis Haeuck
2
Karanasos, Menelaos
2
Kouretas, Georgios P.
2
Liang, Chao
2
Lu, Fei
2
McCauley, Joseph L.
2
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2
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2
Nonejad, Nima
2
Peng, Zhe
2
Pick Schen Yip
2
Shahzad, Syed Jawad Hussain
2
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2
Wang, Xiong
2
Wei, Yu
2
Yarovaya, Larisa
2
Ye, Wuyi
2
Zarangas, Leonidas P.
2
Abdmoulah, Walid
1
Abid, Ilyes
1
Aboura, Sofiane
1
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1
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1
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1
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1
Alhaj-Yaseen, Yaseen S.
1
Ali, Faek Menla
1
Ali, Md Hakim
1
An, Haizhong
1
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1
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International review of financial analysis
Energy economics
253
Finance research letters
176
Applied economics
160
Economic modelling
155
Journal of econometrics
146
Journal of empirical finance
132
Research in international business and finance
125
The North American journal of economics and finance : a journal of financial economics studies
123
International review of economics & finance : IREF
113
Journal of banking & finance
113
Economics letters
109
Journal of international financial markets, institutions & money
107
Applied financial economics
101
International journal of forecasting
93
Journal of risk and financial management : JRFM
88
Journal of forecasting
85
Applied economics letters
77
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
76
Econometric theory
73
The European journal of finance
70
The journal of futures markets
70
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
63
International Journal of Energy Economics and Policy : IJEEP
61
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 economics and financial issues : IJEFI
49
Econometric reviews
46
International journal of finance & economics : IJFE
46
Journal of international money and finance
46
International journal of economics and finance
45
Review of quantitative finance and accounting
44
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
42
Journal of risk
40
The econometrics journal
40
Cogent economics & finance
37
Journal of applied econometrics
37
Pacific-Basin finance journal
37
Computational economics
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ECONIS (ZBW)
136
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136
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1
The asymmetric volatility spillover across Shanghai, Hong Kong and the U.S. stock markets : a regime weighted measure and its forecast inference
Sheng, Lin Wen
;
Uddin, Mohammed Gazi Salah
;
Sen, Ding
; …
- In:
International review of financial analysis
91
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014446963
Saved in:
2
Crude oil prices in times of crisis : the role of Covid-19 and historical events
Bouazizi, Tarek
;
Guesmi, Khaled
;
Galariotis, Emilios
; …
- In:
International review of financial analysis
91
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014446934
Saved in:
3
GARCH-M model with an asymmetric risk premium : distinguishing between "good" and "bad" volatility periods
Trifonov, Juri
;
Potanin, Bogdan
- In:
International review of financial analysis
91
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014446930
Saved in:
4
Volatility forecasting of Chinese energy market : which uncertainty have better performance?
Zhang, Jiaming
;
Xiang, Yitian
;
Zou, Yang
;
Guo, Songlin
- In:
International review of financial analysis
91
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014446929
Saved in:
5
Volatility prediction for the energy sector with economic determinants : evidence from a hybrid model
Wang, Yuejing
;
Ye, Wuyi
;
Jiang, Ying
;
Liu, Xiaoquan
- In:
International review of financial analysis
92
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014492381
Saved in:
6
Asymmetric volatility in the cryptocurrency market : new evidence from models with structural breaks
Aharon, David Y.
;
Butt, Hassan Anjum
;
Jaffri, Ali
; …
- In:
International review of financial analysis
87
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014460602
Saved in:
7
Causality between volatility and the weekly economic index during COVID-19 : the predictive power of efficient markets and rational expectations
Cooray, Arusha
;
Gangopadhyay, Partha
;
Das, Narasingha
- In:
International review of financial analysis
89
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014467255
Saved in:
8
Commodity market financialization, herding and signals : an asymmetric GARCH R-vine copula approach
Qin, Xiao
;
Yan, Meilan
;
Zhang, Dalu
- In:
International review of financial analysis
89
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014466342
Saved in:
9
Covariance dependent kernels, a Q-affine GARCH for multi-asset option pricing
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
- In:
International review of financial analysis
87
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014460484
Saved in:
10
The effects of economic and financial shocks on private investment : a wavelet study of return and volatility spillovers
GVS Chiranjivi
;
Sensarma, Rudra
- In:
International review of financial analysis
90
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014470876
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