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accessRights:"restricted"
isPartOf:"Journal of Econometrics"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"ARCH-Modell"
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ARCH-Modell
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Journal of Econometrics
International journal of finance & economics : IJFE
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Energy economics
55
Finance research letters
54
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40
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36
The North American journal of economics and finance : a journal of financial economics studies
36
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ECONIS (ZBW)
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1
Does the tail risk index matter in forecasting downside risk?
Hung, Jui-Cheng
;
Liu, Hung-Chun
;
Yang, J. Jimmy
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 3451-3466
Persistent link: https://www.econbiz.de/10014327761
Saved in:
2
Score-driven multi-regime Markov-switching EGARCH : empirical evidence using the Meixner distribution
Blazsek, Szabolcs
;
Haddad, Michel Ferreira Cardia
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
4
,
pp. 589-634
Persistent link: https://www.econbiz.de/10014372917
Saved in:
3
Bayesian non-linear quantile effects on modelling realized kernels
Dong, Manh Cuong
;
Chen, Cathy W. S.
;
Asai, Manabu
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 981-995
Persistent link: https://www.econbiz.de/10014253335
Saved in:
4
Asymmetric effect of macroeconomic variables on the emerging stock indices : a quantile ARDL approach
Hashmi, Shabir
;
Chang, Bisharat Hussain
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 1006-1024
Persistent link: https://www.econbiz.de/10014253339
Saved in:
5
Bidirectional volatility transmission between stocks and bond in East Asia : the quantile estimates based on wavelets
Živkov, Dejan
;
Kovačević, Jelena
;
Stankov, Biljana
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 49-65
Persistent link: https://www.econbiz.de/10014288820
Saved in:
6
Effects of diamond price volatility on stock returns : evidence from a developing economy
Brou, Jean Marcelin Bosson
;
Mougoué, Mbodja
;
Kouassi, …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1025-1043
Persistent link: https://www.econbiz.de/10012814972
Saved in:
7
Forecasting the oil price realized volatility : a multivariate heterogeneous autoregressive model
Tang, Yusui
;
Ma, Feng
;
Zhang, Yaojie
;
Wei, Yu
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4770-4783
Persistent link: https://www.econbiz.de/10013461377
Saved in:
8
Causality and dynamic spillovers among cryptocurrencies and currency markets
Elsayed, Ahmed H.
;
Gozgor, Giray
;
Lau, Chi Keung
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 2026-2040
Persistent link: https://www.econbiz.de/10013184641
Saved in:
9
A GARCH approach to model short-term interest rates : evidence from Spanish economy
Sánchez García, Javier
;
Cruz Rambaud, Salvador
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 1621-1632
Persistent link: https://www.econbiz.de/10013184367
Saved in:
10
The co-integration of CDS and bonds in time-varying volatility dynamics : do credit risk swaps lower bond risks?
Li, Leon
;
Scrimgeour, Frank G.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
3
,
pp. 475-497
Persistent link: https://www.econbiz.de/10013334844
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