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subject:"Volatility"
subject:"Volatilität"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of empirical finance"
~subject:"ARCH-Modell"
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Volatility
Volatilität
ARCH-Modell
Estimation
578
Schätzung
577
Capital income
250
Kapitaleinkommen
250
Börsenkurs
181
Share price
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Brooks, Robert
3
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3
Degiannakis, Stavros
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Floros, Christos
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3
Xuan Vinh Vo
3
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2
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1
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1
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International review of financial analysis
Journal of empirical finance
Energy economics
144
Applied economics
141
Finance research letters
128
Economic modelling
126
International review of economics & finance : IREF
118
Journal of econometrics
111
The North American journal of economics and finance : a journal of financial economics studies
105
Journal of banking & finance
90
Applied economics letters
86
Applied financial economics
84
Working paper / National Bureau of Economic Research, Inc.
83
Working paper
79
NBER working paper series
78
Journal of international financial markets, institutions & money
77
Research in international business and finance
74
NBER Working Paper
71
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
70
Journal of international money and finance
70
The journal of futures markets
69
Discussion paper / Tinbergen Institute
65
Economics letters
62
Journal of risk and financial management : JRFM
58
CESifo working papers
56
International journal of forecasting
53
The European journal of finance
52
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
50
Discussion paper / Centre for Economic Policy Research
49
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
48
International journal of finance & economics : IJFE
48
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
43
Journal of financial econometrics : official journal of the Society for Financial Econometrics
42
International Journal of Energy Economics and Policy : IJEEP
38
International journal of economics and finance
38
International journal of economics and financial issues : IJEFI
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Pacific-Basin finance journal
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Journal of financial economics
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ECONIS (ZBW)
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1
Recession-proof marketing? : unraveling the impact of advertising efficiency on stock volatility
Al-Gamrh, Bakr
;
Rasul, Tareq Faizur
- In:
International review of financial analysis
92
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014492364
Saved in:
2
Economic policy uncertainty and stock market volatility in China : evidence from SV-MIDAS-t model
Wang, Nianling
;
Yin, Jiyuan
;
Li, Yong
- In:
International review of financial analysis
92
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014492383
Saved in:
3
Global uncertainties and Australian financial markets : quantile time-frequency connectedness
Sheikh, Umaid A.
;
Asadi, Mehrad
;
Roubaud, David
; …
- In:
International review of financial analysis
92
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014492393
Saved in:
4
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:
5
The sources of portfolio volatility and mutual fund performance
Vafai, Nima
;
Rakowski, David
- In:
International review of financial analysis
91
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014446960
Saved in:
6
Return-volatility relationships in cryptocurrency markets : evidence from asymmetric quantiles and non-linear ARDL approach
Karim, Muhammad Mahmudul
;
Ali, Md Hakim
;
Yarovaya, Larisa
; …
- In:
International review of financial analysis
90
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014470582
Saved in:
7
Spillovers of joint volatility-skewness-kurtosis of major cryptocurrencies and their determinants
Bouri, Elie
;
Jalkh, Naji
- In:
International review of financial analysis
90
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014470883
Saved in:
8
Forecasting stock volatility with economic policy uncertainty : a smooth transition GARCH-MIDAS model
Li, Dongxin
;
Zhang, Li
;
Li, Lihong
- In:
International review of financial analysis
88
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014471874
Saved in:
9
Empirical performance of component GARCH models in pricing VIX term structure and VIX futures
Cheng, Hung-Wen
;
Chang, Li-Han
;
Lo, Chien-Ling
;
Tsai, …
- In:
Journal of empirical finance
72
(
2023
),
pp. 122-142
Persistent link: https://www.econbiz.de/10014476812
Saved in:
10
Forecasting realized volatility with machine learning : panel data perspective
Zhu, Haibin
;
Bai, Lu
;
He, Lidan
;
Liu, Zhi
- In:
Journal of empirical finance
73
(
2023
),
pp. 251-271
Persistent link: https://www.econbiz.de/10014477028
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