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~isPartOf:"International review of economics & finance : IREF"
~subject:"ARMA-Modell"
~subject:"Börsenkurs"
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ARMA-Modell
Börsenkurs
Volatility
343
Volatilität
338
Share price
112
Estimation
110
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110
Capital income
104
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104
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Ma, Feng
3
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3
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2
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International review of economics & finance : IREF
Finance research letters
188
International review of financial analysis
135
NBER working paper series
125
Energy economics
123
The North American journal of economics and finance : a journal of financial economics studies
115
Working paper / National Bureau of Economic Research, Inc.
115
Journal of banking & finance
104
Applied economics
98
Economic modelling
94
Journal of empirical finance
88
NBER Working Paper
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Research in international business and finance
87
Applied economics letters
85
Journal of international financial markets, institutions & money
79
Journal of financial economics
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Journal of econometrics
72
Journal of risk and financial management : JRFM
71
Pacific-Basin finance journal
69
The journal of futures markets
69
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64
International Journal of Energy Economics and Policy : IJEEP
62
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
60
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47
The European journal of finance
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Finance India : the quarterly journal of Indian Institute of Finance
46
Economics letters
44
Cogent economics & finance
43
CESifo working papers
41
Discussion paper / Tinbergen Institute
41
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
41
The journal of finance : the journal of the American Finance Association
40
Journal of financial markets
39
Research paper series / Swiss Finance Institute
38
International journal of finance & economics : IJFE
37
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
37
Journal of financial and quantitative analysis : JFQA
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Review of quantitative finance and accounting
36
The review of financial studies
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ECONIS (ZBW)
113
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1
How does oil market volatility impact mutual fund performance?
Alsubaiei, Bader Jawid
;
Calice, Giovanni
;
Vivian, Andrew
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1601-1621
Persistent link: https://www.econbiz.de/10014446642
Saved in:
2
Connectedness between (un)conventional monetary policy and Islamic and advanced equity markets : a returns and volatility spillover analysis
Choi, Sun-Yong
;
Phiri, Andrew
;
Teplova, Tamara V.
; …
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 348-363
Persistent link: https://www.econbiz.de/10014492157
Saved in:
3
Mechanisms of overpricing : An investigation on momentum crashes
Huang, Alex
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 118-142
Persistent link: https://www.econbiz.de/10014446417
Saved in:
4
On the conditional performance of the IVOL anomaly
Wang, Jianqiu
;
Wu, Ke
;
Pan, Jiening
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 337-350
Persistent link: https://www.econbiz.de/10014446453
Saved in:
5
Realized volatility, price informativeness, and tick size : a market microstructure approach
Xiao, Xijuan
;
Yamamoto, Ryuichi
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 410-426
Persistent link: https://www.econbiz.de/10014446466
Saved in:
6
Multiscale extreme risk spillovers among the Chinese mainland, Hong Kong, and London stock markets : comparing the impacts of three Stock Connect programs
Yao, Yinhong
;
Li, Jingyu
;
Chen, Wei
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1217-1233
Persistent link: https://www.econbiz.de/10014446620
Saved in:
7
The impact of retail investor sentiment on the conditional volatility of stocks and bonds : evidence from the Tel-Aviv stock exchange
Hadad, Elroi
;
Kedar-Levy, Haim
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1303-1313
Persistent link: https://www.econbiz.de/10014446625
Saved in:
8
International commodity market and stock volatility predictability : evidence from G7 countries
Wang, Jiashun
;
Wang, Jiqian
;
Ma, Feng
- In:
International review of economics & finance : IREF
90
(
2024
),
pp. 62-71
Persistent link: https://www.econbiz.de/10014446887
Saved in:
9
Forecasting stock market realized volatility : the role of investor attention to the price of petroleum products
Li, Dakai
- In:
International review of economics & finance : IREF
90
(
2024
),
pp. 115-122
Persistent link: https://www.econbiz.de/10014446891
Saved in:
10
Forecasting stock volatility using pseudo-out-of-sample information
Li, Xiaodan
;
Gong, Xue
;
Ge, Futing
;
Huang, Jingjing
- In:
International review of economics & finance : IREF
90
(
2024
),
pp. 123-135
Persistent link: https://www.econbiz.de/10014446892
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