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~isPartOf:"Pacific-Basin finance journal"
~subject:"ARCH model"
~type_genre:"Article in journal"
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Search: subject_exact:"Volatility"
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ARCH model
Volatility
165
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165
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69
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69
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64
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64
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61
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Pacific-Basin finance journal
Energy economics
212
Finance research letters
128
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108
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104
International review of financial analysis
104
The North American journal of economics and finance : a journal of financial economics studies
101
Journal of empirical finance
91
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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ECONIS (ZBW)
27
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1
Forecasting Chinese stock market volatility with option-implied risk aversion : evidence from extended realized EGARCH-MIDAS approach
Wu, Xinyu
;
Qian, Jia
;
Zhao, Xiaohan
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014491122
Saved in:
2
Overnight versus intraday returns of anomalies in China
Lin, Chaonan
;
Chang, Hui-Wen
;
Chou, Robin K.
- In:
Pacific-Basin finance journal
79
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014463263
Saved in:
3
Extreme linkages between foreign exchange and general financial markets
Wu, Chih-Chiang
;
Chen, Wei Peng
;
Korsakul, Nattawadee
- In:
Pacific-Basin finance journal
65
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013209544
Saved in:
4
Volatility spillovers of A- and B-shares for the Chinese stock market and its impact on the Chinese index returns
Chung, Chien-Ping
;
Liao, Tzu-Hsiang
;
Lee, Hsiu-chuan
- In:
Pacific-Basin finance journal
65
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013209559
Saved in:
5
Information bias and its spillover effect on return volatility : a study on stock markets in the Asia-Pacific region
Panda, Ajaya Kumar
;
Panda, Pradiptarathi
;
Nanda, Swagatika
- In:
Pacific-Basin finance journal
69
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013370265
Saved in:
6
Volatility regime, inverted asymmetry, contagion, and flights in the gold market
Chang, Meng-Shiuh
;
Kung, Chih-Chun
;
Chen, Meng-Wei
; …
- In:
Pacific-Basin finance journal
67
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013252907
Saved in:
7
Modelling volatility spillovers from the US equity market to ASEAN stock markets
Xuan Vinh Vo
;
Tran Thi Tuan Anh
- In:
Pacific-Basin finance journal
59
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012231221
Saved in:
8
Forecasting China's stock market variance
Cheng, Hang
;
Shi, Yongdong
- In:
Pacific-Basin finance journal
64
(
2020
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012493893
Saved in:
9
Long memory or regime switching in volatility? : evidence from high-frequency returns on the U.S. stock indices
Gao, Guangyuan
;
Ho, Kin-Yip
;
Shi, Yanlin
- In:
Pacific-Basin finance journal
61
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012494892
Saved in:
10
Forecasting the U.S. stock volatility : an aligned jump index from G7 stock markets
Ma, Feng
;
Wahab, M. I. M.
;
Zhang, Yaojie
- In:
Pacific-Basin finance journal
54
(
2019
),
pp. 132-146
Persistent link: https://www.econbiz.de/10012133635
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