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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Applied economics letters"
~subject:"Korrelation"
~subject:"Schätztheorie"
~subject:"World"
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Search: subject_exact:"Generalized autoregressive conditional heteroscedasticity"
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Korrelation
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Chen, Yi-ting
2
Engle, Robert F.
2
Francq, Christian
2
Horváth, Lajos
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2
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Applied economics letters
Energy economics
101
Finance research letters
71
Journal of econometrics
56
Research in international business and finance
49
Economic modelling
43
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International review of economics & finance : IREF
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International review of financial analysis
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Journal of international financial markets, institutions & money
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International journal of forecasting
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of international money and finance
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Econometric Institute research papers
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CREATES research paper
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International journal of economics and financial issues : IJEFI
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Journal of financial econometrics
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The European journal of finance
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The econometrics journal
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CORE discussion papers : DP
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International journal of finance & economics : IJFE
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Journal of time series econometrics
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The journal of futures markets
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Department of Economics working paper series
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1
Impacts of economic policy uncertainty on the time-varying risk-return relationship : evidence from G7 countries
He, Zhifang
;
Zheng, Jie
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 270-274
Persistent link: https://www.econbiz.de/10014468759
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2
Forecasting oil futures price volatility with economic policy uncertainty : a CARR-MIDAS model
Wu, Xinyu
;
Cui, Hao
;
Wang, Lu
- In:
Applied economics letters
30
(
2023
)
2
,
pp. 120-125
Persistent link: https://www.econbiz.de/10013553019
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3
Integration of financial markets during COVID-19 : a dynamic correlation analysis on Euronext
Espinosa Méndez, Christian
- In:
Applied economics letters
30
(
2023
)
3
,
pp. 264-268
Persistent link: https://www.econbiz.de/10013553137
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4
Dynamic correlations and volatility spillovers between stock price and exchange rate in BRIICS economies : evidence from the COVID-19 outbreak period
Rai, Karan
;
Garg, Bhavesh
- In:
Applied economics letters
29
(
2022
)
8
,
pp. 738-745
Persistent link: https://www.econbiz.de/10013171046
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5
Exchange options and spread options with stochastically correlated underlyings
Wang, Xingchun
- In:
Applied economics letters
29
(
2022
)
12
,
pp. 1060-1068
Persistent link: https://www.econbiz.de/10013412038
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6
Dynamic correlations in bond markets between US and emerging countries
Yeh, Chun-Chieh
;
Chiu, Chien-Liang
;
Chang, Tsangyao
- In:
Applied economics letters
28
(
2021
)
16
,
pp. 1371-1376
Persistent link: https://www.econbiz.de/10012609680
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7
Corona, crisis and conditional heteroscedasticity
Kiss, Tamás
;
Österholm, Pär
- In:
Applied economics letters
28
(
2021
)
9
,
pp. 755-759
Persistent link: https://www.econbiz.de/10012501608
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8
KODAKCoin : a blockchain revolution or exploiting a potential cryptocurrency bubble?
Corbet, Shaen
;
Larkin, Charles
;
Lucey, Brian M.
; …
- In:
Applied economics letters
27
(
2020
)
7
,
pp. 518-524
Persistent link: https://www.econbiz.de/10012205716
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9
A change in the time-varying correlation between oil prices and the stock market
Jones, Paul
;
Collins, Luke
- In:
Applied economics letters
26
(
2019
)
7
,
pp. 537-542
Persistent link: https://www.econbiz.de/10012204266
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10
Testing the Friedman-Schwartz hypothesis using time-varying correlation analysis
Ghosh, Taniya
;
Parab, Prashant Mehul
- In:
Applied economics letters
26
(
2019
)
20
,
pp. 1694-1699
Persistent link: https://www.econbiz.de/10012204884
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