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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets"
~subject:"Korrelation"
~subject:"Share price"
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Search: subject_exact:"Generalized autoregressive conditional heteroscedasticity"
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Korrelation
Share price
ARCH model
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ARCH-Modell
107
Volatility
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Estimation
37
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Engle, Robert F.
3
Chen, Yi-ting
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Abuzayed, Bana
1
Ahoniemi, Katja
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1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
Finance research letters
64
Research in international business and finance
59
International review of economics & finance : IREF
58
Energy economics
57
Applied economics
56
International review of financial analysis
50
Economic modelling
48
Journal of empirical finance
48
Journal of international financial markets, institutions & money
45
The North American journal of economics and finance : a journal of financial economics studies
45
Journal of risk and financial management : JRFM
36
Journal of econometrics
32
Applied economics letters
31
Journal of banking & finance
31
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25
International Journal of Energy Economics and Policy : IJEEP
24
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
24
International journal of forecasting
23
Discussion paper / Tinbergen Institute
22
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
21
Journal of forecasting
21
The European journal of finance
18
Cogent economics & finance
16
International journal of economics and financial issues : IJEFI
16
Review of quantitative finance and accounting
16
The empirical economics letters : a monthly international journal of economics
16
Global business review
15
Emerging markets, finance and trade : EMFT
14
International journal of finance & economics : IJFE
14
The journal of futures markets
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
International Journal of Financial Studies : open access journal
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International journal of economics and finance
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Journal of financial econometrics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Working paper
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Computational economics
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1
Structural volatility impulse response function and asymptotic inference
Liu, Xiaochun
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
2
,
pp. 316-339
Persistent link: https://www.econbiz.de/10011987769
Saved in:
2
Combining multivariate volatility forecasts: an economic-based approach
Caldeira, João F.
;
Moura, Guilherme Valle
;
Nogales, …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 247-285
Persistent link: https://www.econbiz.de/10011987429
Saved in:
3
Real-Time GARCH
Smetanina, Ekaterina
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
4
,
pp. 561-601
Persistent link: https://www.econbiz.de/10011987644
Saved in:
4
Forecasting Chinese stock market volatility with economic variables
Cai, Weixian
;
Chen, Jian
;
Hong, Jimin
;
Jiang, Fuwei
- In:
Emerging markets finance & trade : a journal of the …
53
(
2017
)
3
,
pp. 521-533
Persistent link: https://www.econbiz.de/10011764301
Saved in:
5
Seasoned equity offerings or capital deductions? : the reaction of stock prices : evidence from Taiwan
Chen, Suduan
- In:
Emerging markets finance & trade : a journal of the …
53
(
2017
)
3
,
pp. 644-660
Persistent link: https://www.econbiz.de/10011764347
Saved in:
6
Risk-return profiles of Islamic equities and commodity portfolios in different market conditions
Kabir, Sarkar Humayun
;
Masih, Abdul Mansur M.
; …
- In:
Emerging markets finance & trade : a journal of the …
53
(
2017
)
7/8/9
,
pp. 1477-1500
Persistent link: https://www.econbiz.de/10011823800
Saved in:
7
Are investors concerned with stock market upgrades? : evidence from multivariate framework analysis
Abuzayed, Bana
;
Al-Fayoumi, Nedal
- In:
Emerging markets finance & trade : a journal of the …
53
(
2017
)
10/11/12
,
pp. 2242-2258
Persistent link: https://www.econbiz.de/10011825310
Saved in:
8
Volatility spillovers and linkages in Asian stock markets
Chow, Hwee-kwan
- In:
Emerging markets finance & trade : a journal of the …
53
(
2017
)
10/11/12
,
pp. 2770-2781
Persistent link: https://www.econbiz.de/10011833383
Saved in:
9
Overnight news and daily equity trading risk limits
Ahoniemi, Katja
;
Fuertes, Ana María
;
Olmo, Jose
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 525-551
Persistent link: https://www.econbiz.de/10011623670
Saved in:
10
Exceedance correlation tests for financial returns
Chen, Yi-ting
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 581-616
Persistent link: https://www.econbiz.de/10011623694
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