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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~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
121
Volatility
72
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72
Estimation
46
Schätzung
46
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Engle, Robert F.
3
Chen, Yi-ting
2
Kanas, Angelos
2
Ahoniemi, Katja
1
Albulescu, Claudiu Tiberiu
1
Caldeira, João F.
1
Caporin, Massimiliano
1
Cappiello, Lorenzo
1
Clements, Adam
1
Durham, Garland
1
El Ghini, Ahmed
1
Fuertes, Ana María
1
Geweke, John
1
Goeij, Peter de
1
Goyeau, Daniel
1
Grobys, Klaus
1
Guhr, Thomas
1
Haas, Markus
1
Halbleib, Roxana
1
Iqbal, Farhat
1
Kasch-Haroutounian, Maria
1
Kočenda, Evžen
1
Liesenfeld, Roman
1
Liu, Li
1
Liu, Xiaochun
1
Lönnbark, Carl
1
Marquering, Wessel A.
1
Mittnik, Stefan
1
Moura, Guilherme Valle
1
Nicolau, João
1
Nogales, Francisco J.
1
Nolte, Ingmar
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Olmo, Jose
1
Paolella, Marc S.
1
Pohlmeier, Winfried
1
Politis, Dimitris N.
1
Saidi, Youssef
1
Santos, André A. P.
1
Schmitt, Thilo A.
1
Schäfer, Rudi
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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
Economics letters
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
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
18
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
International Journal of Financial Studies : open access journal
13
International journal of economics and finance
13
Journal of financial econometrics
13
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
13
Working paper
13
Applied financial economics
12
Computational economics
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1
Volatility-dependent correlations : further evidence of when, where and how
Clements, Adam
;
Scott, Ayesha
;
Silvennoinen, Annastiina
- In:
Empirical economics : a journal of the Institute for …
57
(
2019
)
2
,
pp. 505-540
Persistent link: https://www.econbiz.de/10012056697
Saved in:
2
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:
3
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:
4
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:
5
Return and volatility spillovers in the Moroccan stock market during the financial crisis
El Ghini, Ahmed
;
Saidi, Youssef
- In:
Empirical economics : a journal of the Institute for …
52
(
2017
)
4
,
pp. 1481-1504
Persistent link: https://www.econbiz.de/10011945013
Saved in:
6
Co-movements and contagion between international stock index futures markets
Albulescu, Claudiu Tiberiu
;
Goyeau, Daniel
;
Tiwari, …
- In:
Empirical economics : a journal of the Institute for …
52
(
2017
)
4
,
pp. 1529-1568
Persistent link: https://www.econbiz.de/10011945853
Saved in:
7
Spatial dependence in stock returns : local normalization and VaR forecasts
Schmitt, Thilo A.
;
Schäfer, Rudi
;
Wied, Dominik
;
Guhr, …
- In:
Empirical economics : a journal of the Institute for …
50
(
2016
)
3
,
pp. 1091-1109
Persistent link: https://www.econbiz.de/10011481381
Saved in:
8
Asymmetry with respect to the memory in stock market volatilities
Lönnbark, Carl
- In:
Empirical economics : a journal of the Institute for …
50
(
2016
)
4
,
pp. 1409-1419
Persistent link: https://www.econbiz.de/10011481716
Saved in:
9
Crude oil and world stock markets : volatility spillovers, dynamic correlations, and hedging
Wang, Yudong
;
Liu, Li
- In:
Empirical economics : a journal of the Institute for …
50
(
2016
)
4
,
pp. 1481-1509
Persistent link: https://www.econbiz.de/10011481725
Saved in:
10
The effects of domestic and international news and volatility on integration of Chinese stock markets with international stock markets
Öztek, Mehmet Fatih
;
Öcal, Nadir
- In:
Empirical economics : a journal of the Institute for …
50
(
2016
)
2
,
pp. 317-360
Persistent link: https://www.econbiz.de/10011453995
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