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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Finance research letters"
~subject:"Korrelation"
~subject:"Share price"
~subject:"Volatility forecasting"
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Search: subject_exact:"Generalized autoregressive conditional heteroscedasticity"
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Korrelation
Share price
Volatility forecasting
ARCH model
272
ARCH-Modell
272
Volatility
195
Volatilität
195
Forecasting model
87
Prognoseverfahren
87
Estimation
81
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GARCH
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Engle, Robert F.
3
Luo, Xingguo
3
Ma, Feng
3
Brzeszczyński, Janusz
2
Chen, Yi-ting
2
Chen, Zhenlong
2
Gozgor, Giray
2
Hao, Xiaozhen
2
Klein, Tony
2
Lau, Chi Keung
2
Li, Ping
2
Li, Yan
2
Liu, Junjie
2
Molnár, Peter
2
Tiwari, Aviral Kumar
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Wang, Jiqian
2
Wu, Lan
2
Ye, Zinan
2
Zeng, Qing
2
Zhong, Juandan
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Abakah, Emmanuel Joel Aikins
1
Abdel-Qader, Waleed
1
Ahn, Yongkil
1
Ahoniemi, Katja
1
Akhtaruzzaman, Md.
1
Alagidede, Imhotep Paul
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Alanya-Beltran, Willy
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Alshammari, Saad
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An, Na
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Asgharian, Hossein
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Aslanidis, Nektarios
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Aysan, Ahmet Faruk
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Bai, Fan
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Bariviera, Aurelio Fernández
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Batten, Jonathan A.
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Bazán-Palomino, Walter
1
Bašta, Milan
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Beyene, Nardos
1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Finance research letters
Energy economics
89
International review of economics & finance : IREF
71
Applied economics
63
Research in international business and finance
63
International review of financial analysis
61
Economic modelling
53
Journal of empirical finance
53
The North American journal of economics and finance : a journal of financial economics studies
48
Journal of international financial markets, institutions & money
47
Journal of risk and financial management : JRFM
36
International journal of forecasting
34
Applied economics letters
33
Journal of banking & finance
33
Journal of econometrics
32
Economics letters
25
Discussion paper / Tinbergen Institute
24
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
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
21
Journal of forecasting
21
The European journal of finance
20
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
18
International journal of finance & economics : IJFE
17
Cogent economics & finance
16
International journal of economics and financial issues : IJEFI
16
Pacific-Basin finance journal
16
Review of quantitative finance and accounting
16
The empirical economics letters : a monthly international journal of economics
16
Computational economics
15
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
Global business review
15
The journal of futures markets
15
Department of Economics working paper series
13
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
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ECONIS (ZBW)
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1
Can asymmetry, long memory, and current return information improve crude oil volatility prediction? : evidence from ASHARV-MIDAS model
Chen, Zhenlong
;
Liu, Junjie
;
Hao, Xiaozhen
- In:
Finance research letters
64
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014531739
Saved in:
2
Video apps user engagement and stock market volatility : evidence from China
Zhang, Jixiang
;
Ma, Feng
- In:
Finance research letters
64
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014531802
Saved in:
3
Climate uncertainty and green index volatility : empirical insights from Chinese financial markets
Zhao, Huirong
;
Luo, Na
- In:
Finance research letters
60
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014490216
Saved in:
4
Transportation sector and Chinese stock volatility forecasting : evidence from freight and passenger traffic
Zhang, Lili
;
Zhong, Juandan
- In:
Finance research letters
60
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014490424
Saved in:
5
How useful are energy-related uncertainty for oil price volatility forecasting?
Zhang, Xiaoyun
;
Guo, Qiang
- In:
Finance research letters
60
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014490433
Saved in:
6
Forecasting US stock market volatility : evidence from ESG and CPU indices
Ghani, Usman
;
Zhu, Bo
;
Qin, Quande
;
Ghani, Maria
- In:
Finance research letters
59
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014445411
Saved in:
7
Pricing CBOE VIX in non-affine GARCH models with variance risk premium
Tong, Chen
- In:
Finance research letters
62
(
2024
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014530825
Saved in:
8
Forecasting stock volatility using time-distance weighting fundamental’s shocks
Mei, Xueting
;
Wang, Xinyu
- In:
Finance research letters
65
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014564298
Saved in:
9
Can the "good-bad" volatility and the leverage effect improve the prediction of cryptocurrency volatility? : evidence from SHARV-MGJR model
Chen, Zhenlong
;
Liu, Junjie
;
Hao, Xiaozhen
- In:
Finance research letters
67
(
2024
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10015061457
Saved in:
10
Macroeconomic attention and oil futures volatility prediction
Liu, Shan
;
Li, Ziwei
- In:
Finance research letters
57
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014505944
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