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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"
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Search: subject_exact:"Generalized autoregressive conditional heteroscedasticity"
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Korrelation
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Engle, Robert F.
3
Brzeszczyński, Janusz
2
Chen, Yi-ting
2
Gozgor, Giray
2
Klein, Tony
2
Lau, Chi Keung
2
Li, Ping
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Li, Yan
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Molnár, Peter
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An, Na
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1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Finance research letters
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
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36
Journal of econometrics
32
Applied economics letters
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International Journal of Energy Economics and Policy : IJEEP
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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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International journal of forecasting
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Discussion paper / Tinbergen Institute
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of forecasting
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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The European journal of finance
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International journal of economics and financial issues : IJEFI
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Review of quantitative finance and accounting
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The empirical economics letters : a monthly international journal of economics
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Global business review
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Emerging markets, finance and trade : EMFT
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International journal of finance & economics : IJFE
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The journal of futures markets
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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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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Applied financial economics
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ECONIS (ZBW)
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1
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:
2
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:
3
Copula approach to market volatility and technology stocks dependence
Rašiová, Barbara
;
Árendáš, Peter
- In:
Finance research letters
52
(
2023
),
pp. 1-3
Persistent link: https://www.econbiz.de/10014472041
Saved in:
4
Time-frequency correlations and extreme spillover effects between carbon markets and NFTs : the roles of EPU and COVID-19
Liu, Jiatong
- In:
Finance research letters
54
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014472625
Saved in:
5
The volatility of daily tug-of-war intensity and stock market returns
Bai, Fan
;
Zhang, Yaqi
;
Chen, Zhonglu
;
Li, Yan
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014473224
Saved in:
6
Commonality in BRICS stock markets' reaction to global economic policy uncertainty : evidence from a panel GARCH model with cross sectional dependence
Mamman, Suleiman O.
;
Wang, Zhanqin
;
Iliyasu, Jamilu
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473256
Saved in:
7
Climate risk and Chinese stock volatility forecasting : evidence from ESG index
Wang, Jiqian
;
Li, Liang
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-5
Persistent link: https://www.econbiz.de/10014473275
Saved in:
8
Analyzing commodity futures and stock market indices : hedging strategies using asymmetric dynamic conditional correlation models
Alshammari, Saad
;
Obeid, Hassan
- In:
Finance research letters
56
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014473654
Saved in:
9
Twitter matters for metaverse stocks amid economic uncertainty
Aysan, Ahmet Faruk
;
Batten, Jonathan A.
;
Gozgor, Giray
; …
- In:
Finance research letters
56
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014473687
Saved in:
10
Deconstructing the Gerber statistic
Flint, Emlyn
;
Polakow, Daniel
- In:
Finance research letters
56
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014473719
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