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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"International journal of finance & economics : IJFE"
~subject:"Korrelation"
~subject:"Share price"
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Search: subject_exact:"Generalized autoregressive conditional heteroscedasticity"
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Korrelation
Share price
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Engle, Robert F.
3
Chen, Yi-ting
2
Ma, Feng
2
Osborn, Denise R.
2
Wei, Yu
2
Acquah, Benjamin K.
1
Ahoniemi, Katja
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Asai, Manabu
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
International journal of finance & economics : IJFE
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
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45
The North American journal of economics and finance : a journal of financial economics studies
45
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36
Journal of econometrics
32
Applied economics letters
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31
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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
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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
18
The European journal of finance
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Cogent economics & finance
16
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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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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Computational economics
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1
From Black Wednesday to Brexit : macroeconomic shocks and correlations of equity returns in France, Germany, Italy, Spain, and the United Kingdom
Gottschalk, Sylvia
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 2843-2873
Persistent link: https://www.econbiz.de/10014327598
Saved in:
2
Stock exchange volatility forecasting under market stress with MIDAS regression
Körs, Murat
;
Karan, Mehmet Baha
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 295-306
Persistent link: https://www.econbiz.de/10014253189
Saved in:
3
Bayesian non-linear quantile effects on modelling realized kernels
Dong, Manh Cuong
;
Chen, Cathy W. S.
;
Asai, Manabu
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 981-995
Persistent link: https://www.econbiz.de/10014253335
Saved in:
4
Global equity market volatility forecasting : new evidence
Liang, Chao
;
Wei, Yu
;
Lei, Likun
;
Ma, Feng
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 594-609
Persistent link: https://www.econbiz.de/10012814844
Saved in:
5
Effects of diamond price volatility on stock returns : evidence from a developing economy
Brou, Jean Marcelin Bosson
;
Mougoué, Mbodja
;
Kouassi, …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1025-1043
Persistent link: https://www.econbiz.de/10012814972
Saved in:
6
Did equity returns and volatilities change after the 2016 Trump election victory?
Yavas, Burhan F.
;
Dedi, Lidija
;
Škrinjarić, Tihana
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1291-1308
Persistent link: https://www.econbiz.de/10012815045
Saved in:
7
Forecasting the oil price realized volatility : a multivariate heterogeneous autoregressive model
Tang, Yusui
;
Ma, Feng
;
Zhang, Yaojie
;
Wei, Yu
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4770-4783
Persistent link: https://www.econbiz.de/10013461377
Saved in:
8
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:
9
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:
10
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
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