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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"Kapitaleinkommen"
~subject:"Korrelation"
~subject:"Share price"
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Search: subject_exact:"Generalized autoregressive conditional heteroscedasticity"
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Kapitaleinkommen
Korrelation
Share price
ARCH model
172
ARCH-Modell
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Volatility
113
Volatilität
113
Estimation
59
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59
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Engle, Robert F.
3
Narayan, Paresh Kumar
3
Nguyen, Duc Khuong
3
Aloui, Chaker
2
Chen, Yi-ting
2
Chkili, Walid
2
Filis, George
2
Floros, Christos
2
Hammoudeh, Shawkat
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Hou, Ai Jun
2
Li, Yan
2
Liang, Chao
2
Liu, Ruipeng
2
Luu Duc Toan Huynh
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Moore, Tomoe
2
Wagner, Niklas F.
2
Wang, Ping
2
Wohar, Mark E.
2
Aboura, Sofiane
1
Aguilar, Mike
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Ahoniemi, Katja
1
Akhtaruzzaman, Md.
1
Alshater, Muneer Maher
1
Antell, Jan
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Ané, Thierry
1
Apergēs, Nikolaos
1
Apostolakis, George N.
1
Asgharian, Hossein
1
Babalos, Vassilios
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Baillie, Richard
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Balcilar, Mehmet
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Barunik, Jozef
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BenSaïda, Ahmed
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Bhatti, Muhammad Ishaq
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Bonato, Matteo
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Boubaker, Sabri
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Bouverot, Julien
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Broadstock, David C.
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of international financial markets, institutions & money
Finance research letters
92
Energy economics
78
International review of economics & finance : IREF
76
Journal of empirical finance
76
Research in international business and finance
74
International review of financial analysis
72
Applied economics
70
The North American journal of economics and finance : a journal of financial economics studies
68
Economic modelling
64
Journal of risk and financial management : JRFM
49
Journal of banking & finance
46
International journal of forecasting
41
Journal of econometrics
41
Applied economics letters
37
Journal of forecasting
36
The European journal of finance
34
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
33
Applied financial economics
32
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
31
Economics letters
29
Discussion paper / Tinbergen Institute
27
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
26
International Journal of Energy Economics and Policy : IJEEP
26
Working paper
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
24
Pacific-Basin finance journal
23
International journal of economics and finance
22
Journal of financial econometrics
21
Review of quantitative finance and accounting
21
Cogent economics & finance
20
International journal of economics and financial issues : IJEFI
20
International journal of finance & economics : IJFE
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
19
International Journal of Financial Studies : open access journal
19
The empirical economics letters : a monthly international journal of economics
18
The journal of futures markets
18
Emerging markets, finance and trade : EMFT
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Afro-Asian Journal of Finance and Accounting : AAJFA
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ECONIS (ZBW)
86
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1
International stock market volatility : a global tail risk sight
Lu, Xinjie
;
Zeng, Qing
;
Zhong, Juandan
;
Zhu, Bo
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014494749
Saved in:
2
Did cryptomarket chaos unleash Silvergate's bankruptcy? : investigating the high-frequency volatility and connectedness behind the collapse
Esparcia, Carlos
;
Escribano, Ana
;
Jareño, Francisco
- In:
Journal of international financial markets, …
89
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014490072
Saved in:
3
Realized higher-order moments spillovers across cryptocurrencies
Apergēs, Nikolaos
- In:
Journal of international financial markets, …
85
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014433236
Saved in:
4
International stock volatility predictability : new evidence from uncertainties
Wang, Jiqian
;
Ma, Feng
;
Wang, Tianyang
;
Wu, Lan
- In:
Journal of international financial markets, …
85
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014433290
Saved in:
5
Global financial stress index and long-term volatility forecast for international stock markets
Liang, Chao
;
Luo, Qin
;
Li, Yan
;
Luu Duc Toan Huynh
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014482967
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6
Market momentum amplifies market volatility risk : evidence from China's equity market
Liang, Chao
;
Luu Duc Toan Huynh
;
Li, Yan
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014483186
Saved in:
7
Discovering the drivers of stock market volatility in a data-rich world
Chun, Dohyun
;
Cho, Hoon
;
Ryu, Doojin
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014245870
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8
The nonlinear and negative tail dependence and risk spillovers between foreign exchange and stock markets in emerging economies
Tian, Maoxi
;
El Khoury, Rim
;
Alshater, Muneer Maher
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014246021
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9
Market risks that change US-European equity correlations
Sarwar, Ghulam
- In:
Journal of international financial markets, …
83
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014306348
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10
Factor volatility spillover and its implications on factor premia
Shi, Huai-Long
;
Zhou, Wei-Xing
- In:
Journal of international financial markets, …
80
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013533171
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