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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Research in international business and finance"
~subject:"ARCH model"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Generalized autoregressive conditional heteroscedasticity"
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ARCH model
Stochastischer Prozess
ARCH-Modell
190
Volatility
131
Volatilität
131
Börsenkurs
57
Share price
57
Estimation
56
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Caporale, Guglielmo Maria
3
Engle, Robert F.
3
Gozgor, Giray
3
Gupta, Rangan
3
Horváth, Lajos
3
Ji, Qiang
3
Lau, Chi Keung
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Olmo, Jose
3
Papadamou, Stephanos
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Tiwari, Aviral Kumar
3
Aboura, Sofiane
2
Ben Ouda, Olfa
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Bouri, Elie
2
Caporin, Massimiliano
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Chen, Yi-ting
2
Chevallier, Julien
2
Degiannakis, Stavros
2
Delhoumi, Ezzeddine
2
Fleming, Jeff
2
Francq, Christian
2
Ftiti, Zied
2
Ghysels, Eric
2
Haas, Markus
2
Hammami, Yacine
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Hammoudeh, Shawkat
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Jilani, Faouzi
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Kenourgios, Dimitris
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Kirby, Chris
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Koutmos, Dimitrios
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Mittnik, Stefan
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Moussa, Faten
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Paolella, Marc S.
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Ruiz, Esther
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Serletis, Apostolos
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Silvennoinen, Annastiina
2
Teräsvirta, Timo
2
Trabelsi, Nader
2
Trojani, Fabio
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Zakoïan, Jean-Michel
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Research in international business and finance
Energy economics
253
Finance research letters
176
Applied economics
160
Economic modelling
155
Journal of econometrics
147
International review of financial analysis
136
Journal of empirical finance
132
The North American journal of economics and finance : a journal of financial economics studies
123
International review of economics & finance : IREF
113
Journal of banking & finance
113
Economics letters
109
Journal of international financial markets, institutions & money
107
Applied financial economics
101
Discussion paper / Tinbergen Institute
98
International journal of forecasting
93
Journal of risk and financial management : JRFM
88
Journal of forecasting
86
Applied economics letters
77
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
76
Econometric theory
73
The European journal of finance
70
The journal of futures markets
70
Econometric Institute research papers
69
Working paper
68
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
64
International Journal of Energy Economics and Policy : IJEEP
62
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
56
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
54
International journal of economics and financial issues : IJEFI
49
Econometric reviews
46
International journal of finance & economics : IJFE
46
Journal of international money and finance
46
International journal of economics and finance
45
Review of quantitative finance and accounting
44
CREATES research paper
43
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
42
Journal of risk
40
The econometrics journal
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ECONIS (ZBW)
190
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1
The safe haven, hedging, and diversification properties of oil, gold, and cryptocurrency for the G7 equity markets : evidence from the pre- and post-COVID-19 periods
Tarchella, Salma
;
Khalfaoui, Rabeh
;
Hammoudeh, Shawkat
- In:
Research in international business and finance
67
(
2024
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451553
Saved in:
2
Asymmetric and time-frequency volatility connectedness between China and international crude oil markets with portfolio implications
Liu, Zhenhua
;
Ji, Qiang
;
Zhai, Pengxiang
;
Ding, Zhihua
- In:
Research in international business and finance
66
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014462203
Saved in:
3
Forecasting stock market volatility under parameter and model uncertainty
Li, Zhao-Chen
;
Chi, Xie
;
Wang, Gang-Jin
;
Zhu, You
; …
- In:
Research in international business and finance
66
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014463139
Saved in:
4
Return and volatility properties : stylized facts from the universe of cryptocurrencies and NFTs
Ghosh, Bikramaditya
;
Bouri, Elie
;
Wee, Jung Bum
; …
- In:
Research in international business and finance
65
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014432708
Saved in:
5
Global economic uncertainty and the Chinese stock market : assessing the impacts of global indicators
Zhang, Lixia
;
Bai, Jiancheng
;
Zhang, Yueyan
;
Cui, Can
- In:
Research in international business and finance
65
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014433687
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6
Forecasting aggregate stock market volatility with industry volatilities : the role of spillover index
He, Mengxi
;
Wang, Yudong
;
Zeng, Qing
;
Zhang, Yaojie
- In:
Research in international business and finance
65
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014435752
Saved in:
7
Did David win a battle or the war against Goliath? : dynamic return and volatility connectedness between the GameStop stock and the high short interest indices
Aharon, David Y.
;
Kizys, Renatas
;
Umar, Zaghum
; …
- In:
Research in international business and finance
64
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014266177
Saved in:
8
COVID-19 and stock returns : evidence from the Markov switching dependence approach
Bouteska, Ahmed
;
Sharif, Taimur
;
Abedin, Mohammad Zoynul
- In:
Research in international business and finance
64
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014279046
Saved in:
9
Long memory and volatility persistence across BRICS stock markets
Tripathy, Nalini Prava
- In:
Research in international business and finance
63
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014248974
Saved in:
10
Roles of stable versus nonstable cryptocurrencies in Bitcoin market dynamics
Brik, Hatem
;
El Ouakdi, Jihene
;
Ftiti, Zied
- In:
Research in international business and finance
62
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014247888
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