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isPartOf:"Journal of international money and finance"
~subject:"Schätzung"
~subject:"World"
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Search: subject_exact:"Generalized autoregressive conditional heteroscedasticity"
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ARCH model
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Ali, Faek Menla
2
Caporale, Guglielmo Maria
2
Spagnolo, Nicola
2
Anderegg, Benjamin
1
Baruník, Jozef
1
Benchimol, Jonathan
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Journal of international money and finance
Energy economics
128
Finance research letters
76
Applied economics
68
Economic modelling
61
The North American journal of economics and finance : a journal of financial economics studies
59
Research in international business and finance
55
International review of economics & finance : IREF
54
International review of financial analysis
54
Journal of empirical finance
53
Journal of international financial markets, institutions & money
45
Journal of risk and financial management : JRFM
42
Applied economics letters
35
Journal of econometrics
33
Journal of banking & finance
32
International journal of forecasting
30
Applied financial economics
27
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
27
Discussion paper / Tinbergen Institute
26
International Journal of Energy Economics and Policy : IJEEP
26
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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International journal of finance & economics : IJFE
25
The journal of futures markets
25
Economics letters
24
International journal of economics and financial issues : IJEFI
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
22
International journal of economics and finance
21
Econometric Institute research papers
20
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
19
Journal of forecasting
19
Journal of risk
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Review of quantitative finance and accounting
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The European journal of finance
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Cogent economics & finance
16
Journal of financial econometrics
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
14
Pacific-Basin finance journal
14
CBN journal of applied statistics
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ECONIS (ZBW)
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1
The low-magnitude and high-magnitude asymmetries in tail dependence structures in international equity markets and the role of bilateral exchange rate
Chang, Kuang-Liang
- In:
Journal of international money and finance
133
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014304729
Saved in:
2
The impact of option hedging on the spot market volatility
Anderegg, Benjamin
;
Ulmann, Florian Michael Till
; …
- In:
Journal of international money and finance
124
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013435214
Saved in:
3
Measuring 25 years of global equity market co-movement using a time-varying spatial model
Heil, Thomas L. A.
;
Peter, Franziska Julia
;
Prange, Philipp
- In:
Journal of international money and finance
128
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013438365
Saved in:
4
Switching volatility in a nonlinear open economy
Benchimol, Jonathan
;
Ivashchenko, Sergey
- In:
Journal of international money and finance
110
(
2021
),
pp. 1-31
Persistent link: https://www.econbiz.de/10012795525
Saved in:
5
International spillovers of U.S. financial volatility
Berg, Kimberly A.
;
Vu, Nam T.
- In:
Journal of international money and finance
97
(
2019
),
pp. 19-34
Persistent link: https://www.econbiz.de/10012139846
Saved in:
6
European equity market integration and joint relationship of conditional volatility and correlations
Virk, Nader
;
Javed, Farrukh
- In:
Journal of international money and finance
71
(
2017
),
pp. 53-77
Persistent link: https://www.econbiz.de/10011787669
Saved in:
7
International portfolio flows and exchange rate volatility in emerging Asian markets
Caporale, Guglielmo Maria
;
Ali, Faek Menla
;
Spagnolo, Fabio
- In:
Journal of international money and finance
76
(
2017
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011788040
Saved in:
8
Forecasting oil price realized volatility using information channels from other asset classes
Degiannakis, Stavros
;
Filis, George
- In:
Journal of international money and finance
76
(
2017
),
pp. 28-49
Persistent link: https://www.econbiz.de/10011788055
Saved in:
9
Asymmetric volatility connectedness on the forex market
Baruník, Jozef
;
Kočenda, Evžen
;
Vácha, Lukáš
- In:
Journal of international money and finance
77
(
2017
),
pp. 39-56
Persistent link: https://www.econbiz.de/10011788089
Saved in:
10
The role of jumps and leverage in forecasting volatility in international equity markets
Buncic, Daniel
;
Gisler, Katja Ida Maria
- In:
Journal of international money and finance
79
(
2017
),
pp. 1-19
Persistent link: https://www.econbiz.de/10011788346
Saved in:
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