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isPartOf:"MPRA Paper"
~isPartOf:"Applied economics letters"
~isPartOf:"Finance India : the quarterly journal of Indian Institute of Finance"
~isPartOf:"Journal of banking & finance"
~subject:"GARCH"
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Search: subject_exact:"Volatility"
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GARCH
Volatility
805
Volatilität
715
Börsenkurs
233
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184
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184
Estimation
173
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Onour, Ibrahim
3
Caiado, Jorge
2
Dumitriu, Ramona
2
Essaddam, Naceur
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Sinha, Gyanesh
2
Sinha, Pankaj
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1
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1
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1
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1
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1
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1
Lokanadha Reddy M
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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MPRA Paper
Applied economics letters
Finance India : the quarterly journal of Indian Institute of Finance
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Applied economics
18
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17
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14
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Future Business Journal
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RePEc
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ECONIS (ZBW)
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1
Stock market response to Covid-19 pandemic period in Asian equity markets : an event study
Babu, Manivannan
;
Hariharan, C.
;
Kathiravan, Chinnadurai
; …
- In:
Finance India : the quarterly journal of Indian …
37
(
2023
)
1
,
pp. 147-160
Persistent link: https://www.econbiz.de/10014413961
Saved in:
2
GARCH option pricing with volatility derivatives
Oh, Dong Hwan
;
Park, Yang-Ho
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014248216
Saved in:
3
Forecasting stock price volatility : empirical study in India
Prabhakaran, K.
- In:
Finance India : the quarterly journal of Indian …
36
(
2022
)
2
,
pp. 771-776
Persistent link: https://www.econbiz.de/10013477312
Saved in:
4
Price volatility spillovers in commodities market : an analytical study of selected commodities
Pillai, Raji
;
Lokanadha Reddy M
- In:
Finance India : the quarterly journal of Indian …
36
(
2022
)
3
,
pp. 971-982
Persistent link: https://www.econbiz.de/10013477560
Saved in:
5
Volatility in sustainability indices : evidence from BSE as a sustainable stock exchange
Egurla, Kishan
;
Tadoori, Gattaiah
;
Kiran, V. Usha
- In:
Finance India : the quarterly journal of Indian …
36
(
2022
)
3
,
pp. 983-994
Persistent link: https://www.econbiz.de/10013477566
Saved in:
6
Modeling stock market return volatility : GARCH evidence from Nifty Realty Index
Jain, Dhara
;
Mittal, Sachin K.
;
Choudhary, Vipin
- In:
Finance India : the quarterly journal of Indian …
36
(
2022
)
1
,
pp. 159-169
Persistent link: https://www.econbiz.de/10013349014
Saved in:
7
Is idiosyncratic volatility related to returns? Evidence from a subset of firms with quality idiosyncratic volatility estimates
Bergbrant, Mikael
;
Kassa, Haimanot
- In:
Journal of banking & finance
127
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012821006
Saved in:
8
Application of arch family models on volatility and forecasting evaluation of stock market indices
Manjunath BR
- In:
Finance India : the quarterly journal of Indian …
35
(
2021
)
4
,
pp. 1221-1230
Persistent link: https://www.econbiz.de/10013272325
Saved in:
9
Sentiment's effect on the variance of stock returns
Olson, Eric
;
Nowak, Adam
- In:
Applied economics letters
27
(
2020
)
18
,
pp. 1469-1473
Persistent link: https://www.econbiz.de/10012315615
Saved in:
10
Comparing high-dimensional conditional covariance matrices : implications for portfolio selection
Moura, Guilherme Valle
;
Santos, André A. P.
;
Ruiz, Esther
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012521005
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