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isPartOf:"MPRA Paper"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"ARCH model"
~subject:"Risiko"
~subject:"Stock market"
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Search: subject_exact:"Volatility"
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ARCH model
Risiko
Stock market
Volatility
412
Volatilität
324
Börsenkurs
115
Share price
115
ARCH-Modell
101
Aktienmarkt
98
Estimation
96
Schätzung
96
Capital income
95
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95
volatility
83
Spillover effect
74
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74
Welt
57
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57
Forecasting model
54
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189
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Gupta, Rangan
7
Kang, Sang Hoon
7
Mensi, Walid
7
Xuan Vinh Vo
6
Dai, Zhifeng
4
Wu, Xinyu
4
Zhuang, Xintian
4
Chang, Chia-Lin
3
Gao, Yang
3
Hammoudeh, Shawkat
3
Li, Yanshuang
3
McAleer, Michael
3
Pierdzioch, Christian
3
Qiao, Gaoxiu
3
Su, Xianfang
3
Ur Rehman, Mobeen
3
Wang, Jian
3
Al-Jarrah, Idries Mohammad Wanas
2
Al-Yahyaee, Khamis Hamed
2
Allen, David E.
2
Asai, Manabu
2
Balcilar, Mehmet
2
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2
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2
Ho, Kin-Yip
2
Ji, Qiang
2
Jiang, Yong
2
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Kok Haur Ng
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2
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2
Nonejad, Nima
2
Powell, Robert
2
Qadan, Mahmoud
2
Ryu, Doojin
2
Salisu, Afees A.
2
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2
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2
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
2
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MPRA Paper
The North American journal of economics and finance : a journal of financial economics studies
Energy economics
335
Finance research letters
326
International review of financial analysis
215
International review of economics & finance : IREF
179
Applied economics
177
Economic modelling
169
Research in international business and finance
165
Journal of empirical finance
141
Journal of international financial markets, institutions & money
132
Applied financial economics
111
Applied economics letters
110
Journal of risk and financial management : JRFM
109
Journal of banking & finance
107
Economics letters
95
Pacific-Basin finance journal
94
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
93
NBER working paper series
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81
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81
International Journal of Energy Economics and Policy : IJEEP
77
International journal of finance & economics : IJFE
76
Working paper / National Bureau of Economic Research, Inc.
76
International journal of forecasting
71
The European journal of finance
71
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
68
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68
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63
The journal of futures markets
63
Global finance journal
62
NBER Working Paper
62
Discussion paper / Tinbergen Institute
60
CESifo working papers
56
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
54
International journal of economics and finance
54
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
54
Cogent economics & finance
53
International journal of economics and financial issues : IJEFI
52
Journal of financial economics
49
Review of quantitative finance and accounting
47
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ECONIS (ZBW)
189
RePEc
2
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1
Spillover effect of economic policy uncertainty on the stock market in the post-epidemic era
Li, Rong
;
Li, Sufang
;
Yuan, Di
;
Chen, Hong
;
Xiang, Shilei
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014246752
Saved in:
2
Forecasting stock return volatility in data-rich environment : a new powerful predictor
Dai, Zhifeng
;
Zhang, Xiaotong
;
Li, Tingyu
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014246821
Saved in:
3
Time-varying risk spillovers in Chinese stock market : new evidence from high-frequency data
Zhou, Dong-hai
;
Liu, Xiao-xing
;
Tang, Chun
;
Yang, Guang-yi
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014246902
Saved in:
4
How oil price and exchange rate affect stock price in China using Bayesian Quantile_on_Quantile with GARCH approach
Chang, Hao Wen
;
Chang, Tsangyao
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014247010
Saved in:
5
Forecasting the realized volatility of Energy Stock Market : a multimodel comparison
Li, Houjian
;
Zhou, Deheng
;
Hu, Jiayu
;
Li, Junwen
;
Su, …
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014483435
Saved in:
6
The risk spillover between China's economic policy uncertainty and commodity markets : evidence from frequency spillover and quantile connectedness approaches
Jiang, Yonghong
;
Ao, Zhiming
;
Mo, Bin
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014483627
Saved in:
7
The fluctuation correlation between investor sentiment and stock index using VMD-LSTM : evidence from China stock market
Gao, Zhenbin
;
Zhang, Jie
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014483735
Saved in:
8
Limited attention, salient anchor, and the modified MAX effect : evidence from Taiwan's stock market
Wang, Zi-Mei
;
Lien, Da-hsiang Donald
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014483992
Saved in:
9
Forecasting VIX using two-component realized EGARCH model
Wu, Xinyu
;
Zhao, An
;
Liu, Li
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014484064
Saved in:
10
Volatility forecasting in the Bitcoin market : a new proposed measure based on the VS-ACARR approach
Wu, Xinyu
;
Yin, Xuebao
;
Umar, Zaghum
;
Iqbal, Najaf
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014484142
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