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isPartOf:"The econometrics journal"
~isPartOf:"Applied financial economics"
~isPartOf:"Economic modelling"
~subject:"Aktienmarkt"
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Search: subject_exact:"ARCH-Modell"
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Aktienmarkt
ARCH model
296
ARCH-Modell
296
Volatility
181
Volatilität
181
Estimation
83
Schätzung
83
Stock market
63
Theorie
60
Theory
60
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Arouri, Mohamed
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Gupta, Rangan
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Hamori, Shigeyuki
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Lahiani, Amine
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Min, Hong-ghi
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Nguyen, Duc Khuong
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Amanjot Singh
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The econometrics journal
Applied financial economics
Economic modelling
Finance research letters
53
International review of financial analysis
48
Research in international business and finance
47
Energy economics
44
International review of economics & finance : IREF
42
Journal of international financial markets, institutions & money
42
Applied economics
36
The North American journal of economics and finance : a journal of financial economics studies
33
Journal of risk and financial management : JRFM
27
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
23
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
22
Applied economics letters
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Pacific-Basin finance journal
20
Journal of banking & finance
19
International journal of finance & economics : IJFE
17
Journal of empirical finance
17
International journal of economics and financial issues : IJEFI
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Journal of forecasting
15
Review of quantitative finance and accounting
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Cogent economics & finance
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Emerging markets review
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International journal of economics and finance
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Journal of international money and finance
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Emerging markets, finance and trade : EMFT
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The journal of applied business research
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Afro-Asian Journal of Finance and Accounting : AAJFA
11
Economic research
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Finance a úvěr
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Global finance journal
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International Journal of Financial Studies : open access journal
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International journal of forecasting
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The European journal of finance
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Theoretical economics letters
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Economics letters
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Global business review
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International Journal of Energy Economics and Policy : IJEEP
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Investment management and financial innovations
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Finance India : the quarterly journal of Indian Institute of Finance
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ECONIS (ZBW)
63
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1
The asymmetric dynamics of stock-bond liquidity correlation in China : the role of macro-financial determinants
Pan, Beier
- In:
Economic modelling
124
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463273
Saved in:
2
Does the asymmetric dependence volatility affect risk spillovers between the crude oil market and BRICS stock markets?
Jiang, Kunliang
;
Ye, Wuyi
- In:
Economic modelling
117
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014229176
Saved in:
3
Investigating the dynamic relationship between litigation funding, gold, bitcoin and the stock market : the case of Australia
Amanjot Singh
- In:
Economic modelling
97
(
2021
),
pp. 45-57
Persistent link: https://www.econbiz.de/10012793297
Saved in:
4
Correlation regimes in international equity and bond returns
Aslanidis, Nektarios
;
Martinez, Oscar
- In:
Economic modelling
97
(
2021
),
pp. 397-410
Persistent link: https://www.econbiz.de/10012793476
Saved in:
5
Economic policy uncertainty and the Chinese stock market volatility : novel evidence
Li, Tao
;
Ma, Feng
;
Zhang, Xuehua
;
Zhang, Yaojie
- In:
Economic modelling
87
(
2020
),
pp. 24-33
Persistent link: https://www.econbiz.de/10012416291
Saved in:
6
Does measurement error matter in volatility forecasting? : empirical evidence from the Chinese stock market
Wang, Yajing
;
Liang, Fang
;
Wang, Tianyi
;
Huang, Zhuo
- In:
Economic modelling
87
(
2020
),
pp. 148-157
Persistent link: https://www.econbiz.de/10012416413
Saved in:
7
Volatility spillovers across European stock markets under the uncertainty of Brexit
Li, Hong
- In:
Economic modelling
84
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012210266
Saved in:
8
Impacts of China's crash on Asia-Pacific financial integration : volatility interdependence, information transmission and market co-movement
Ahmed, Abdullahi Dahir
;
Huo, Rui
- In:
Economic modelling
79
(
2019
),
pp. 28-46
Persistent link: https://www.econbiz.de/10012199007
Saved in:
9
The relationship between trading activity and stock market volatility : does the volume threshold matter?
Koubaa, Yosra
;
Slim, Skander
- In:
Economic modelling
82
(
2019
),
pp. 168-184
Persistent link: https://www.econbiz.de/10012202914
Saved in:
10
Leverage versus volatility : evidence from the capital structure of European firms
Alaoui, Abdelkader O. el
;
Obiyathulla Ismath Bacha
; …
- In:
Economic modelling
62
(
2017
),
pp. 145-160
Persistent link: https://www.econbiz.de/10011813362
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