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source:"edz"
~isPartOf:"Applied financial economics"
~isPartOf:"Journal of international money and finance"
~source:"econis"
~subject:"Aktienmarkt"
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Search: subject_exact:"ARCH-Modell"
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Aktienmarkt
ARCH model
147
ARCH-Modell
147
Volatility
87
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38
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38
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34
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Applied financial economics
Journal of international money and finance
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
Economic modelling
41
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
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19
International journal of finance & economics : IJFE
17
Journal of empirical finance
17
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Journal of forecasting
15
Review of quantitative finance and accounting
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International journal of economics 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
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Finance a úvěr
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International Journal of Financial Studies : open access journal
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The European journal of finance
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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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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
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:
3
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:
4
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:
5
Intra-daily volatility spillovers in international stock markets
Golosnoy, Vasyl
;
Gribisch, Bastian
;
Liesenfeld, Roman
- In:
Journal of international money and finance
53
(
2015
),
pp. 95-114
Persistent link: https://www.econbiz.de/10011475912
Saved in:
6
Dynamic dependencies between the Tunisian stock market and other international stock markets : GARCH-EVT-Copula approach
Chebbi, A.
;
Hedhli, A.
- In:
Applied financial economics
24
(
2014
)
16/18
,
pp. 1215-1228
Persistent link: https://www.econbiz.de/10010418906
Saved in:
7
Volatility transmission across currencies and stock markets : GIIPS in crisis
Andrikopulos, Andreas A.
;
Samitas, Aristeidis
; …
- In:
Applied financial economics
24
(
2014
)
19/21
,
pp. 1261-1283
Persistent link: https://www.econbiz.de/10010460183
Saved in:
8
Modelling the volatility of the Dow Jones Islamic Market World Index using a fractionally integrated time-varying GARCH (FITVGARCH) model
Nasr, Adnen Ben
;
Ajmi, Ahdi Noomen
;
Gupta, Rangan
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 993-1004
Persistent link: https://www.econbiz.de/10010415355
Saved in:
9
Dependence structure among international stock markets : a GARCH–copula analysis
Yang, Lu
;
Hamori, Shigeyuki
- In:
Applied financial economics
23
(
2013
)
22/24
,
pp. 1805-1817
Persistent link: https://www.econbiz.de/10010337261
Saved in:
10
Dynamic stock market covariances in the Eurozone
Connor, Gregory
;
Suurlaht, Anita
- In:
Journal of international money and finance
37
(
2013
),
pp. 353-370
Persistent link: https://www.econbiz.de/10010209054
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