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~isPartOf:"Applied financial economics"
~isPartOf:"The European journal of finance"
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Search: subject_exact:"ARCH-Modell"
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ARCH model
171
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ArchiDok
ECONIS (ZBW)
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1
The information content of currency option-implied volatilities : implications for ex-ante forecasts of global equity correlations
Figueiredo, Antonio
;
Parhizgari, Ali M.
;
Dupoyet, Brice
- In:
The European journal of finance
29
(
2023
)
18
,
pp. 2128-2153
Persistent link: https://www.econbiz.de/10014418133
Saved in:
2
Polynomial adjusted student-t densities for modeling asset returns
León Valle, Ángel Manuel
;
Ñíguez, Trino-Manuel
- In:
The European journal of finance
28
(
2022
)
9
,
pp. 907-929
Persistent link: https://www.econbiz.de/10013373353
Saved in:
3
Ripples on financial networks
Kumar, Sudarshan
;
Bansal, Avijit
;
Chakrabarti, Anindya S.
- In:
The European journal of finance
28
(
2022
)
13/15
,
pp. 1302-1323
Persistent link: https://www.econbiz.de/10013532199
Saved in:
4
Multivariate GARCH with dynamic beta
Raddant, Matthias
;
Wagner, Friedrich
- In:
The European journal of finance
28
(
2022
)
13/15
,
pp. 1324-1343
Persistent link: https://www.econbiz.de/10013532205
Saved in:
5
Industry portfolio allocation with asymmetric correlations
Kim, Myeong Hyeon
;
Park, Seyoung
;
Yoon, Jong Mun
- In:
The European journal of finance
27
(
2021
)
1/2
,
pp. 178-198
Persistent link: https://www.econbiz.de/10012424937
Saved in:
6
Quantile dependencies between discontinuities and time-varying rare disaster risks
Gillas, Konstantinos Gkillas
;
Floros, Christos
; …
- In:
The European journal of finance
27
(
2021
)
10
,
pp. 932-962
Persistent link: https://www.econbiz.de/10012609242
Saved in:
7
Bitcoin futures : trade it or ban it?
Shi, Shimeng
;
Shi, Yukun
- In:
The European journal of finance
27
(
2021
)
4/5
,
pp. 381-396
Persistent link: https://www.econbiz.de/10012484365
Saved in:
8
Bitcoin option pricing with a SETAR-GARCH model
Siu, Tak Kuen
;
Elliott, Robert J.
- In:
The European journal of finance
27
(
2021
)
6
,
pp. 564-595
Persistent link: https://www.econbiz.de/10012484403
Saved in:
9
Dynamics among global asset portfolios
Bratis, Theodoros
;
Laopodis, Nikiforos
;
Kouretas, …
- In:
The European journal of finance
26
(
2020
)
18
,
pp. 1876-1899
Persistent link: https://www.econbiz.de/10012314662
Saved in:
10
Density forecasts and the leverage effect : evidence from observation and parameter-driven volatility models
Catania, Leopoldo
;
Nonejad, Nima
- In:
The European journal of finance
26
(
2020
)
2/3
,
pp. 100-118
Persistent link: https://www.econbiz.de/10012207189
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