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subject:"ARCH model"
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~isPartOf:"Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets"
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ARCH model
Capital income
62
Kapitaleinkommen
62
Aktienmarkt
35
Stock market
35
Börsenkurs
33
Share price
33
Volatility
18
Volatilität
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China
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Emerging economies
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Schwellenländer
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Portfolio selection
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Forecasting model
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Risikoprämie
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stock returns
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emerging markets
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Ankündigungseffekt
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Announcement effect
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Abuzayed, Bana
1
Al-Fayoumi, Nedal
1
Bley, Jorg
1
Chen, Suduan
1
Chow, Hwee-kwan
1
Demiralay, Sercan
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Gencer, Hatice Gaye
1
Kabir, Sarkar Humayun
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Kim, Jun Sik
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Lai, Yi-Hao
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Masih, Abdul Mansur M.
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Obiyathulla Ismath Bacha
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Ryu, Doojin
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Saad, Mohsen M.
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
Finance research letters
60
The North American journal of economics and finance : a journal of financial economics studies
38
Energy economics
34
International review of economics & finance : IREF
34
International review of financial analysis
31
Research in international business and finance
28
Applied economics
26
International journal of forecasting
26
Economic modelling
20
Journal of empirical finance
20
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
Journal of financial econometrics
17
Journal of international financial markets, institutions & money
17
Journal of forecasting
16
Journal of banking & finance
15
Journal of econometrics
15
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
13
Applied economics letters
12
Pacific-Basin finance journal
12
International journal of finance & economics : IJFE
10
Theoretical economics letters
10
Afro-Asian Journal of Finance and Accounting : AAJFA
9
Quantitative finance
9
Review of quantitative finance and accounting
9
The European journal of finance
9
Economics letters
8
Global business review
8
Global finance journal
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
International journal of economics and finance
7
Journal of risk
7
Studies in economics and finance
7
Annals of financial economics
6
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
6
International journal of emerging markets
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Computational economics
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Are investors concerned with stock market upgrades? : evidence from multivariate framework analysis
Abuzayed, Bana
;
Al-Fayoumi, Nedal
- In:
Emerging markets finance & trade : a journal of the …
53
(
2017
)
10/11/12
,
pp. 2242-2258
Persistent link: https://www.econbiz.de/10011825310
Saved in:
2
Volatility spillovers and linkages in Asian stock markets
Chow, Hwee-kwan
- In:
Emerging markets finance & trade : a journal of the …
53
(
2017
)
10/11/12
,
pp. 2770-2781
Persistent link: https://www.econbiz.de/10011833383
Saved in:
3
Seasoned equity offerings or capital deductions? : the reaction of stock prices : evidence from Taiwan
Chen, Suduan
- In:
Emerging markets finance & trade : a journal of the …
53
(
2017
)
3
,
pp. 644-660
Persistent link: https://www.econbiz.de/10011764347
Saved in:
4
Risk-return profiles of Islamic equities and commodity portfolios in different market conditions
Kabir, Sarkar Humayun
;
Masih, Abdul Mansur M.
; …
- In:
Emerging markets finance & trade : a journal of the …
53
(
2017
)
7/8/9
,
pp. 1477-1500
Persistent link: https://www.econbiz.de/10011823800
Saved in:
5
Volatility modeling and Value-at-Risk (VaR) forecasting of emerging stock markets in the presence of long memory, asymmetry, and skewed heavy tails
Gencer, Hatice Gaye
;
Demiralay, Sercan
- In:
Emerging markets finance & trade : a journal of the …
52
(
2016
)
1/3
,
pp. 639-657
Persistent link: https://www.econbiz.de/10011562539
Saved in:
6
Jump-dependent model for optimal index futures hedging in five major Asian stock markets
Lai, Yi-Hao
;
Wang, Yi-Chiuan
- In:
Emerging markets finance & trade : a journal of the …
52
(
2016
)
4/6
,
pp. 786-796
Persistent link: https://www.econbiz.de/10011563109
Saved in:
7
Idiosyncratic volatility forecasting in the stock market of Saudi Arabia
Bley, Jorg
;
Saad, Mohsen M.
- In:
Emerging markets finance & trade : a journal of the …
51
(
2015
)
6
,
pp. 1342-1357
Persistent link: https://www.econbiz.de/10011561300
Saved in:
8
Return and volatility spillovers and cojump behavior between the U.S. and Korean stock markets
Kim, Jun Sik
;
Ryu, Doojin
- In:
Emerging markets finance & trade : a journal of the …
51
(
2015
),
pp. 3-17
Persistent link: https://www.econbiz.de/10011603316
Saved in:
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