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subject:"ARCH model"
~isPartOf:"Journal of international financial markets, institutions & money"
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ARCH model
Risikomaß
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Alshater, Muneer Maher
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Angelidis, Timotheos
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BenSaïda, Ahmed
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Bhatti, Muhammad Ishaq
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Dai, Peng-Fei
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Dai, Yun-Shi
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Journal of international financial markets, institutions & money
Energy economics
29
Journal of empirical finance
27
The North American journal of economics and finance : a journal of financial economics studies
26
Journal of banking & finance
23
Economic modelling
22
Finance research letters
22
International journal of forecasting
22
Journal of risk
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Applied economics
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Journal of risk and financial management : JRFM
16
International review of financial analysis
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The journal of risk model validation
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Working papers
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Journal of forecasting
14
International review of economics & finance : IREF
11
Journal of econometrics
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Research in international business and finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
10
Discussion paper / Tinbergen Institute
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Econometric Institute research papers
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Journal of financial econometrics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Risks : open access journal
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The European journal of finance
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Applied economics letters
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CORE discussion paper : DP
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Computational economics
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Insurance / Mathematics & economics
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International journal of economics and financial issues : IJEFI
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Journal of mathematical finance
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Pacific-Basin finance journal
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Quantitative finance
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Research paper series / Swiss Finance Institute
7
Risk management : a journal of risk, crisis and disaster
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CFS working paper series
6
Review of quantitative finance and accounting
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Annals of financial economics
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Swiss Finance Institute Research Paper
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ECONIS (ZBW)
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1
International stock market volatility : a global tail risk sight
Lu, Xinjie
;
Zeng, Qing
;
Zhong, Juandan
;
Zhu, Bo
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014494749
Saved in:
2
Tail dependence structure and extreme risk spillover effects between the international agricultural futures and spot markets
Dai, Yun-Shi
;
Dai, Peng-Fei
;
Zhou, Wei-Xing
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014482970
Saved in:
3
The nonlinear and negative tail dependence and risk spillovers between foreign exchange and stock markets in emerging economies
Tian, Maoxi
;
El Khoury, Rim
;
Alshater, Muneer Maher
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014246021
Saved in:
4
Market risks that change US-European equity correlations
Sarwar, Ghulam
- In:
Journal of international financial markets, …
83
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014306348
Saved in:
5
Value-at-Risk under Lévy GARCH models : evidence from global stock markets
Slim, Skander
;
Koubaa, Yosra
;
BenSaïda, Ahmed
- In:
Journal of international financial markets, …
46
(
2017
),
pp. 30-53
Persistent link: https://www.econbiz.de/10011745291
Saved in:
6
Is risk higher during non-trading periods? : the risk trade-off for intraday versus overnight market returns
Riedel, Christoph
;
Wagner, Niklas F.
- In:
Journal of international financial markets, …
39
(
2015
),
pp. 53-64
Persistent link: https://www.econbiz.de/10011475596
Saved in:
7
Diversification evidence from international equity markets using extreme values and stochastic copulas
Bhatti, Muhammad Ishaq
;
Nguyen, Cuong
- In:
Journal of international financial markets, …
22
(
2012
)
3
,
pp. 622-646
Persistent link: https://www.econbiz.de/10009623538
Saved in:
8
Volatility forecasting : intra-day versus inter-day models
Angelidis, Timotheos
;
Degiannakis, Stavros
- In:
Journal of international financial markets, …
18
(
2008
)
5
,
pp. 449-465
Persistent link: https://www.econbiz.de/10003775710
Saved in:
9
Empirical analysis of GARCH models in value at risk estimation
So, Mike Ka-pui
;
Yu, Philip L. H.
- In:
Journal of international financial markets, …
16
(
2006
)
2
,
pp. 180-197
Persistent link: https://www.econbiz.de/10003300803
Saved in:
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