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subject:"ARCH-Modell"
~isPartOf:"Research in international business and finance"
~subject:"Stock index"
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Search: subject_exact:"GARCH-Modell"
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ARCH-Modell
Stock index
ARCH model
131
Volatility
95
Volatilität
95
Aktienmarkt
47
Stock market
47
Börsenkurs
45
Share price
45
Capital income
39
Kapitaleinkommen
39
Spillover effect
35
Spillover-Effekt
35
Estimation
34
Schätzung
34
Welt
29
World
29
Correlation
24
Korrelation
24
Theorie
16
Theory
16
Time series analysis
16
Zeitreihenanalyse
16
Virtual currency
15
Virtuelle Währung
15
Financial crisis
14
Finanzkrise
14
Forecasting model
14
GARCH
14
Prognoseverfahren
14
Emerging economies
13
Schwellenländer
13
Portfolio selection
12
Portfolio-Management
12
Risikomaß
11
Risk measure
11
Exchange rate
10
Hedging
10
Oil price
10
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10
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10
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131
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131
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Gozgor, Giray
3
Gupta, Rangan
3
Ji, Qiang
3
Lau, Chi Keung
3
Papadamou, Stephanos
3
Tiwari, Aviral Kumar
3
Aboura, Sofiane
2
Ben Ouda, Olfa
2
Bouri, Elie
2
Caporale, Guglielmo Maria
2
Chevallier, Julien
2
Degiannakis, Stavros
2
Delhoumi, Ezzeddine
2
Ftiti, Zied
2
Hammami, Yacine
2
Hammoudeh, Shawkat
2
Jilani, Faouzi
2
Kenourgios, Dimitris
2
Koulis, Alexandros
2
Koutmos, Dimitrios
2
Moussa, Faten
2
Serletis, Apostolos
2
Trabelsi, Nader
2
Abedin, Mohammad Zoynul
1
Abraham, Abraham
1
Agudelo, Diego A.
1
Aharon, David Y.
1
Ahmad, Wasim
1
Ahmed, Abdullahi Dahir
1
Al Rababa'a, Abdel Razzaq
1
Al Refai, Hisham M.
1
Al-Shboul, Mohammad
1
Alaoui, Abdelkader O. el
1
Alexandrou, George
1
Alomari, Mohammad
1
Aloui, Chaker
1
Andréosso-O'Callaghan, Bernadette
1
Ankudinov, Andrej B.
1
Antonakakis, Nikolaos
1
Anwar, Sajid
1
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Research in international business and finance
Energy economics
267
Finance research letters
207
Applied economics
164
Economic modelling
155
Journal of econometrics
147
International review of financial analysis
144
Journal of empirical finance
134
International review of economics & finance : IREF
125
The North American journal of economics and finance : a journal of financial economics studies
123
Journal of banking & finance
113
Economics letters
109
Journal of international financial markets, institutions & money
107
Applied financial economics
101
Discussion paper / Tinbergen Institute
98
International journal of forecasting
96
Journal of risk and financial management : JRFM
88
Journal of forecasting
87
Applied economics letters
79
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
76
The European journal of finance
76
The journal of futures markets
74
Econometric theory
73
Econometric Institute research papers
69
Working paper
69
International Journal of Energy Economics and Policy : IJEEP
65
Journal of financial econometrics : official journal of the Society for Financial Econometrics
65
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
64
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
56
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
54
International journal of finance & economics : IJFE
52
International journal of economics and financial issues : IJEFI
50
Econometric reviews
47
Journal of international money and finance
46
International journal of economics and finance
45
Review of quantitative finance and accounting
44
CREATES research paper
43
Computational economics
43
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
42
Journal of risk
42
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ECONIS (ZBW)
131
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1
Spillovers and hedging effectiveness between oil and US equity sectors : evidence from the COVID pre- and post-vaccination phases
Yousaf, Imran
;
Arfaoui, Nadia
;
Gubareva, Mariya
- In:
Research in international business and finance
69
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10015052236
Saved in:
2
Frequency volatility connectedness and portfolio hedging of U.S. energy commodities
Kočenda, Evžen
;
Moravcová, Michala
- In:
Research in international business and finance
69
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10015052535
Saved in:
3
Performance of crypto-Forex portfolios based on intraday data
Esparcia, Carlos
;
López, Raquel
- In:
Research in international business and finance
69
(
2024
),
pp. 1-32
Persistent link: https://www.econbiz.de/10015052354
Saved in:
4
Do online attention and sentiment affect cryptocurrencies’ correlations?
Aslanidis, Nektarios
;
Bariviera, Aurelio Fernández
; …
- In:
Research in international business and finance
71
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10015062450
Saved in:
5
Volatility spillover across spot and futures markets : evidence from dual financial system
Elsayed, Ahmed
;
Asutay, Mehmet
;
Alaoui, Abdelkader O. el
; …
- In:
Research in international business and finance
71
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10015062170
Saved in:
6
Financial technology and ESG market : a wavelet-DCC GARCH approach
Babak Naysary
;
Shrestha, Keshab
- In:
Research in international business and finance
71
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10015062813
Saved in:
7
The safe haven, hedging, and diversification properties of oil, gold, and cryptocurrency for the G7 equity markets : evidence from the pre- and post-COVID-19 periods
Tarchella, Salma
;
Khalfaoui, Rabeh
;
Hammoudeh, Shawkat
- In:
Research in international business and finance
67
(
2024
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451553
Saved in:
8
COVID-19 and stock returns : evidence from the Markov switching dependence approach
Bouteska, Ahmed
;
Sharif, Taimur
;
Abedin, Mohammad Zoynul
- In:
Research in international business and finance
64
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014279046
Saved in:
9
Asymmetric and time-frequency volatility connectedness between China and international crude oil markets with portfolio implications
Liu, Zhenhua
;
Ji, Qiang
;
Zhai, Pengxiang
;
Ding, Zhihua
- In:
Research in international business and finance
66
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014462203
Saved in:
10
Forecasting stock market volatility under parameter and model uncertainty
Li, Zhao-Chen
;
Chi, Xie
;
Wang, Gang-Jin
;
Zhu, You
; …
- In:
Research in international business and finance
66
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014463139
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