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subject:"Kapitaleinkommen"
~isPartOf:"Afro-Asian Journal of Finance and Accounting : AAJFA"
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Search: subject_exact:"Autoregressive conditional heteroscedasticity"
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Kapitaleinkommen
ARCH model
20
ARCH-Modell
20
Volatility
19
Volatilität
19
Capital income
12
Aktienmarkt
11
Stock market
11
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Emerging economies
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volatility
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Al Refai, Hisham M.
1
Bagchi, Debasis
1
Ben Salem, Marwa
1
Camiel Singh
1
Debasish, Sathya Swaroop
1
Eissa, Mohamed Abdelaziz
1
Fakhfekh, Mohamed
1
Jeribi, Ahmed
1
Kumar, Arya
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Kumaran, Sunitha
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Kunjal, Damien
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Lee, Changjun
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Mishra, Shekhar
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Moodley, Fabian
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Naidu, Delane D.
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Panda, Pradiptarathi
1
Pandey, Rajan
1
Parikh, Nirav
1
Peerbhai, Faeezah
1
Phan Thi Kieu Hoa
1
Rehman, Seema
1
Ryu, Doojin
1
Shanthi, A.
1
Sharif, Saqib
1
Thamilselvan, R.
1
Thi Ngan Nguyen
1
Thiripalraju, M.
1
Tran Thi Tuan Anh
1
Ullah, Wali
1
Xuan Vinh Vo
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Afro-Asian Journal of Finance and Accounting : AAJFA
Finance research letters
54
Journal of empirical finance
49
International review of financial analysis
47
The North American journal of economics and finance : a journal of financial economics studies
46
Energy economics
41
International review of economics & finance : IREF
41
Research in international business and finance
38
Journal of international financial markets, institutions & money
35
International journal of forecasting
34
Economic modelling
33
Applied economics
31
Journal of banking & finance
30
Journal of forecasting
28
Journal of risk and financial management : JRFM
27
The European journal of finance
26
Applied economics letters
22
Applied financial economics
22
Journal of econometrics
22
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
Journal of financial econometrics
18
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
18
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
17
Review of quantitative finance and accounting
17
International journal of economics and finance
16
Pacific-Basin finance journal
16
International journal of finance & economics : IJFE
15
Working paper
15
Cogent economics & finance
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
International journal of economics and financial issues : IJEFI
14
Journal of financial econometrics : official journal of the Society for Financial Econometrics
13
Economics letters
12
Global finance journal
12
International Journal of Financial Studies : open access journal
12
Discussion paper / Tinbergen Institute
11
Global business review
11
The journal of applied business research
11
Theoretical economics letters
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ECONIS (ZBW)
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1
Explanatory power of realised moments
Rehman, Seema
;
Sharif, Saqib
;
Ullah, Wali
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
14
(
2024
)
1
,
pp. 22-42
Persistent link: https://www.econbiz.de/10014490919
Saved in:
2
The relationship between implied volatility and equity returns in South Africa
Peerbhai, Faeezah
;
Kunjal, Damien
;
Naidu, Delane D.
; …
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
14
(
2024
)
1
,
pp. 83-99
Persistent link: https://www.econbiz.de/10014490922
Saved in:
3
Volatility dynamics of Tunisian stock market before and during COVID-19 outbreak and diversification benefits of Bitcoin
Ben Salem, Marwa
;
Fakhfekh, Mohamed
;
Jeribi, Ahmed
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
13
(
2023
)
5
,
pp. 651-672
Persistent link: https://www.econbiz.de/10014391407
Saved in:
4
Forecasting volatility of Saudi stock market (TASI) and sectoral indices
Kumaran, Sunitha
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
13
(
2023
)
6
,
pp. 819-842
Persistent link: https://www.econbiz.de/10014434354
Saved in:
5
Investigation of stock return volatility using Shannon entropy : evidence from ASEAN stock markets
Xuan Vinh Vo
;
Tran Thi Tuan Anh
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
12
(
2022
)
4
,
pp. 479-490
Persistent link: https://www.econbiz.de/10013350691
Saved in:
6
The equity market returns and volatility spillover from the US and Japanese markets to Asian frontier markets
Thi Ngan Nguyen
;
Phan Thi Kieu Hoa
;
Parikh, Nirav
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
12
(
2022
)
4
,
pp. 491-508
Persistent link: https://www.econbiz.de/10013350713
Saved in:
7
The quantile dependence between global crude oil price and stock markets in emerging Asia : evidence from major oil consuming nations
Mishra, Shekhar
;
Debasish, Sathya Swaroop
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
9
(
2019
)
3
,
pp. 309-331
Persistent link: https://www.econbiz.de/10012135603
Saved in:
8
Modelling and forecasting volatility for BSE and NSE stock index : linear vs. nonlinear approach
Shanthi, A.
;
Thamilselvan, R.
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
9
(
2019
)
4
,
pp. 363-380
Persistent link: https://www.econbiz.de/10012153148
Saved in:
9
Return and volatility spillovers among stock markets : BRICS countries experience
Panda, Pradiptarathi
;
Thiripalraju, M.
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
8
(
2018
)
2
,
pp. 148-166
Persistent link: https://www.econbiz.de/10011936269
Saved in:
10
Modelling persistence in conditional volatility of asset returns
Pandey, Rajan
;
Kumar, Arya
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
7
(
2017
)
1
,
pp. 16-34
Persistent link: https://www.econbiz.de/10011748637
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