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subject:"Share price"
subject:"Stock index"
~isPartOf:"International review of financial analysis"
~isPartOf:"Research in international business and finance"
~subject:"ARCH model"
~subject:"Risk"
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Share price
Stock index
ARCH model
Risk
Estimation
550
Schätzung
549
Capital income
197
Kapitaleinkommen
197
Volatility
170
Volatilität
170
Börsenkurs
167
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88
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Gupta, Rangan
7
Ma, Feng
5
Degiannakis, Stavros
4
Abedin, Mohammad Zoynul
3
Bouri, Elie
3
Caporale, Guglielmo Maria
3
Ge̜bka, Bartosz
3
Gil-Alaña, Luis A.
3
Hudson, Robert
3
Nonejad, Nima
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Pierdzioch, Christian
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Sensoy, Ahmet
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Smales, Lee A.
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Tiwari, Aviral Kumar
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Abakah, Emmanuel Joel Aikins
2
Aharon, David Y.
2
Ahmad, Wasim
2
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2
Balcilar, Mehmet
2
Bouteska, Ahmed
2
Brooks, Robert
2
Chiang, Thomas C.
2
Chortareas, Georgios E.
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Cipollini, Andrea
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Daly, Kevin Edward
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Do, Hung Xuan
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Fang, Victor
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Floros, Christos
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Gabauer, David
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Gong, Xue
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Guesmi, Khaled
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Hammoudeh, Shawkat
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In, Francis Haeuck
2
Klotzle, Marcelo Cabus
2
Lau, Chi Keung
2
Lee, Chien-chiang
2
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2
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International review of financial analysis
Research in international business and finance
Finance research letters
197
Applied economics
182
International review of economics & finance : IREF
159
NBER working paper series
152
Applied economics letters
151
Working paper / National Bureau of Economic Research, Inc.
147
Economic modelling
146
Applied financial economics
134
Journal of banking & finance
133
Journal of empirical finance
132
The North American journal of economics and finance : a journal of financial economics studies
128
Energy economics
124
NBER Working Paper
122
Journal of international financial markets, institutions & money
100
CESifo working papers
88
Journal of econometrics
84
Journal of financial economics
83
Working paper
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Journal of risk and financial management : JRFM
80
Discussion paper / Centre for Economic Policy Research
77
The European journal of finance
77
Economics letters
76
Pacific-Basin finance journal
74
Journal of international money and finance
69
Discussion paper / Tinbergen Institute
68
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
66
Review of quantitative finance and accounting
65
The journal of futures markets
65
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
64
International journal of economics and finance
61
International journal of finance & economics : IJFE
60
International journal of economics and financial issues : IJEFI
57
Cogent economics & finance
55
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
53
Management science : journal of the Institute for Operations Research and the Management Sciences
50
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
49
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
260
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1
Potential diversification benefits : a comparative study of Islamic and conventional stock market indexes
Belanes, Amel
;
Saâdaoui, Foued
;
Abedin, Mohammad Zoynul
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014451500
Saved in:
2
Recession-proof marketing? : unraveling the impact of advertising efficiency on stock volatility
Al-Gamrh, Bakr
;
Rasul, Tareq Faizur
- In:
International review of financial analysis
92
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014492364
Saved in:
3
Economic policy uncertainty and stock market volatility in China : evidence from SV-MIDAS-t model
Wang, Nianling
;
Yin, Jiyuan
;
Li, Yong
- In:
International review of financial analysis
92
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014492383
Saved in:
4
Global uncertainties and Australian financial markets : quantile time-frequency connectedness
Sheikh, Umaid A.
;
Asadi, Mehrad
;
Roubaud, David
; …
- In:
International review of financial analysis
92
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014492393
Saved in:
5
GARCH-M model with an asymmetric risk premium : distinguishing between "good" and "bad" volatility periods
Trifonov, Juri
;
Potanin, Bogdan
- In:
International review of financial analysis
91
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014446930
Saved in:
6
Is downside risk priced in cryptocurrency market?
Dobrynskaja, V. V.
- In:
International review of financial analysis
91
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014446931
Saved in:
7
Measuring the G20 stock market return transmission mechanism : evidence from the R2 connectedness approach
Naeem, Muhammad Abubakr
;
Chatziantoniou, Ioannis
; …
- In:
International review of financial analysis
91
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014446949
Saved in:
8
Asymmetric liquidity risk and currency returns before and during COVID-19 pandemic
Palwishah, Rana
;
Kashif, Muhammad
;
Ur Rehman, Mobeen
; …
- In:
International review of financial analysis
91
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014446983
Saved in:
9
Time-varying causality impact of economic policy uncertainty on stock market returns : global evidence from developed and emerging countries
Hong, Yun
;
Zhang, Rushan
;
Zhang, Feipeng
- In:
International review of financial analysis
91
(
2024
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014446987
Saved in:
10
Return-volatility relationships in cryptocurrency markets : evidence from asymmetric quantiles and non-linear ARDL approach
Karim, Muhammad Mahmudul
;
Ali, Md Hakim
;
Yarovaya, Larisa
; …
- In:
International review of financial analysis
90
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014470582
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