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type_genre:"Article in journal"
type_genre:"Survey"
~isPartOf:"Review of quantitative finance and accounting"
~subject:"ARCH model"
~type_genre:"Collection of articles of several authors"
~type_genre:"Conference paper"
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ARCH model
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59
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Li, Bingxin
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Review of quantitative finance and accounting
Energy economics
66
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Finance research letters
54
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International review of economics & finance : IREF
46
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44
The North American journal of economics and finance : a journal of financial economics studies
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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ECONIS (ZBW)
17
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1
Volatility spillover among sector equity returns under structural breaks
Malik, Farooq
- In:
Review of quantitative finance and accounting
58
(
2022
)
3
,
pp. 1063-1080
Persistent link: https://www.econbiz.de/10013191782
Saved in:
2
Risk premia in the term structure of crude oil futures : long-run and short-run volatility components
Boyd, Naomi E.
;
Li, Bingxin
;
Liu, Rui
- In:
Review of quantitative finance and accounting
58
(
2022
)
4
,
pp. 1505-1533
Persistent link: https://www.econbiz.de/10013191983
Saved in:
3
Estimating volatility clustering and variance risk premium effects on bank default indicators
Kenç, Turalay
;
Cevik, Emrah Ismail
- In:
Review of quantitative finance and accounting
57
(
2021
)
4
,
pp. 1373-1392
Persistent link: https://www.econbiz.de/10012660703
Saved in:
4
News sentiment and stock market volatility
Hsu, Yen-Ju
;
Lu, Yang-cheng
;
Yang, J. Jimmy
- In:
Review of quantitative finance and accounting
57
(
2021
)
3
,
pp. 1093-1122
Persistent link: https://www.econbiz.de/10012620049
Saved in:
5
Option-implied filtering : evidence from the GARCH option pricing model
Li, Bingxin
- In:
Review of quantitative finance and accounting
54
(
2020
)
3
,
pp. 1037-1057
Persistent link: https://www.econbiz.de/10012233110
Saved in:
6
Volatility and asymmetric dependence in Central and East European stock markets
Joseph, Nathan Lael
;
Vo, Thi Thuy Anh
;
Mobarek, Asma
; …
- In:
Review of quantitative finance and accounting
55
(
2020
)
4
,
pp. 1241-1303
Persistent link: https://www.econbiz.de/10012304151
Saved in:
7
Determinants of equity return correlations : a case study of the Amman Stock Exchange
Alomari, Mohammad
;
Power, David M.
;
Tantisantiwong, Nongnuch
- In:
Review of quantitative finance and accounting
50
(
2018
)
1
,
pp. 33-66
Persistent link: https://www.econbiz.de/10011979091
Saved in:
8
A geometric treatment of time-varying volatilities
Han, Chulwoo
;
Park, Frank C.
;
Kang, Jangkoo
- In:
Review of quantitative finance and accounting
49
(
2017
)
4
,
pp. 1121-1141
Persistent link: https://www.econbiz.de/10011797596
Saved in:
9
Earnings quality and the heterogeneous relation between earnings and stock returns
Isidro, Helena
;
Dias, José G.
- In:
Review of quantitative finance and accounting
49
(
2017
)
4
,
pp. 1143-1165
Persistent link: https://www.econbiz.de/10011797598
Saved in:
10
Comovements between Chinese and global stock markets : evidence from aggregate and sectoral data
Chiang, Thomas C.
;
Lao, LanJun
;
Xue, Qingfeng
- In:
Review of quantitative finance and accounting
47
(
2016
)
4
,
pp. 1003-1042
Persistent link: https://www.econbiz.de/10011595781
Saved in:
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