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~isPartOf:"Economic modelling"
~isPartOf:"Journal of international financial markets, institutions & money"
~isPartOf:"The European journal of finance"
~subject:"ARCH-Modell"
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ARCH-Modell
ARCH model
152
Volatility
119
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Ma, Feng
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Economic modelling
Journal of international financial markets, institutions & money
The European journal of finance
Energy economics
169
Finance research letters
164
The North American journal of economics and finance : a journal of financial economics studies
104
Applied economics
102
Research in international business and finance
95
International review of economics & finance : IREF
82
International review of financial analysis
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
75
International journal of forecasting
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Journal of econometrics
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47
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23
Pacific-Basin finance journal
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21
Theoretical economics letters
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International journal of economics and finance
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ECONIS (ZBW)
152
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1
Dynamic dependence of futures basis between the Chinese and international grains markets
Wang, Hao
;
Dong, Yizhe
;
Sun, Mingli
;
Shi, Baofeng
;
Ji, Hao
- In:
Economic modelling
130
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014451147
Saved in:
2
The impact of joint events on oil price volatility : evidence from a dynamic graphical news analysis model
Zhao, Lu-Tao
;
Wang, Dai-Song
;
Ren, Zhong-Yuan
- In:
Economic modelling
130
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014451154
Saved in:
3
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:
4
Introducing the GVAR-GARCH model : evidence from financial markets
Prelorentzos, Arsenios-Georgios N.
;
Konstantakis, …
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014494797
Saved in:
5
The asymmetric dynamics of stock-bond liquidity correlation in China : the role of macro-financial determinants
Pan, Beier
- In:
Economic modelling
124
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463273
Saved in:
6
How do monetary shock, financial crisis, and quotation reform affect the long memory of exchange rate volatility? : evidence from major currencies
Wang, Xinyu
;
Qi, Zikang
;
Huang, Jianglu
- In:
Economic modelling
120
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014383984
Saved in:
7
Did cryptomarket chaos unleash Silvergate's bankruptcy? : investigating the high-frequency volatility and connectedness behind the collapse
Esparcia, Carlos
;
Escribano, Ana
;
Jareño, Francisco
- In:
Journal of international financial markets, …
89
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014490072
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8
Hedging effectiveness of bitcoin and gold : evidence from G7 stock markets
Xu, Lei
;
Kinkyō, Takuji
- In:
Journal of international financial markets, …
85
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014433230
Saved in:
9
Realized higher-order moments spillovers across cryptocurrencies
Apergēs, Nikolaos
- In:
Journal of international financial markets, …
85
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014433236
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10
International stock volatility predictability : new evidence from uncertainties
Wang, Jiqian
;
Ma, Feng
;
Wang, Tianyang
;
Wu, Lan
- In:
Journal of international financial markets, …
85
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014433290
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