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~isPartOf:"International review of financial analysis"
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Search: subject_exact:"GARCH-Modell"
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ARCH model
177
ARCH-Modell
177
Volatility
147
Volatilität
147
Aktienmarkt
70
Stock market
70
Börsenkurs
68
Share price
68
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58
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177
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Ma, Feng
6
Bouri, Elie
4
Gupta, Rangan
4
Lau, Chi Keung
4
Li, Yan
4
Degiannakis, Stavros
3
Ftiti, Zied
3
Gozgor, Giray
3
Guesmi, Khaled
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Hammoudeh, Shawkat
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Ji, Qiang
3
Shahzad, Syed Jawad Hussain
3
Tiwari, Aviral Kumar
3
Yarovaya, Larisa
3
Aboura, Sofiane
2
Aharon, David Y.
2
Ahmad, Wasim
2
Ben Ouda, Olfa
2
Brooks, Robert
2
Caporale, Guglielmo Maria
2
Chevallier, Julien
2
Choudhry, Taufiq
2
Delhoumi, Ezzeddine
2
Do, Hung Xuan
2
Karanasos, Menelaos
2
Koulis, Alexandros
2
Liang, Chao
2
Lu, Fei
2
Molnár, Peter
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Moussa, Faten
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Naeem, Muhammad Abubakr
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Nonejad, Nima
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Papadamou, Stephanos
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Peng, Zhe
2
Pick Schen Yip
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Saadi, Samir
2
Serletis, Apostolos
2
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2
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International review of financial analysis
Research in international business and 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
Economic modelling
82
International review of economics & finance : IREF
82
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
75
International journal of forecasting
61
Journal of econometrics
61
Journal of international financial markets, institutions & money
49
Journal of empirical finance
47
Economics letters
44
Applied economics letters
41
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
34
Journal of banking & finance
33
Journal of financial econometrics
33
Journal of forecasting
33
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30
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29
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27
International journal of finance & economics : IJFE
25
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
23
Pacific-Basin finance journal
23
Econometric reviews
22
The European journal of finance
21
The journal of futures markets
21
Theoretical economics letters
20
International journal of economics and finance
19
Journal of time series econometrics
19
Review of quantitative finance and accounting
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
18
Journal of mathematical finance
17
Empirical economics : a quarterly journal of the Institute for Advanced Studies
15
Global business review
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Journal of commodity markets
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Journal of international money and finance
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ECONIS (ZBW)
177
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177
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1
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:
2
Volatility prediction for the energy sector with economic determinants : evidence from a hybrid model
Wang, Yuejing
;
Ye, Wuyi
;
Jiang, Ying
;
Liu, Xiaoquan
- In:
International review of financial analysis
92
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014492381
Saved in:
3
Volatility forecasting of Chinese energy market : which uncertainty have better performance?
Zhang, Jiaming
;
Xiang, Yitian
;
Zou, Yang
;
Guo, Songlin
- In:
International review of financial analysis
91
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014446929
Saved in:
4
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:
5
Crude oil prices in times of crisis : the role of Covid-19 and historical events
Bouazizi, Tarek
;
Guesmi, Khaled
;
Galariotis, Emilios
; …
- In:
International review of financial analysis
91
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014446934
Saved in:
6
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
Saved in:
7
The effects of economic and financial shocks on private investment : a wavelet study of return and volatility spillovers
GVS Chiranjivi
;
Sensarma, Rudra
- In:
International review of financial analysis
90
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014470876
Saved in:
8
Spillovers of joint volatility-skewness-kurtosis of major cryptocurrencies and their determinants
Bouri, Elie
;
Jalkh, Naji
- In:
International review of financial analysis
90
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014470883
Saved in:
9
Forecasting stock volatility with economic policy uncertainty : a smooth transition GARCH-MIDAS model
Li, Dongxin
;
Zhang, Li
;
Li, Lihong
- In:
International review of financial analysis
88
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014471874
Saved in:
10
Have the predictability of oil changed during the COVID-19 pandemic : evidence from international stock markets
Ding, Hui
;
Huang, Yisu
;
Wang, Jiqian
- In:
International review of financial analysis
87
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014460444
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