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~isPartOf:"International review of financial analysis"
~subject:"ARCH model"
~type_genre:"Article in journal"
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Search: subject_exact:"Volatility"
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ARCH model
Volatility
287
Volatilität
287
Börsenkurs
106
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106
Capital income
90
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90
Aktienmarkt
78
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78
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Ma, Feng
6
Li, Yan
4
Bouri, Elie
2
Degiannakis, Stavros
2
Karanasos, Menelaos
2
Liang, Chao
2
Lu, Fei
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Nonejad, Nima
2
Peng, Zhe
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Shahzad, Syed Jawad Hussain
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1
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1
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1
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1
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International review of financial analysis
Energy economics
157
Finance research letters
127
The North American journal of economics and finance : a journal of financial economics studies
84
Applied economics
77
Research in international business and finance
74
International review of economics & finance : IREF
67
Economic modelling
65
International journal of forecasting
49
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
45
Journal of international financial markets, institutions & money
42
Journal of econometrics
38
Journal of empirical finance
38
Journal of forecasting
31
Economics letters
28
Applied economics letters
26
Journal of banking & finance
25
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
25
Journal of financial econometrics
24
International journal of finance & economics : IJFE
22
Emerging markets, finance and trade : EMFT
20
Quantitative finance
19
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
Journal of risk
18
Pacific-Basin finance journal
18
Theoretical economics letters
18
Computational economics
17
Global business review
15
Review of quantitative finance and accounting
15
The journal of futures markets
15
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
14
Journal of international money and finance
14
International journal of economics and finance
13
Eurasian economic review : a journal in applied macroeconomics and finance
12
International journal of financial research
12
Journal of commodity markets
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Macroeconomic dynamics
12
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ECONIS (ZBW)
73
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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
Saved in:
10
Asymmetric volatility in the cryptocurrency market : new evidence from models with structural breaks
Aharon, David Y.
;
Butt, Hassan Anjum
;
Jaffri, Ali
; …
- In:
International review of financial analysis
87
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014460602
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