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~isPartOf:"Applied economics"
~isPartOf:"International review of economics & finance : IREF"
~subject:"Theorie"
~subject:"Welt"
~type_genre:"Article in journal"
~type_genre:"Diskette"
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Search: subject_exact:"ARCH-Modell"
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Theorie
Welt
ARCH model
273
ARCH-Modell
273
Volatility
191
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191
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104
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104
Börsenkurs
92
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92
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78
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Blazsek, Szabolcs
3
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3
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2
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2
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2
Huang, Alex
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1
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1
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1
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Applied economics
International review of economics & finance : IREF
Energy economics
98
Journal of empirical finance
64
Finance research letters
59
Journal of econometrics
55
International journal of forecasting
48
Economic modelling
47
Journal of forecasting
44
Research in international business and finance
43
Journal of banking & finance
42
International review of financial analysis
41
The North American journal of economics and finance : a journal of financial economics studies
39
Econometric theory
37
Economics letters
37
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34
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32
Journal of international financial markets, institutions & money
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Econometric reviews
26
Applied economics letters
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25
International Journal of Energy Economics and Policy : IJEEP
24
Journal of international money and finance
22
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
21
The econometrics journal
20
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18
Applied financial economics
17
Computational economics
17
International journal of finance & economics : IJFE
17
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17
Journal of economic dynamics & control
16
Risks : open access journal
14
The journal of futures markets
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Cogent economics & finance
12
Review of quantitative finance and accounting
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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ECONIS (ZBW)
96
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96
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date (oldest first)
1
Spillovers from stock markets to currency markets : evidence from Copula-CoVar with time-varying higher moments
Usman, Muhammad
;
Umar, Zaghum
;
Gubareva, Mariya
;
Dang …
- In:
Applied economics
55
(
2023
)
52
,
pp. 6091-6114
Persistent link: https://www.econbiz.de/10014381519
Saved in:
2
International commodity market and stock volatility predictability : evidence from G7 countries
Wang, Jiashun
;
Wang, Jiqian
;
Ma, Feng
- In:
International review of economics & finance : IREF
90
(
2024
),
pp. 62-71
Persistent link: https://www.econbiz.de/10014446887
Saved in:
3
Stock market volatility prediction : evidence from a new bagging model
Luo, Qin
;
Bu, Jinfeng
;
Xu, Weiju
;
Huang, Dengshi
- In:
International review of economics & finance : IREF
87
(
2023
),
pp. 445-456
Persistent link: https://www.econbiz.de/10014472410
Saved in:
4
The value-growth premium in a time-varying risk return framework
Park, Keehwan
;
Jung, Mookwon
;
Fang, Zhongzheng
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 1500-1512
Persistent link: https://www.econbiz.de/10014475293
Saved in:
5
Modelling and forecasting COVID-19 stock returns using asymmetric GARCH-ICAPM with mixture and heavy-tailed distributions
Rewat Khanthaporn
;
Wichitaksorn, Nuttanan
- In:
Applied economics
55
(
2023
)
51
,
pp. 6042-6061
Persistent link: https://www.econbiz.de/10014335891
Saved in:
6
Challenges for volatility forecasts of US fossil energy spot markets during the COVID-19 crisis
Li, Zepei
;
Huang, Haizhen
- In:
International review of economics & finance : IREF
86
(
2023
),
pp. 31-45
Persistent link: https://www.econbiz.de/10014428753
Saved in:
7
On stylized facts of cryptocurrencies returns and their relationship with other assets, with a focus on the impact of COVID-19
Cremaschini, Alessandro
;
Punzón, Antonio
;
Martellucci, …
- In:
Applied economics
55
(
2023
)
32
,
pp. 3675-3688
Persistent link: https://www.econbiz.de/10014299197
Saved in:
8
Forecasting stock market realized volatility : the role of global terrorist attacks
Wen, Danyan
;
He, Mengxi
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Applied economics
55
(
2023
)
22
,
pp. 2551-2566
Persistent link: https://www.econbiz.de/10014295065
Saved in:
9
Linear time-varying regression with copula-DCC-asymmetric-GARCH models for volatility : the co-movement between industrial electricity demand and financial factors
Kim, Yunsun
;
Hwang, Sun Young
;
Kim, Jong-Min
;
Kim, Sahm
- In:
Applied economics
55
(
2023
)
3
,
pp. 255-272
Persistent link: https://www.econbiz.de/10013494421
Saved in:
10
COVID-19 pandemic and volatility interdependence between gold and financial assets
Maghyereh, Aktham I.
;
Abdoh, Hussein A.
- In:
Applied economics
54
(
2022
)
13
,
pp. 1473-1486
Persistent link: https://www.econbiz.de/10012875386
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