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~isPartOf:"Applied economics"
~isPartOf:"Journal of banking & finance"
~subject:"Börsenkurs"
~subject:"Stock market"
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Search: subject:"conditional heteroscedasticity"
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Börsenkurs
Stock market
ARCH model
273
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273
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159
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159
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81
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80
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70
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Zhang, Yaojie
5
Ma, Feng
3
Bouri, Elie
2
Chevapatrakul, Thanaset
2
Gajurel, Dinesh
2
Hamori, Shigeyuki
2
He, Mengxi
2
Jawadi, Fredj
2
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2
Roubaud, David
2
Saeed, Tareq
2
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2
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2
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1
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1
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1
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1
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1
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1
Albulescu, Claudiu Tiberiu
1
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1
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1
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1
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1
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1
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1
Chang, Chia-Chien
1
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1
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Applied economics
Journal of banking & finance
Finance research letters
66
International review of financial analysis
65
Energy economics
63
International review of economics & finance : IREF
63
Research in international business and finance
62
Economic modelling
58
Journal of international financial markets, institutions & money
55
The North American journal of economics and finance : a journal of financial economics studies
52
Journal of risk and financial management : JRFM
45
Journal of empirical finance
40
Applied economics letters
33
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
31
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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International Journal of Energy Economics and Policy : IJEEP
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22
Pacific-Basin finance journal
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21
International journal of forecasting
21
International journal of finance & economics : IJFE
20
Review of quantitative finance and accounting
19
The European journal of finance
18
International Journal of Financial Studies : open access journal
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International journal of economics and finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Discussion paper / Tinbergen Institute
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Emerging markets, finance and trade : EMFT
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Emerging markets review
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Global business review
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The journal of applied business research
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Afro-Asian Journal of Finance and Accounting : AAJFA
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Economic research
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Global finance journal
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ECONIS (ZBW)
91
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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
Do gulf stock markets share time varying connectedness
Saeed, Tareq
;
Nautiyal, Neeraj
;
Ur Rehman, Mobeen
; …
- In:
Applied economics
55
(
2023
)
48
,
pp. 5700-5718
Persistent link: https://www.econbiz.de/10014335664
Saved in:
3
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:
4
Price discovery in equity markets : a state-dependent analysis of spot and futures markets
Kuck, Konstantin
;
Schweikert, Karsten
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462550
Saved in:
5
Cross-asset time-series momentum : crude oil volatility and global stock markets
Fernandez-Perez, Adrian
;
Indriawan, Ivan
;
Tse, Yiuman
; …
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014492117
Saved in:
6
The effect of uncertainty on stock market volatility and correlation
Asgharian, Hossein
;
Christiansen, Charlotte
;
Hou, Ai Jun
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014486544
Saved in:
7
Modelling and forecasting volatility with high-frequency and VIX information : a component realized EGARCH model with VIX
Wu, Xinyu
;
Xia, Michelle
;
Li, Xindan
- In:
Applied economics
55
(
2023
)
20
,
pp. 2273-2291
Persistent link: https://www.econbiz.de/10014294916
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
Does economic policy uncertainty outperform macroeconomic factor and financial market uncertainty in forecasting carbon emission price volatility? : evidence from China
Lu, Hengzhen
;
Gao, Qiujin
;
Li, Matthew C.
- In:
Applied economics
55
(
2023
)
54
,
pp. 6427-6443
Persistent link: https://www.econbiz.de/10014381870
Saved in:
10
Volatility transmission between the Japanese stock market and the Western stock market indices : time & frequency domain connectedness analysis with high-frequency data
Akdoğu, Serpil Kahraman
;
Keser, Merve
- In:
Applied economics
54
(
2022
)
6
,
pp. 670-684
Persistent link: https://www.econbiz.de/10012874238
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