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~isPartOf:"Applied economics"
~subject:"Schätzung"
~subject:"Theory"
~subject:"United States"
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Search: subject:"conditional heteroscedasticity"
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Schätzung
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United States
ARCH model
160
ARCH-Modell
160
Volatility
104
Volatilität
104
Estimation
58
Börsenkurs
44
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44
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38
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36
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95
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Blazsek, Szabolcs
4
Zhang, Yaojie
4
Ma, Feng
3
Goutte, Stéphane
2
Kim, Jong-Min
2
Liang, Chao
2
Monteros, Luis Antonio
2
Wang, Yi-Hsien
2
Wei, Yu
2
Wen, Fenghua
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Abid, Ilyes
1
Abuzayed, Bana
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Al-Fayoumi, Nedal
1
Albulescu, Claudiu Tiberiu
1
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1
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1
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Barai, Parama
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Belhachemi, Rachid
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Benlagha, Noureddine
1
Bilson, John F.
1
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1
Bodman, Philip M.
1
Bojnec, Štefan
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Chang, Kuang-liang
1
Chang, Matthew C.
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Chang, Ya-Chi
1
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1
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Applied economics
Energy economics
96
Journal of empirical finance
86
Economic modelling
80
Finance research letters
80
Journal of econometrics
79
International review of financial analysis
74
The North American journal of economics and finance : a journal of financial economics studies
63
Journal of banking & finance
60
Journal of international financial markets, institutions & money
60
Economics letters
59
Discussion paper / Tinbergen Institute
58
International journal of forecasting
58
International review of economics & finance : IREF
56
Research in international business and finance
49
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
47
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
46
Applied financial economics
45
The journal of futures markets
45
Journal of forecasting
44
Applied economics letters
43
Journal of risk and financial management : JRFM
43
Journal of financial econometrics : official journal of the Society for Financial Econometrics
42
Working paper
42
The European journal of finance
41
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
39
Econometric theory
38
Econometric Institute research papers
33
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
33
Econometric reviews
32
Journal of applied econometrics
30
International journal of economics and financial issues : IJEFI
28
International journal of finance & economics : IJFE
26
Journal of financial econometrics
26
Journal of risk
26
Review of quantitative finance and accounting
26
International journal of economics and finance
25
Journal of international money and finance
24
The econometrics journal
24
International Journal of Energy Economics and Policy : IJEEP
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ECONIS (ZBW)
95
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95
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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
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:
3
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:
4
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:
5
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:
6
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:
7
Forecasting the volatility of the German stock market : new evidence
Liang, Chao
;
Zhang, Yi
;
Zhang, Yaojie
- In:
Applied economics
54
(
2022
)
9
,
pp. 1055-1070
Persistent link: https://www.econbiz.de/10012875034
Saved in:
8
Petroleum prices and equity sector returns in petroleum exporting and importing countries : an analysis of volatility transmissions and hedging
Bagirov, Miramir
;
Mateus, Cesario
- In:
Applied economics
54
(
2022
)
23
,
pp. 2610-2626
Persistent link: https://www.econbiz.de/10013171109
Saved in:
9
The determinants of inflation volatility : a panel data analysis for US-product categories
Arespa, Marta
;
González-Alegre, Juan
- In:
Applied economics
54
(
2022
)
35
,
pp. 4060-4083
Persistent link: https://www.econbiz.de/10013410867
Saved in:
10
Does the US stock market information matter for European equity market volatility : a multivariate perspective?
Tang, Yusui
;
Ma, Feng
;
Wahab, M. I. M.
;
Wei, Yu
- In:
Applied economics
54
(
2022
)
58
,
pp. 6726-6743
Persistent link: https://www.econbiz.de/10013494246
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