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~isPartOf:"Applied financial economics"
~isPartOf:"Regional science & urban economics"
~subject:"ARCH model"
~type_genre:"Aufsatz in Zeitschrift"
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ARCH model
Theorie
1,028
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USA
609
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609
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570
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570
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357
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326
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Aufsatz in Zeitschrift
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101
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McMillan, David G.
3
Speight, Alan E. H.
3
Chiang, Min-Hsien
2
Degiannakis, Stavros
2
Dijk, Dick van
2
Hamori, Shigeyuki
2
Huang, Han-Ching
2
Lee, Hsiang-tai
2
Su, Yong-chern
2
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2
Abad, Pilar
1
Adrangi, Bahram
1
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1
Ajmi, Ahdi Noomen
1
Akdemir, A.
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
Antonakakis, Nikolaos
1
Ané, Thierry
1
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1
Batten, Jonathan A.
1
Ben Sita, Bernard
1
Bhattacharya, Kaushik
1
Bhaumik, Sankar Kumar
1
Bologna, Pierluigi
1
Bowe, Michael
1
Brooks, Robert
1
Brännäs, Kurt
1
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1
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1
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1
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1
Chappell, David
1
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1
Chebbi, A.
1
Chelley-Steeley, Patricia L.
1
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Applied financial economics
Regional science & urban economics
Energy economics
253
Applied economics
160
The North American journal of economics and finance : a journal of financial economics studies
123
International review of economics & finance : IREF
113
Economics letters
109
Applied economics letters
77
International Journal of Energy Economics and Policy : IJEEP
62
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
56
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
54
International journal of economics and financial issues : IJEFI
49
International journal of finance & economics : IJFE
46
International journal of economics and finance
45
Cogent economics & finance
37
Computational economics
36
The empirical economics letters : a monthly international journal of economics
36
Journal of economics and finance
28
Journal of Asian economics
24
Theoretical and applied economics : GAER review
23
Theoretical economics letters
23
Annals of financial economics
21
Finance a úvěr
19
Review of financial economics : RFE
19
Empirical economics : a quarterly journal of the Institute for Advanced Studies
17
Global business & economics review
16
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
16
Studies in economics and finance
15
Journal of business economics and management
13
The journal of real estate finance and economics
13
Journal of quantitative economics : official journal of the Indian Econometric Society
12
Empirica : journal of european economics
11
Journal of Asian finance, economics and business : JAFEB
11
Journal of quantitative economics
11
Quantitative finance and economics
11
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
11
Applied financial economics letters
10
Insurance / Mathematics & economics
10
Journal of financial economics
10
The IUP journal of applied economics
10
Zagreb international review of economics & business
10
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ECONIS (ZBW)
101
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1
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101
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1
Dynamic dependencies between the Tunisian stock market and other international stock markets : GARCH-EVT-Copula approach
Chebbi, A.
;
Hedhli, A.
- In:
Applied financial economics
24
(
2014
)
16/18
,
pp. 1215-1228
Persistent link: https://www.econbiz.de/10010418906
Saved in:
2
Volatility forecasting performance of two-scale realized volatility
Garg, S.
;
Vipul
- In:
Applied financial economics
24
(
2014
)
16/18
,
pp. 1111-1121
Persistent link: https://www.econbiz.de/10010418949
Saved in:
3
The Black-Litterman model : the definition of views based on volatility forecasts
Duqi, Andi
;
Franci, Leonardo
;
Torluccio, Giuseppe
- In:
Applied financial economics
24
(
2014
)
19/21
,
pp. 1285-1296
Persistent link: https://www.econbiz.de/10010460181
Saved in:
4
Volatility transmission across currencies and stock markets : GIIPS in crisis
Andrikopulos, Andreas A.
;
Samitas, Aristeidis
; …
- In:
Applied financial economics
24
(
2014
)
19/21
,
pp. 1261-1283
Persistent link: https://www.econbiz.de/10010460183
Saved in:
5
Gold prices and exchange rates : a time-varying copula analysis
Yang, Lu
;
Hamori, Shigeyuki
- In:
Applied financial economics
24
(
2014
)
1/3
,
pp. 41-50
Persistent link: https://www.econbiz.de/10010389374
Saved in:
6
Financial instability and the short-term dynamics of volatility expectations
Maghrebi, Nabil
;
Holmes, Mark J.
;
Oya, Kosuke
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 377-395
Persistent link: https://www.econbiz.de/10010399697
Saved in:
7
Forecasting stock return volatility at the quarterly frequency : an evaluation of time series approaches
Reeves, Jonathan J.
;
Xie, Xuan
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 347-356
Persistent link: https://www.econbiz.de/10010399705
Saved in:
8
Interest-rate volatility and volatility transmission in nine Latin American countries
Hegerty, Scott W.
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 927-937
Persistent link: https://www.econbiz.de/10010410391
Saved in:
9
Modelling the volatility of the Dow Jones Islamic Market World Index using a fractionally integrated time-varying GARCH (FITVGARCH) model
Nasr, Adnen Ben
;
Ajmi, Ahdi Noomen
;
Gupta, Rangan
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 993-1004
Persistent link: https://www.econbiz.de/10010415355
Saved in:
10
Forecasting volatility in developing countries' nominal exchange returns
Antonakakis, Nikolaos
;
Darby, Julia
- In:
Applied financial economics
23
(
2013
)
19/21
,
pp. 1675-1691
Persistent link: https://www.econbiz.de/10010260183
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