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~isPartOf:"Applied financial economics"
~language:"eng"
~subject:"ARCH model"
~subject:"Börsenkurs"
~type_genre:"Article in journal"
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ARCH model
Börsenkurs
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442
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442
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384
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384
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355
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355
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McMillan, David G.
6
Smith, Graham
4
Brooks, Robert
3
Chatrath, Arjun
3
Chiu, Chien-liang
3
Choudhry, Taufiq
3
Fraser, Patricia
3
Hassan, M. Kabir
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2
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2
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2
Hatemi-J, Abdulnasser
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Applied financial economics
Finance research letters
810
Journal of banking & finance
671
International review of financial analysis
650
The journal of finance : the journal of the American Finance Association
511
Applied economics
487
Journal of financial economics
487
Pacific-Basin finance journal
475
International review of economics & finance : IREF
460
Energy economics
434
Applied economics letters
430
The North American journal of economics and finance : a journal of financial economics studies
389
Journal of empirical finance
381
Research in international business and finance
375
Economic modelling
370
Journal of international financial markets, institutions & money
350
The review of financial studies
343
Economics letters
328
Review of quantitative finance and accounting
327
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310
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
296
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268
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266
Journal of risk and financial management : JRFM
244
International journal of economics and finance
234
International journal of economics and financial issues : IJEFI
231
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226
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216
Journal of financial markets
213
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192
Journal of international money and finance
176
Cogent economics & finance
173
Investment management and financial innovations
168
Management science : journal of the Institute for Operations Research and the Management Sciences
168
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165
Finance India : the quarterly journal of Indian Institute of Finance
164
Global finance journal
163
International journal of finance & economics : IJFE
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ECONIS (ZBW)
416
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416
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1
Adaptive and relative efficiency of stock markets from Southeastern Europe : a wavelet approach
Bogdanova, B.
;
Ivanov, I.
- In:
Applied financial economics
24
(
2014
)
10/12
,
pp. 705-722
Persistent link: https://www.econbiz.de/10010402649
Saved in:
2
An analysis of persistence in analyst's relative forecast accuracy
Simon, Andreas
- In:
Applied financial economics
24
(
2014
)
1/3
,
pp. 107-120
Persistent link: https://www.econbiz.de/10010391465
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
Clustering of shareholder annual meetings : a "new anomaly" in stock returns
Wang, Weishen
;
Hefner, Frank Louis
- In:
Applied financial economics
24
(
2014
)
16/18
,
pp. 1103-1110
Persistent link: https://www.econbiz.de/10010418951
Saved in:
5
Commodity futures price behaviour following large one-day price changes
Mazouz, Khelifa
;
Wang, Jian
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 939-948
Persistent link: https://www.econbiz.de/10010410296
Saved in:
6
Cross-border sentiment : an empirical analysis on EU stock markets
Bai, Ye
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 259-290
Persistent link: https://www.econbiz.de/10010399454
Saved in:
7
Dividend, liquidity and firm valuation : evidence from China AB share markets
Li, Mao Liang
;
Chui, Chin Man
;
Li, Chang Qing
- In:
Applied financial economics
24
(
2014
)
7/9
,
pp. 587-603
Persistent link: https://www.econbiz.de/10010402685
Saved in:
8
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:
9
Extreme returns in emerging stock markets : evidence of a MAX effect in South Korea
Nartea, Gilbert V.
;
Wu, Ji
;
Liu, Hong Tao
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 425-435
Persistent link: https://www.econbiz.de/10010401960
Saved in:
10
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
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