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~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"International journal of economics and finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Börsenkurs"
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Search: subject:"GARCH"
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Börsenkurs
ARCH model
266
ARCH-Modell
266
Volatility
192
Volatilität
191
Estimation
91
Schätzung
91
Capital income
77
Kapitaleinkommen
77
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77
Time series analysis
75
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75
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63
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63
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60
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60
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59
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McAleer, Michael
7
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6
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2
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2
Chang, Chia-Lin
2
Gupta, Rangan
2
Hamori, Shigeyuki
2
Hol Uspensky, Eugenie
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2
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2
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1
Al-Deehani, Talla
1
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1
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1
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1
Aloui, Chaker
1
Aloui, Riadh
1
Ardia, David
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
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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
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1
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1
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1
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Discussion paper / Tinbergen Institute
International journal of economics and finance
The North American journal of economics and finance : a journal of financial economics studies
Finance research letters
57
Applied economics
50
Energy economics
50
International review of economics & finance : IREF
50
Research in international business and finance
46
International review of financial analysis
43
Journal of risk and financial management : JRFM
38
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35
Journal of international financial markets, institutions & money
34
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33
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27
International Journal of Energy Economics and Policy : IJEEP
24
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
24
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20
International journal of forecasting
18
Journal of forecasting
18
Cogent economics & finance
17
Economics letters
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
17
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International journal of economics and financial issues : IJEFI
16
International journal of finance & economics : IJFE
15
Review of quantitative finance and accounting
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The empirical economics letters : a monthly international journal of economics
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Global business review
14
Journal of financial econometrics : official journal of the Society for Financial Econometrics
14
The European journal of finance
13
Emerging markets, finance and trade : EMFT
12
Investment management and financial innovations
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Pacific-Basin finance journal
11
The journal of applied business research
11
Theoretical economics letters
11
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10
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ECONIS (ZBW)
77
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1
How oil price and exchange rate affect stock price in China using Bayesian Quantile_on_Quantile with
GARCH
approach
Chang, Hao Wen
;
Chang, Tsangyao
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014247010
Saved in:
2
Geopolitical risk and stock market volatility in emerging markets : a
GARCH
- MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Lasisi, …
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013538937
Saved in:
3
The fluctuation correlation between investor sentiment and stock index using VMD-LSTM : evidence from China stock market
Gao, Zhenbin
;
Zhang, Jie
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014483735
Saved in:
4
Cross-market information transmission and stock market volatility prediction
Wang, Yide
;
Chen, Zan
;
Ji, Xiaodong
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014485465
Saved in:
5
Forecasting stock return volatility in data-rich environment : a new powerful predictor
Dai, Zhifeng
;
Zhang, Xiaotong
;
Li, Tingyu
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014246821
Saved in:
6
Skew index : descriptive analysis, predictive power, and short-term forecast
Mora-Valencia, Andrés
;
Rodríguez-Raga, Santiago
; …
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012821304
Saved in:
7
Modeling dynamic conditional correlations with leverage effects and volatility spillover effects : evidence from the Chinese and US stock markets affected by the recent trade frict...
Pan, Qunxing
;
Mei, Xiaowen
;
Gao, Tianqing
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013413579
Saved in:
8
Contagion testing in frontier markets under alternative stressful S&P 500 market scenarios
Mahadeo, Scott M. R.
;
Heinlein, Reinhold
;
Legrenzi, …
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013449099
Saved in:
9
Evolving United States stock market volatility : the role of conventional and unconventional monetary policies
Plakandaras, Vasilios
;
Gupta, Rangan
;
Balcilar, Mehmet
; …
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013449139
Saved in:
10
The contagion effect of jump risk across Asian stock markets during the Covid-19 pandemic
Zhang, Yi
;
Zhou, Long
;
Chen, Yajiao
;
Liu, Fang
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013449345
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