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~isPartOf:"Dissertationen / Universität St. Gallen"
~isPartOf:"International journal of economics and financial issues : IJEFI"
~isPartOf:"The European journal of finance"
~subject:"ARCH-Modell"
~subject:"Welt"
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ARCH-Modell
Welt
ARCH model
120
Volatility
70
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70
Capital income
40
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40
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39
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Balibey, Mesut
2
Catania, Leopoldo
2
Choudhry, Taufiq
2
De Luca, Giovanni
2
Faff, Robert W.
2
Hamzaoui, Nessrine
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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
Bauer, Christian
1
Bayar, Asli
1
Beine, Michel
1
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Dissertationen / Universität St. Gallen
International journal of economics and financial issues : IJEFI
The European journal of finance
Energy economics
253
Finance research letters
176
Applied economics
160
Economic modelling
155
Journal of econometrics
147
International review of financial analysis
136
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132
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125
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123
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113
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113
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109
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107
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Discussion paper / Tinbergen Institute
98
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93
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Applied economics letters
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of futures markets
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Econometric Institute research papers
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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International Journal of Energy Economics and Policy : IJEEP
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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
Econometric reviews
46
International journal of finance & economics : IJFE
46
Journal of international money and finance
46
International journal of economics and finance
45
Review of quantitative finance and accounting
44
CREATES research paper
43
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
42
Journal of risk
40
The econometrics journal
40
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ECONIS (ZBW)
120
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1
The information content of currency option-implied volatilities : implications for ex-ante forecasts of global equity correlations
Figueiredo, Antonio
;
Parhizgari, Ali M.
;
Dupoyet, Brice
- In:
The European journal of finance
29
(
2023
)
18
,
pp. 2128-2153
Persistent link: https://www.econbiz.de/10014418133
Saved in:
2
On the effectiveness of stock index futures for tail risk protection
Zouari, Hammadi
- In:
International journal of economics and financial issues …
12
(
2022
)
3
,
pp. 38-52
Persistent link: https://www.econbiz.de/10013259361
Saved in:
3
Cryptocurrency returns, cybercrime and stock market volatility : GAS and regime switching approaches
Sanusi, Kazeem Abimbola
;
Dickason Koekemoer, Zandri
- In:
International journal of economics and financial issues …
12
(
2022
)
6
,
pp. 52-64
Persistent link: https://www.econbiz.de/10014227215
Saved in:
4
Polynomial adjusted student-t densities for modeling asset returns
León Valle, Ángel Manuel
;
Ñíguez, Trino-Manuel
- In:
The European journal of finance
28
(
2022
)
9
,
pp. 907-929
Persistent link: https://www.econbiz.de/10013373353
Saved in:
5
Volatility forecasting using hybrid GARCH Neural Network models : the case of the Italian stock market
Kartsonakis Mademlis, Dimitrios
;
Dritsakis, Nikolaos
- In:
International journal of economics and financial issues …
11
(
2021
)
1
,
pp. 49-60
Persistent link: https://www.econbiz.de/10012436893
Saved in:
6
Modelling exchange rate volatility of Somali Shilling against US Dollar by utilizing GARCH models
Ali, Abdullahi Osman
- In:
International journal of economics and financial issues …
11
(
2021
)
2
,
pp. 35-39
Persistent link: https://www.econbiz.de/10012509707
Saved in:
7
Modeling and forecasting USD/UGX volatility through GARCH family models : evidence from Gaussian, T and GED distributions
Erkekoglu, Hatice
;
Garang, Aweng Peter Majok
;
Deng, …
- In:
International journal of economics and financial issues …
10
(
2020
)
2
,
pp. 268-281
Persistent link: https://www.econbiz.de/10012215184
Saved in:
8
Climate change and milk price volatility in Indonesia
Daryanto, Arief
;
Sofia, Diani Aliya
;
Sahara, Sahara
; …
- In:
International journal of economics and financial issues …
10
(
2020
)
2
,
pp. 282-288
Persistent link: https://www.econbiz.de/10012215193
Saved in:
9
Volatility modelling for tourism sector stocks in Borsa Istanbul
Celik, Gulsah Gencer
- In:
International journal of economics and financial issues …
10
(
2020
)
3
,
pp. 158-165
Persistent link: https://www.econbiz.de/10012215271
Saved in:
10
Volatility asymmetry of scale indexes - taking China as an example
Wei, Shih-Yung
;
Cheng, Jao-Hong
;
Lin, Li-Wei
;
Gan, Su-Mei
- In:
International journal of economics and financial issues …
10
(
2020
)
4
,
pp. 158-169
Persistent link: https://www.econbiz.de/10012303336
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