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Search: subject:"ARCH model"
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GARCH
ARCH model
178
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178
Volatility
117
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117
Börsenkurs
50
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50
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47
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Antonakakis, Nikolaos
1
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Econometric reviews
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20
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ECONIS (ZBW)
17
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1
On the volatility of cryptocurrencies
Panagiōtidēs, Theodōros
;
Papapanagiotou, Georgios
; …
- In:
Research in international business and finance
62
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014248505
Saved in:
2
Does the Covid-19 pandemic affect faith-based investments? : evidence from global sectoral indices
Dharani, M.
;
Hassan, M. Kabir
;
Rabbani, Mustafa Raza
; …
- In:
Research in international business and finance
59
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013402109
Saved in:
3
Forecasting volatility of Bitcoin
Bergsli, Lykke Øverland
;
Lind, Andrea Falk
;
Molnár, Peter
- In:
Research in international business and finance
59
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013402137
Saved in:
4
The impact of industrial incidents on stock market volatility
Corbet, Shaen
;
Larkin, Charles
;
McMullan, Caroline
- In:
Research in international business and finance
52
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012548203
Saved in:
5
Foreign exchange interventions in Brazil and their impact on volatility : a quantile regression approach
Viola, Alessandra Pasqualina
;
Klotzle, Marcelo Cabus
; …
- In:
Research in international business and finance
47
(
2019
),
pp. 251-263
Persistent link: https://www.econbiz.de/10012135731
Saved in:
6
Modelling volatility of cryptocurrencies using Markov-Switching GARCH models
Caporale, Guglielmo Maria
;
Zekokh, Timur
- In:
Research in international business and finance
48
(
2019
),
pp. 143-155
Persistent link: https://www.econbiz.de/10012135859
Saved in:
7
Feedback trading : strategies during day and night with global interconnectedness
Kusen, Alex
;
Rudolf, Markus
- In:
Research in international business and finance
48
(
2019
),
pp. 438-463
Persistent link: https://www.econbiz.de/10012135964
Saved in:
8
Forecasting realized volatility : HAR against Principal Components Combining, neural networks and GARCH
Vortelinos, Dimitrios I.
- In:
Research in international business and finance
39
(
2017
),
pp. 824-839
Persistent link: https://www.econbiz.de/10011912382
Saved in:
9
True or spurious long memory in European non-EMU currencies
Walther, Thomas
;
Klein, Tony
;
Thu, Hien Pham
;
Piontek, …
- In:
Research in international business and finance
40
(
2017
),
pp. 217-230
Persistent link: https://www.econbiz.de/10011912762
Saved in:
10
News surprises and volatility spillover among agricultural commodities : the case of corn, wheat, soybean and soybean oil
Hamadi, Hassan
;
Bassil, Charbel
;
Nehme, Tamara
- In:
Research in international business and finance
41
(
2017
),
pp. 148-157
Persistent link: https://www.econbiz.de/10011912988
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