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~isPartOf:"Economics letters"
~isPartOf:"Journal of empirical finance"
~subject:"Börsenkurs"
~subject:"GARCH"
~subject:"United States"
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Search: subject_exact:"Generalized autoregressive conditional heteroscedasticity"
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Börsenkurs
GARCH
United States
ARCH model
243
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243
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145
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145
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84
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84
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Ali, Faek Menla
2
Ardia, David
2
Conrad, Christian
2
Demirer, Rıza
2
Fang, Tong
2
Gupta, Rangan
2
Hafner, Christian M.
2
Hoogerheide, Lennart F.
2
Huang, Zhuo
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Hwang, Y.
2
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2
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2
Su, Zhi
2
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1
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1
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Bali, Turan G.
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1
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1
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1
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1
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Economics letters
Journal of empirical finance
Energy economics
78
Finance research letters
74
Applied economics
72
International review of economics & finance : IREF
61
The North American journal of economics and finance : a journal of financial economics studies
61
International review of financial analysis
59
Research in international business and finance
58
Economic modelling
53
Journal of international financial markets, institutions & money
50
Journal of risk and financial management : JRFM
50
Journal of banking & finance
46
Journal of econometrics
39
Applied economics letters
36
The journal of futures markets
35
International journal of forecasting
31
Discussion paper / Tinbergen Institute
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
28
International Journal of Energy Economics and Policy : IJEEP
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Applied financial economics
22
Review of quantitative finance and accounting
22
The European journal of finance
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
21
International journal of economics and finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Cogent economics & finance
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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International journal of finance & economics : IJFE
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International journal of economics and financial issues : IJEFI
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Journal of forecasting
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International Journal of Financial Studies : open access journal
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CESifo working papers
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Econometric Institute research papers
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Risks : open access journal
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Computational economics
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Journal of economics and finance
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ECONIS (ZBW)
98
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1
Equity markets volatility clustering : a multiscale analysis of intraday and overnight returns
Zhao, Xiaojun
;
Xu, Chao
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014578531
Saved in:
2
Empirical performance of component GARCH models in pricing VIX term structure and VIX futures
Cheng, Hung-Wen
;
Chang, Li-Han
;
Lo, Chien-Ling
;
Tsai, …
- In:
Journal of empirical finance
72
(
2023
),
pp. 122-142
Persistent link: https://www.econbiz.de/10014476812
Saved in:
3
Intraday VaR : a copula-based approach
Wang, Keli
;
Liu, Xiaoquan
;
Ye, Wuyi
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477064
Saved in:
4
Conditional out-of-sample predictability of aggregate equity returns and aggregate equity return volatility using economic variables
Nonejad, Nima
- In:
Journal of empirical finance
70
(
2023
),
pp. 91-122
Persistent link: https://www.econbiz.de/10014423619
Saved in:
5
The contribution of jump signs and activity to forecasting stock price volatility
Bu, Ruijun
;
Hizmeri, Rodrigo
;
Izzeldin, Marwan
;
Murphy, …
- In:
Journal of empirical finance
70
(
2023
),
pp. 144-164
Persistent link: https://www.econbiz.de/10014423623
Saved in:
6
Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices
Fiszeder, Piotr
;
Fałdziński, Marcin
;
Molnár, Peter
- In:
Journal of empirical finance
70
(
2023
),
pp. 308-321
Persistent link: https://www.econbiz.de/10014423712
Saved in:
7
Stock market volatility and public information flow : a non-linear perspective
Bertelsen, Kristoffer Pons
;
Borup, Daniel
;
Jakobsen, …
- In:
Economics letters
204
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012607808
Saved in:
8
Forecasting Bitcoin realized volatility by measuring the spillover effect among cryptocurrencies
Qiu, Yue
;
Wang, Yifan
;
Xie, Tian
- In:
Economics letters
208
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013207252
Saved in:
9
Bitcoin mining activity and volatility dynamics in the power market
Karmakar, Sayar
;
Demirer, Rıza
;
Gupta, Rangan
- In:
Economics letters
209
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013209321
Saved in:
10
Oil price shocks and the US stock market : a nonlinear approach
Hwang, Inwook
;
Kim, Jaebeom
- In:
Journal of empirical finance
64
(
2021
),
pp. 23-36
Persistent link: https://www.econbiz.de/10013259395
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