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~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"International review of financial analysis"
~subject:"ARCH model"
~type_genre:"Article in journal"
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Search: subject_exact:"Volatility"
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ARCH model
Volatility
494
Volatilität
494
Börsenkurs
166
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166
Capital income
150
Kapitaleinkommen
150
Estimation
145
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Ma, Feng
7
Degiannakis, Stavros
4
Li, Yan
4
Floros, Christos
3
Wei, Yu
3
Bouri, Elie
2
Brooks, Robert
2
Choudhry, Taufiq
2
Do, Hung Xuan
2
Filis, George
2
In, Francis Haeuck
2
Kanas, Angelos
2
Karanasos, Menelaos
2
Klaassen, Franc
2
Liang, Chao
2
Lu, Fei
2
McCauley, Joseph L.
2
McMillan, David G.
2
Morelli, David
2
Nonejad, Nima
2
Peng, Zhe
2
Shahzad, Syed Jawad Hussain
2
Wang, Lu
2
Wang, Xiong
2
Yarovaya, Larisa
2
Ye, Wuyi
2
Aboura, Sofiane
1
Aharon, David Y.
1
Alexander, Carol
1
Alhaj-Yaseen, Yaseen S.
1
Ali, Faek Menla
1
Ali, Md Hakim
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1
An, Haizhong
1
Andrikopulos, Andreas A.
1
Angelidis, Timotheos
1
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1
Arkorful, Gideon Bruce
1
Arshanapalli, Bala Gangadhar
1
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1
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
International review of financial analysis
Energy economics
212
Finance research letters
128
Economic modelling
108
Applied economics
104
The North American journal of economics and finance : a journal of financial economics studies
101
Journal of empirical finance
91
Research in international business and finance
91
International review of economics & finance : IREF
87
Journal of international financial markets, institutions & money
73
Journal of risk and financial management : JRFM
69
Journal of econometrics
66
International journal of forecasting
61
Applied financial economics
60
Journal of forecasting
57
Journal of banking & finance
55
Economics letters
52
Applied economics letters
49
International Journal of Energy Economics and Policy : IJEEP
48
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
45
Journal of financial econometrics : official journal of the Society for Financial Econometrics
40
The journal of futures markets
38
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
38
International journal of finance & economics : IJFE
37
The European journal of finance
37
International journal of economics and financial issues : IJEFI
32
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
30
International journal of economics and finance
30
Cogent economics & finance
29
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
29
Review of quantitative finance and accounting
28
The empirical economics letters : a monthly international journal of economics
28
Journal of international money and finance
27
Pacific-Basin finance journal
27
Journal of financial econometrics
25
Quantitative finance
23
Econometric reviews
22
Global business review
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Global finance journal
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ECONIS (ZBW)
136
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1
The asymmetric volatility spillover across Shanghai, Hong Kong and the U.S. stock markets : a regime weighted measure and its forecast inference
Sheng, Lin Wen
;
Uddin, Mohammed Gazi Salah
;
Sen, Ding
; …
- In:
International review of financial analysis
91
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014446963
Saved in:
2
Volatility prediction for the energy sector with economic determinants : evidence from a hybrid model
Wang, Yuejing
;
Ye, Wuyi
;
Jiang, Ying
;
Liu, Xiaoquan
- In:
International review of financial analysis
92
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014492381
Saved in:
3
Volatility forecasting of Chinese energy market : which uncertainty have better performance?
Zhang, Jiaming
;
Xiang, Yitian
;
Zou, Yang
;
Guo, Songlin
- In:
International review of financial analysis
91
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014446929
Saved in:
4
GARCH-M model with an asymmetric risk premium : distinguishing between "good" and "bad" volatility periods
Trifonov, Juri
;
Potanin, Bogdan
- In:
International review of financial analysis
91
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014446930
Saved in:
5
Crude oil prices in times of crisis : the role of Covid-19 and historical events
Bouazizi, Tarek
;
Guesmi, Khaled
;
Galariotis, Emilios
; …
- In:
International review of financial analysis
91
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014446934
Saved in:
6
Return-volatility relationships in cryptocurrency markets : evidence from asymmetric quantiles and non-linear ARDL approach
Karim, Muhammad Mahmudul
;
Ali, Md Hakim
;
Yarovaya, Larisa
; …
- In:
International review of financial analysis
90
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014470582
Saved in:
7
The effects of economic and financial shocks on private investment : a wavelet study of return and volatility spillovers
GVS Chiranjivi
;
Sensarma, Rudra
- In:
International review of financial analysis
90
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014470876
Saved in:
8
Spillovers of joint volatility-skewness-kurtosis of major cryptocurrencies and their determinants
Bouri, Elie
;
Jalkh, Naji
- In:
International review of financial analysis
90
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014470883
Saved in:
9
Forecasting stock volatility with economic policy uncertainty : a smooth transition GARCH-MIDAS model
Li, Dongxin
;
Zhang, Li
;
Li, Lihong
- In:
International review of financial analysis
88
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014471874
Saved in:
10
Have the predictability of oil changed during the COVID-19 pandemic : evidence from international stock markets
Ding, Hui
;
Huang, Yisu
;
Wang, Jiqian
- In:
International review of financial analysis
87
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014460444
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