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~isPartOf:"Finance research letters"
~isPartOf:"International journal of economics and finance"
~isPartOf:"Journal of econometrics"
~subject:"ARCH model"
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Search: subject_exact:"Volatility"
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ARCH model
Volatility
1,031
Volatilität
1,030
Börsenkurs
313
Share price
313
Estimation
266
Schätzung
266
Capital income
262
Kapitaleinkommen
262
ARCH-Modell
251
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Spillover effect
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Coronavirus
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Virtual currency
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Virtuelle Währung
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Oil price
67
Portfolio selection
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Bollerslev, Tim
4
Francq, Christian
4
Lucey, Brian M.
4
Luo, Xingguo
4
Ma, Feng
4
Tiwari, Aviral Kumar
4
Wu, Xinyu
4
Zakoïan, Jean-Michel
4
Corbet, Shaen
3
Gozgor, Giray
3
Hallin, Marc
3
Ji, Qiang
3
Kim, Donggyu
3
Lau, Chi Keung
3
Paolella, Marc S.
3
Shi, Yanlin
3
Xie, Haibin
3
Xiu, Dacheng
3
Zhong, Juandan
3
Zhu, Ke
3
Abdalla, Suliman Zakaria Suliman
2
Barigozzi, Matteo
2
Bouri, Elie
2
Brzeszczyński, Janusz
2
Caporale, Guglielmo Maria
2
Chang, Chia-Lin
2
Chen, Lu-Jui
2
Chen, Zhenlong
2
Gil-Alaña, Luis A.
2
Gonçalves, Sílvia
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Gupta, Rangan
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Hao, Xiaozhen
2
Haugom, Erik
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Hong, Yongmiao
2
Jiang, Yong
2
Katsiampa, Paraskevi
2
Kinateder, Harald
2
Klein, Tony
2
Li, Guodong
2
Li, Wai Keung
2
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Finance research letters
International journal of economics and finance
Journal of econometrics
Energy economics
226
International review of financial analysis
110
Economic modelling
108
Applied economics
106
The North American journal of economics and finance : a journal of financial economics studies
101
International review of economics & finance : IREF
97
Research in international business and finance
95
Journal of empirical finance
93
Journal of international financial markets, institutions & money
73
Journal of risk and financial management : JRFM
69
International journal of forecasting
64
Applied financial economics
60
Journal of forecasting
57
Journal of banking & finance
55
Discussion paper / Tinbergen Institute
52
Economics letters
52
Applied economics letters
51
International Journal of Energy Economics and Policy : IJEEP
50
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
45
International journal of finance & economics : IJFE
43
The European journal of finance
42
The journal of futures markets
42
Econometric Institute research papers
40
Journal of financial econometrics : official journal of the Society for Financial Econometrics
40
Working paper
40
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
38
International journal of economics and financial issues : IJEFI
33
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
32
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
30
Cogent economics & finance
29
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
29
Pacific-Basin finance journal
28
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
Journal of financial econometrics
25
Quantitative finance
25
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ECONIS (ZBW)
251
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1
Can asymmetry, long memory, and current return information improve crude oil volatility prediction? : evidence from ASHARV-MIDAS model
Chen, Zhenlong
;
Liu, Junjie
;
Hao, Xiaozhen
- In:
Finance research letters
64
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014531739
Saved in:
2
Video apps user engagement and stock market volatility : evidence from China
Zhang, Jixiang
;
Ma, Feng
- In:
Finance research letters
64
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014531802
Saved in:
3
Climate uncertainty and green index volatility : empirical insights from Chinese financial markets
Zhao, Huirong
;
Luo, Na
- In:
Finance research letters
60
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014490216
Saved in:
4
Transportation sector and Chinese stock volatility forecasting : evidence from freight and passenger traffic
Zhang, Lili
;
Zhong, Juandan
- In:
Finance research letters
60
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014490424
Saved in:
5
How useful are energy-related uncertainty for oil price volatility forecasting?
Zhang, Xiaoyun
;
Guo, Qiang
- In:
Finance research letters
60
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014490433
Saved in:
6
Uncertainties and oil price volatility : can lasso help?
Li, Xinyu
;
Wu, Meng
;
Yuan, Luqi
;
Xiao, Meng
;
Zhong, Ronghao
- In:
Finance research letters
61
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014490629
Saved in:
7
Forecasting US stock market volatility : evidence from ESG and CPU indices
Ghani, Usman
;
Zhu, Bo
;
Qin, Quande
;
Ghani, Maria
- In:
Finance research letters
59
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014445411
Saved in:
8
Pricing CBOE VIX in non-affine GARCH models with variance risk premium
Tong, Chen
- In:
Finance research letters
62
(
2024
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014530825
Saved in:
9
The cross-sector risk contagion among Chinese financial institutions : evidence from the extreme volatility spillover perspective
Ke, Rui
;
Shen, Anni
;
Yin, Man
;
Tan, Changchun
- In:
Finance research letters
63
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014531332
Saved in:
10
Energy market uncertainties and exchange rate volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
- In:
Finance research letters
67
(
2024
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10015062441
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