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~isPartOf:"International journal of economics and financial issues : IJEFI"
~isPartOf:"International journal of finance & economics : IJFE"
~subject:"Börsenkurs"
~type_genre:"Aufsatz in Zeitschrift"
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Börsenkurs
ARCH model
102
ARCH-Modell
102
Volatility
83
Volatilität
83
Estimation
47
Schätzung
47
Aktienmarkt
39
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39
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Aufsatz in Zeitschrift
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Ma, Feng
2
Wei, Yu
2
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1
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1
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International journal of economics and financial issues : IJEFI
International journal of finance & economics : IJFE
Finance research letters
65
Energy economics
54
Applied economics
53
International review of economics & finance : IREF
51
Research in international business and finance
49
The North American journal of economics and finance : a journal of financial economics studies
47
International review of financial analysis
45
Journal of risk and financial management : JRFM
38
Economic modelling
35
Journal of empirical finance
34
Journal of international financial markets, institutions & money
34
Applied economics letters
28
International Journal of Energy Economics and Policy : IJEEP
24
Journal of econometrics
24
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
24
Journal of banking & finance
20
International journal of forecasting
18
Journal of forecasting
18
Cogent economics & finance
17
Economics letters
17
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
17
International Journal of Financial Studies : open access journal
17
International journal of economics and finance
16
Review of quantitative finance and accounting
15
The European journal of finance
15
The empirical economics letters : a monthly international journal of economics
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Global business review
14
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
13
Investment management and financial innovations
12
Economies : open access journal
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Pacific-Basin finance journal
11
The journal of applied business research
11
Theoretical economics letters
11
Applied financial economics
10
Finance India : the quarterly journal of Indian Institute of Finance
10
Global finance journal
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ECONIS (ZBW)
33
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1
How the effective reproductive number impacts global stock markets
Kristjanpoller Rodríguez, Werner
;
Michell, Kevin
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1972-1987
Persistent link: https://www.econbiz.de/10014533382
Saved in:
2
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:
3
Bayesian non-linear quantile effects on modelling realized kernels
Dong, Manh Cuong
;
Chen, Cathy W. S.
;
Asai, Manabu
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 981-995
Persistent link: https://www.econbiz.de/10014253335
Saved in:
4
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:
5
Volatility forecasting with Hybrid-long short-term memory models : evidence from the COVID-19 period
Yang, Ao
;
Ye, Qing
;
Zhai, Jia
- In:
International journal of finance & economics : IJFE
29
(
2024
)
3
,
pp. 2766-2786
Persistent link: https://www.econbiz.de/10014635168
Saved in:
6
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:
7
Effects of diamond price volatility on stock returns : evidence from a developing economy
Brou, Jean Marcelin Bosson
;
Mougoué, Mbodja
;
Kouassi, …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1025-1043
Persistent link: https://www.econbiz.de/10012814972
Saved in:
8
Did equity returns and volatilities change after the 2016 Trump election victory?
Yavas, Burhan F.
;
Dedi, Lidija
;
Škrinjarić, Tihana
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1291-1308
Persistent link: https://www.econbiz.de/10012815045
Saved in:
9
Forecasting the oil price realized volatility : a multivariate heterogeneous autoregressive model
Tang, Yusui
;
Ma, Feng
;
Zhang, Yaojie
;
Wei, Yu
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4770-4783
Persistent link: https://www.econbiz.de/10013461377
Saved in:
10
Stock exchange volatility forecasting under market stress with MIDAS regression
Körs, Murat
;
Karan, Mehmet Baha
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 295-306
Persistent link: https://www.econbiz.de/10014253189
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