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~isPartOf:"International journal of economics and financial issues : IJEFI"
~subject:"Theorie"
~type_genre:"Article in journal"
~type_genre:"Government document"
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Search: subject_exact:"GARCH model"
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Ahmad, Mumtaz
1
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Dritsakis, Nikolaos
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International journal of economics and financial issues : IJEFI
Journal of econometrics
55
Journal of empirical finance
52
International journal of forecasting
42
Applied economics
38
Journal of forecasting
38
Econometric theory
37
Finance research letters
33
Economics letters
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32
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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The European journal of finance
30
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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International review of financial analysis
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Econometric reviews
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Journal of applied econometrics
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International review of economics & finance : IREF
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The North American journal of economics and finance : a journal of financial economics studies
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The econometrics journal
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Journal of international financial markets, institutions & money
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Journal of economic dynamics & control
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Research in international business and finance
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Journal of international money and finance
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Risks : open access journal
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
International journal of finance & economics : IJFE
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
Econometrics : open access journal
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Journal of risk
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Review of quantitative finance and accounting
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International Journal of Energy Economics and Policy : IJEEP
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1
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:
2
Modelling exchange rate volatility of Somali Shilling against US Dollar by utilizing GARCH models
Ali, Abdullahi Osman
- In:
International journal of economics and financial issues …
11
(
2021
)
2
,
pp. 35-39
Persistent link: https://www.econbiz.de/10012509707
Saved in:
3
Modeling and forecasting USD/UGX volatility through GARCH family models : evidence from Gaussian, T and GED distributions
Erkekoglu, Hatice
;
Garang, Aweng Peter Majok
;
Deng, …
- In:
International journal of economics and financial issues …
10
(
2020
)
2
,
pp. 268-281
Persistent link: https://www.econbiz.de/10012215184
Saved in:
4
Exchange rate volatility and trade deficit in Pakistan : a time series analysis
Soharwardi, Mariam Abbas
;
Ahmad, Mumtaz
;
Shafique, …
- In:
International journal of economics and financial issues …
10
(
2020
)
4
,
pp. 215-219
Persistent link: https://www.econbiz.de/10012304131
Saved in:
5
Conditional extreme values theory and tail-related risk measures : evidence from Latin American stock markets
Gutiérrez, Raúl de Jesús
;
Santillán Salgado, …
- In:
International journal of economics and financial issues …
9
(
2019
)
3
,
pp. 127-141
Persistent link: https://www.econbiz.de/10012149540
Saved in:
6
Global contagion of investor sentiment during the US subprime crisis : the case of the USA and the region of Latin America
Talbi, Mariem
;
Ben Halima, Amel
- In:
International journal of economics and financial issues …
9
(
2019
)
3
,
pp. 163-174
Persistent link: https://www.econbiz.de/10012149555
Saved in:
7
Exploration of the foreign exchange forward premiums and the spot exchange return : a multivariate approach
Hamzaoui, Nessrine
;
Regaieg, Boutheina
- In:
International journal of economics and financial issues …
6
(
2016
)
2
,
pp. 694-702
Persistent link: https://www.econbiz.de/10011697286
Saved in:
8
Long memory analysis : an empirical investigation
Nazarian, Rafik
;
Naderi, Esmaeil
;
Gandali Alikhani, Nadiya
- In:
International journal of economics and financial issues …
4
(
2014
)
1
,
pp. 16-26
Persistent link: https://www.econbiz.de/10010519739
Saved in:
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