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~isPartOf:"International journal of finance & economics : IJFE"
~subject:"Börsenkurs"
~subject:"Share price"
~type:"article"
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Börsenkurs
Share price
ARCH model
46
ARCH-Modell
46
Volatility
42
Volatilität
42
Estimation
22
Schätzung
22
Aktienmarkt
19
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volatility forecasting
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Ma, Feng
2
Wei, Yu
2
Acquah, Benjamin K.
1
Ahmed, Junaid
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Aqil, Muhammad
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Asai, Manabu
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Aslanidis, Nektarios
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Brou, Jean Marcelin Bosson
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Shittu, Olanrewaju I.
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International journal of finance & economics : IJFE
Finance research letters
57
Applied economics
50
Energy economics
50
International review of economics & finance : IREF
50
The North American journal of economics and finance : a journal of financial economics studies
47
Research in international business and finance
46
International review of financial analysis
43
Journal of risk and financial management : JRFM
38
Economic modelling
35
Journal of international financial markets, institutions & money
34
Journal of empirical finance
33
Applied economics letters
27
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
International journal of economics and financial issues : IJEFI
16
Review of quantitative finance and accounting
15
The empirical economics letters : a monthly international journal of economics
15
Global business review
14
Journal of financial econometrics : official journal of the Society for Financial Econometrics
14
The European journal of finance
13
Emerging markets, finance and trade : EMFT
12
Investment management and financial innovations
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Pacific-Basin finance journal
11
The journal of applied business research
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Theoretical economics letters
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10
Economies : open access journal
10
Global finance journal
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Journal of Asian finance, economics and business : JAFEB
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ECONIS (ZBW)
15
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1
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:
2
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:
3
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:
4
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:
5
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
Saved in:
6
Global equity market volatility forecasting : new evidence
Liang, Chao
;
Wei, Yu
;
Lei, Likun
;
Ma, Feng
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 594-609
Persistent link: https://www.econbiz.de/10012814844
Saved in:
7
Oil price volatility and stock returns : evidence from three oil-price wars
Khan, Mushtaq Hussain
;
Ahmed, Junaid
;
Mughal, Mazhar
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 3162-3182
Persistent link: https://www.econbiz.de/10014327724
Saved in:
8
Day-of-the-week effect and market liquidity : a comparative study from emerging stock markets of Asia
Khan, Badal
;
Aqil, Muhammad
;
Kazmi, Syed Hasnain Alam
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 544-561
Persistent link: https://www.econbiz.de/10014253231
Saved in:
9
Modeling volatility spillover effects between developed stock markets and Asian emerging stock markets
Li, Yanan
;
Giles, David E. A.
- In:
International journal of finance & economics : IJFE
20
(
2015
)
2
,
pp. 155-177
Persistent link: https://www.econbiz.de/10011348426
Saved in:
10
On equity risk prediction and tail spillovers
Pouliasis, Panos
;
Kyriakou, Ioannis
;
Papapostolou, Nikos
- In:
International journal of finance & economics : IJFE
22
(
2017
)
4
,
pp. 379-393
Persistent link: https://www.econbiz.de/10011960379
Saved in:
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