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~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of financial econometrics"
~subject:"Spillover-Effekt"
~subject:"Theorie"
~subject:"Welt"
~type:"article"
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Search: subject_exact:"ARCH-Modell"
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Spillover-Effekt
Theorie
Welt
ARCH model
170
ARCH-Modell
170
Volatility
129
Volatilität
129
Capital income
65
Kapitaleinkommen
65
Estimation
58
Schätzung
58
Aktienmarkt
51
Stock market
51
Börsenkurs
49
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49
Forecasting model
48
Prognoseverfahren
48
Theory
44
Spillover effect
31
Time series analysis
30
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30
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24
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24
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23
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23
Portfolio selection
16
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14
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14
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14
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84
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English
84
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Ma, Feng
4
Brooks, Robert
3
Do, Hung Xuan
3
Bouri, Elie
2
Guesmi, Khaled
2
Karanasos, Menelaos
2
Ledoit, Olivier
2
Li, Yan
2
Nonejad, Nima
2
Pick Schen Yip
2
Shahzad, Syed Jawad Hussain
2
Wang, Xiong
2
Wolf, Michael
2
Zarangas, Leonidas P.
2
Ahmad, Wasim
1
Alhaj-Yaseen, Yaseen S.
1
Ali, Faek Menla
1
An, Haizhong
1
Andrikopulos, Andreas A.
1
Angelidis, Timotheos
1
Ballester, Laura
1
Balli, Faruk
1
Balli, Hatice Ozer
1
Barkoulas, John T.
1
Bedoui, Rihab
1
Bekiros, Stelios D.
1
Berger, Theo
1
Bhattacharyya, Malay
1
Bouazizi, Tarek
1
Boubaker, Adel
1
Braeik, Sana
1
Brzeszczyński, Janusz
1
Cagliesi, Gabriella
1
Caloia, Francesco Giuseppe
1
Cao, Jiahui
1
Catania, Leopoldo
1
Cavicchioli, Maddalena
1
Cenesizoglu, Tolga
1
Chan, Wai-Sum
1
Cho, Sungjun
1
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International review of financial analysis
Journal of financial econometrics
Energy economics
127
Finance research letters
77
Economic modelling
70
Applied economics
65
Journal of empirical finance
65
Research in international business and finance
64
The North American journal of economics and finance : a journal of financial economics studies
60
Journal of econometrics
57
International review of economics & finance : IREF
54
International journal of forecasting
50
Journal of banking & finance
48
Journal of forecasting
44
Journal of international financial markets, institutions & money
44
Economics letters
43
Journal of risk and financial management : JRFM
41
Econometric theory
37
The European journal of finance
37
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
33
Applied economics letters
30
International Journal of Energy Economics and Policy : IJEEP
30
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
29
Journal of financial econometrics : official journal of the Society for Financial Econometrics
27
Econometric reviews
26
Journal of applied econometrics
24
Journal of international money and finance
24
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
23
International journal of finance & economics : IJFE
22
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
21
Applied financial economics
20
The econometrics journal
20
Cogent economics & finance
19
Quantitative finance
19
Computational economics
17
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
16
Journal of economic dynamics & control
16
The journal of futures markets
16
International Journal of Financial Studies : open access journal
15
Pacific-Basin finance journal
15
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ECONIS (ZBW)
84
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84
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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
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:
3
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:
4
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:
5
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:
6
Testing hypotheses on the innovations distribution in semi-parametric conditional volatility models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1443-1482
Persistent link: https://www.econbiz.de/10014444685
Saved in:
7
Time variation in cash flows and discount rates
Cenesizoglu, Tolga
;
Ibrushi, Denada
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1557-1589
Persistent link: https://www.econbiz.de/10014444702
Saved in:
8
A machine learning approach to volatility forecasting
Christensen, Kim
;
Siggaard, Mathias Voldum
;
Veliyev, …
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1680-1727
Persistent link: https://www.econbiz.de/10014444717
Saved in:
9
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
Saved in:
10
The impacts of climate policy uncertainty on stock markets : comparison between China and the US
Xu, Xin
;
Huang, Shupei
;
Lucey, Brian M.
;
An, Haizhong
- In:
International review of financial analysis
88
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014462184
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