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~isPartOf:"International review of financial analysis"
~language:"eng"
~subject:"ARCH-Modell"
~subject:"Volatilität"
~type_genre:"Article in journal"
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ARCH-Modell
Volatilität
Börsenkurs
587
Share price
587
Capital income
502
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502
Theorie
447
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447
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419
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Bouri, Elie
11
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10
Guesmi, Khaled
8
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Lau, Chi Keung
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Choudhry, Taufiq
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Floros, Christos
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Li, Yan
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Xuan Vinh Vo
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An, Haizhong
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Do, Hung Xuan
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International review of financial analysis
Energy economics
683
Finance research letters
662
Applied economics
438
Journal of banking & finance
432
Journal of econometrics
400
International review of economics & finance : IREF
396
The journal of futures markets
392
Economic modelling
386
The North American journal of economics and finance : a journal of financial economics studies
346
Research in international business and finance
319
Applied financial economics
306
Journal of empirical finance
304
Economics letters
302
Applied economics letters
289
Journal of international financial markets, institutions & money
274
International journal of theoretical and applied finance
255
Journal of international money and finance
249
Journal of risk and financial management : JRFM
216
Quantitative finance
202
The European journal of finance
192
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
189
Journal of financial economics
185
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
185
International Journal of Energy Economics and Policy : IJEEP
184
Pacific-Basin finance journal
181
International journal of forecasting
177
Journal of economic dynamics & control
166
Journal of forecasting
161
International journal of finance & economics : IJFE
160
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138
Journal of financial econometrics : official journal of the Society for Financial Econometrics
135
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
135
The review of financial studies
131
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
123
International journal of economics and financial issues : IJEFI
122
Applied mathematical finance
120
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
120
The journal of finance : the journal of the American Finance Association
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Review of quantitative finance and accounting
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ECONIS (ZBW)
453
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453
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1
Assessing the crypto market stability after the FTX collapse : a study of high frequency volatility and connectedness
Esparcia, Carlos
;
Escribano, Ana
;
Jareño, Francisco
- In:
International review of financial analysis
94
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014543961
Saved in:
2
Asymmetric and high-order risk transmission across VIX and Chinese futures markets
Zhang, Qun
;
Zhang, Zhendong
;
Luo, Jiawen
- In:
International review of financial analysis
93
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014543395
Saved in:
3
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:
4
Being famous matters : evidence from cash flow volatility
Ahmed, Mohamed Shaker
;
Elnahass, Marwa
- In:
International review of financial analysis
93
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014543486
Saved in:
5
Bitcoin price volatility transmission between spot and futures markets
Apostolakis, George N.
- In:
International review of financial analysis
94
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014543923
Saved in:
6
Cross-exchange crypto risk : a high-frequency dynamic network perspective
Wang, Yifu
;
Lu, Wanbo
;
Lin, Min-Bin
;
Ren, Rui
;
Härdle, …
- In:
International review of financial analysis
94
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014543953
Saved in:
7
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:
8
Diversifying and hedging REIT portfolios with cryptocurrencies : evidence from global and regional REIT indices
Odusami, Babatunde Olatunji
;
Akinsomi, Omokolade
- In:
International review of financial analysis
94
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014544083
Saved in:
9
Do commodity futures have a steering effect on the spot stock market in China? : new evidence from volatility forecasting
Lu, Fei
;
Ma, Feng
;
Bouri, Elie
;
Liao, Yin
- In:
International review of financial analysis
94
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014543949
Saved in:
10
Do online message boards convey cryptocurrency-specific information?
Shen, Dehua
;
Tong, Zezheng
;
Goodell, John W.
- In:
International review of financial analysis
91
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014446932
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