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~isPartOf:"International review of financial analysis"
~subject:"ARCH model"
~subject:"Risk"
~type_genre:"Article in journal"
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Search: subject_exact:"Volatility"
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ARCH model
Risk
Volatility
398
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398
Börsenkurs
134
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134
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124
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124
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112
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Ma, Feng
6
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5
Degiannakis, Stavros
4
Floros, Christos
4
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Uddin, Mohammed Gazi Salah
3
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International review of financial analysis
Energy economics
258
Finance research letters
187
The North American journal of economics and finance : a journal of financial economics studies
139
Economic modelling
136
Applied economics
130
International review of economics & finance : IREF
116
Journal of empirical finance
109
Research in international business and finance
109
Journal of international financial markets, institutions & money
88
Journal of risk and financial management : JRFM
82
Economics letters
77
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77
Journal of econometrics
70
Applied economics letters
69
Applied financial economics
68
International journal of forecasting
62
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60
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
56
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50
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The journal of futures markets
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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
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Review of quantitative finance and accounting
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International journal of economics and financial issues : IJEFI
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Global finance journal
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Emerging markets, finance and trade : EMFT
31
International journal of economics and finance
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The empirical economics letters : a monthly international journal of economics
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145
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Google search trends and stock markets : Sentiment, attention or uncertainty?
Szczygielski, Jan Jakub
;
Charteris, Ailie
;
Bwanya, …
- In:
International review of financial analysis
91
(
2024
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014446911
Saved in:
2
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:
3
Volatility prediction for the energy sector with economic determinants : evidence from a hybrid model
Wang, Yuejing
;
Ye, Wuyi
;
Jiang, Ying
;
Liu, Xiaoquan
- In:
International review of financial analysis
92
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014492381
Saved in:
4
Economic policy uncertainty and stock market volatility in China : evidence from SV-MIDAS-t model
Wang, Nianling
;
Yin, Jiyuan
;
Li, Yong
- In:
International review of financial analysis
92
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014492383
Saved in:
5
Global uncertainties and Australian financial markets : quantile time-frequency connectedness
Sheikh, Umaid A.
;
Asadi, Mehrad
;
Roubaud, David
; …
- In:
International review of financial analysis
92
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014492393
Saved in:
6
Political risks, excess and carry trade returns in global markets
Kesse, Kwabena
;
Blenman, Lloyd P.
- In:
International review of financial analysis
91
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014446928
Saved in:
7
Volatility forecasting of Chinese energy market : which uncertainty have better performance?
Zhang, Jiaming
;
Xiang, Yitian
;
Zou, Yang
;
Guo, Songlin
- In:
International review of financial analysis
91
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014446929
Saved in:
8
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:
9
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:
10
The importance of climate policy uncertainty in forecasting the green, clean and sustainable financial markets volatility
Raza, Syed Ali
;
Khan, Komal Akram
;
Benkraiem, Ramzi
; …
- In:
International review of financial analysis
91
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014446966
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