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~isPartOf:"International review of financial analysis"
~subject:"Börsenkurs"
~subject:"Schätzung"
~subject:"Time series analysis"
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Börsenkurs
Schätzung
Time series analysis
ARCH model
136
ARCH-Modell
136
Volatility
113
Volatilität
113
Aktienmarkt
50
Stock market
50
Capital income
49
Kapitaleinkommen
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77
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Degiannakis, Stavros
4
Floros, Christos
3
Li, Yan
3
Ma, Feng
3
An, Haizhong
2
Brooks, Robert
2
Choudhry, Taufiq
2
Do, Hung Xuan
2
Filis, George
2
In, Francis Haeuck
2
Morelli, David
2
Nonejad, Nima
2
Yarovaya, Larisa
2
Aharon, David Y.
1
Ahmad, Wasim
1
Alexander, Carol
1
Alhaj-Yaseen, Yaseen S.
1
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1
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1
Andrikopulos, Andreas A.
1
Angelidis, Timotheos
1
Arshanapalli, Bala Gangadhar
1
Badshah, Ihsan Ullah
1
Bahcivan, Hulusi
1
Ballester, Laura
1
Balli, Faruk
1
Balli, Hatice Ozer
1
Ballis, Antonis
1
Barkoulas, John T.
1
Bee, Marco
1
Bekiros, Stelios D.
1
Bevilacqua, Mattia
1
Boldanov, Rustam
1
Bouri, Elie
1
Bratis, Theodoros
1
Brown, Rob
1
Brzeszczyński, Janusz
1
Bugge, Sebastian A.
1
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1
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1
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International review of financial analysis
Energy economics
116
Finance research letters
112
Applied economics
106
Economic modelling
92
The North American journal of economics and finance : a journal of financial economics studies
82
International review of economics & finance : IREF
81
Research in international business and finance
76
Journal of empirical finance
75
Journal of econometrics
65
Journal of risk and financial management : JRFM
61
Journal of international financial markets, institutions & money
59
Discussion paper / Tinbergen Institute
58
Applied economics letters
52
Economics letters
52
International journal of forecasting
50
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
50
International Journal of Energy Economics and Policy : IJEEP
45
Journal of banking & finance
45
Journal of financial econometrics : official journal of the Society for Financial Econometrics
42
Journal of forecasting
37
Working paper
37
Applied financial economics
36
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
36
Econometric Institute research papers
34
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
34
International journal of economics and finance
34
International journal of economics and financial issues : IJEFI
34
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
34
International journal of finance & economics : IJFE
31
The European journal of finance
29
Cogent economics & finance
26
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
26
The empirical economics letters : a monthly international journal of economics
26
The journal of futures markets
26
Review of quantitative finance and accounting
25
Econometric reviews
24
International Journal of Financial Studies : open access journal
24
CREATES research paper
23
Journal of financial econometrics
23
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ECONIS (ZBW)
77
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77
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date (oldest first)
1
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:
2
Forecasting Value-at-Risk using functional volatility incorporating an exogenous effect
Pourkhanali, Armin
;
Tafakori, Laleh
;
Bee, Marco
- In:
International review of financial analysis
89
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014467094
Saved in:
3
Forecasting stock volatility with economic policy uncertainty : a smooth transition
GARCH
-MIDAS model
Li, Dongxin
;
Zhang, Li
;
Li, Lihong
- In:
International review of financial analysis
88
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014471874
Saved in:
4
Predicting VaR for China's stock market : a score-driven model based on normal inverse Gaussian distribution
Song, Shijia
;
Li, Handong
- In:
International review of financial analysis
82
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013426497
Saved in:
5
What drives cross-market correlations during the United States Q.E.?
Pick Schen Yip
;
Brooks, Robert
;
Do, Hung Xuan
;
Xuan Vinh Vo
- In:
International review of financial analysis
83
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013460973
Saved in:
6
A regime-switching real-time copula
GARCH
model for optimal futures hedging
Lee, Hsiang-Tai
;
Lee, Chien-chiang
- In:
International review of financial analysis
84
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013472897
Saved in:
7
Return-volatility relationships in cryptocurrency markets : evidence from asymmetric quantiles and non-linear ARDL approach
Karim, Muhammad Mahmudul
;
Ali, Md Hakim
;
Yarovaya, Larisa
; …
- In:
International review of financial analysis
90
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014470582
Saved in:
8
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:
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
Asymmetric volatility in the cryptocurrency market : new evidence from models with structural breaks
Aharon, David Y.
;
Butt, Hassan Anjum
;
Jaffri, Ali
; …
- In:
International review of financial analysis
87
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014460602
Saved in:
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