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~isPartOf:"Journal of economics and finance"
~language:"eng"
~language:"spa"
~subject:"Schätzung"
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Search: subject_exact:"Generalized autoregressive conditional heteroscedasticity"
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Andréosso-O'Callaghan, Bernadette
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Anjum, Hassan
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Balli, Faruk
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Balli, Hatice Ozer
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Budd, Bruce Q.
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Siakoulis, Vasileios G.
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Sinha, Dipendra
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Tamakoshi, Go
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Journal of economics and finance
Energy economics
66
Applied economics
58
Finance research letters
54
Economic modelling
52
International review of economics & finance : IREF
46
International review of financial analysis
44
The North American journal of economics and finance : a journal of financial economics studies
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Journal of empirical finance
43
Journal of international financial markets, institutions & money
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Research in international business and finance
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Journal of econometrics
32
Applied economics letters
30
Journal of risk and financial management : JRFM
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Applied financial economics
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Discussion paper / Tinbergen Institute
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International journal of forecasting
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
23
International journal of economics and financial issues : IJEFI
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of banking & finance
22
The journal of futures markets
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Working paper
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International journal of economics and finance
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International journal of finance & economics : IJFE
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Economics letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Journal of risk
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Review of quantitative finance and accounting
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Econometric Institute research papers
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International Journal of Energy Economics and Policy : IJEEP
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The European journal of finance
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Journal of financial econometrics
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Cogent economics & finance
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Pacific-Basin finance journal
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CBN journal of applied statistics
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Emerging markets, finance and trade : EMFT
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1
An examination of return and volatility spillovers between mature equity markets
Jain, Payal
;
Sehgal, Sanjay
- In:
Journal of economics and finance
43
(
2019
)
1
,
pp. 180-210
Persistent link: https://www.econbiz.de/10012171021
Saved in:
2
Volatility relation between credit default swap and stock market : new empirical tests
Mateev, Miroslav
- In:
Journal of economics and finance
43
(
2019
)
4
,
pp. 681-712
Persistent link: https://www.econbiz.de/10012385165
Saved in:
3
Estimating volatility transmission between oil prices and the US Dollar exchange rate under structural breaks
Anjum, Hassan
- In:
Journal of economics and finance
43
(
2019
)
4
,
pp. 750-763
Persistent link: https://www.econbiz.de/10012385205
Saved in:
4
The transmission of international stock market volatilities
Budd, Bruce Q.
- In:
Journal of economics and finance
42
(
2018
)
1
,
pp. 155-173
Persistent link: https://www.econbiz.de/10011978148
Saved in:
5
The impact of interest rate volatility on financial market inclusion : evidence from emerging markets
Hajilee, Massomeh
;
Niroomand, Farhang
- In:
Journal of economics and finance
42
(
2018
)
2
,
pp. 352-368
Persistent link: https://www.econbiz.de/10012031012
Saved in:
6
Time-varying correlations between trade balance and stock prices in the United States over the period 1792 to 2013
Antonakakis, Nikolaos
;
Gupta, Rangan
;
Tiwari, Aviral Kumar
- In:
Journal of economics and finance
42
(
2018
)
4
,
pp. 795-806
Persistent link: https://www.econbiz.de/10012031147
Saved in:
7
Does investor sentiment impact the returns and volatility of Islamic equities?
Perez Liston, Daniel
;
Huerta, Daniel
;
Haq, Sanzid
- In:
Journal of economics and finance
40
(
2016
)
3
,
pp. 421-437
Persistent link: https://www.econbiz.de/10011658948
Saved in:
8
Spillover effects on the sectoral returns for australian and New Zealand equity markets
Balli, Faruk
;
Balli, Hatice Ozer
;
Hong, Ronglan
- In:
Journal of economics and finance
40
(
2016
)
3
,
pp. 568-589
Persistent link: https://www.econbiz.de/10011659039
Saved in:
9
Interest rate dynamics and volatility transmission in the European short term interest rate market
Shaw, Frances
;
Murphy, Finbarr
;
O'Brien, Fergal
- In:
Journal of economics and finance
40
(
2016
)
4
,
pp. 754-772
Persistent link: https://www.econbiz.de/10011659069
Saved in:
10
On inter-arrival times of bond market extreme events : an application to seven European markets
Siakoulis, Vasileios G.
;
Venetis, Ioannis A.
- In:
Journal of economics and finance
39
(
2015
)
4
,
pp. 717-741
Persistent link: https://www.econbiz.de/10011471449
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