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~isPartOf:"Journal of international financial markets, institutions & money"
~language:"eng"
~language:"spa"
~subject:"Schätzung"
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Search: subject_exact:"Generalized autoregressive conditional heteroscedasticity"
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Schätzung
ARCH model
107
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Volatility
73
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42
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Filis, George
2
Floros, Christos
2
Hou, Ai Jun
2
Narayan, Paresh Kumar
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Akhtaruzzaman, Md.
1
Aloui, Chaker
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Antell, Jan
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Bénassy-Quéré, Agnès
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Dinh Hoang Bach Phan
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Journal of international financial markets, institutions & money
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
44
Journal of empirical finance
43
Research in international business and finance
33
Journal of econometrics
32
Applied economics letters
30
Journal of risk and financial management : JRFM
30
Applied financial economics
26
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
17
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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Journal of economics and 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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ECONIS (ZBW)
36
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1
International stock market volatility : a global tail risk sight
Lu, Xinjie
;
Zeng, Qing
;
Zhong, Juandan
;
Zhu, Bo
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014494749
Saved in:
2
International stock volatility predictability : new evidence from uncertainties
Wang, Jiqian
;
Ma, Feng
;
Wang, Tianyang
;
Wu, Lan
- In:
Journal of international financial markets, …
85
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014433290
Saved in:
3
Spreading of cross-market volatility information : evidence from multiplex network analysis of volatility spillovers
Gong, Jue
;
Wang, Gang-Jin
;
Zhou, Yang
;
Zhu, You
;
Chi, Xie
; …
- In:
Journal of international financial markets, …
83
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014306328
Saved in:
4
Dynamic relationship between exchange rates and stock prices for the G7 countries : a nonlinear ARDL approach
Nusair, Salah A.
;
Olson, Dennis O.
- In:
Journal of international financial markets, …
78
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013357282
Saved in:
5
How has the relationship between safe haven assets and the US stock market changed after the global financial crisis?
Sakurai, Yuji
- In:
Journal of international financial markets, …
75
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012820927
Saved in:
6
Political uncertainty, COVID-19 pandemic and stock market volatility transmission
Apostolakis, George N.
;
Floros, Christos
;
Gillas, …
- In:
Journal of international financial markets, …
74
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012803182
Saved in:
7
Long- and short-run components of factor betas : implications for stock pricing
Asgharian, Hossein
;
Christiansen, Charlotte
;
Hou, Ai Jun
; …
- In:
Journal of international financial markets, …
74
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012803274
Saved in:
8
Volatility models for cryptocurrencies and applications in the options market
Chi, Yeguang
;
Hao, Wenyan
- In:
Journal of international financial markets, …
75
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012820318
Saved in:
9
Fundamental and behavioural determinants of stock return volatility in ASEAN-5 countries
Thampanya, Natthinee
;
Wu, JunJie
;
Nasir, Muhammad Ali
; …
- In:
Journal of international financial markets, …
65
(
2020
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012495783
Saved in:
10
Exchange rate comovements, hedging and volatility spillovers on new EU forex markets
Kočenda, Evžen
;
Moravcová, Michala
- In:
Journal of international financial markets, …
58
(
2019
),
pp. 42-64
Persistent link: https://www.econbiz.de/10012127823
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