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~isPartOf:"Research in international business and finance"
~subject:"Schätztheorie"
~subject:"Theory"
~subject:"Volatility"
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Search: subject:"conditional heteroscedasticity"
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Schätztheorie
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Volatility
ARCH model
125
ARCH-Modell
125
Volatilität
91
Aktienmarkt
47
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47
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43
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43
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Gupta, Rangan
3
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3
Lau, Chi Keung
3
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2
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2
Caporale, Guglielmo Maria
2
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Ftiti, Zied
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Research in international business and finance
Energy economics
217
Finance research letters
145
Applied economics
129
Journal of econometrics
125
Economic modelling
119
International review of financial analysis
117
Journal of empirical finance
116
The North American journal of economics and finance : a journal of financial economics studies
110
International review of economics & finance : IREF
92
Economics letters
84
International journal of forecasting
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79
Journal of international financial markets, institutions & money
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Discussion paper / Tinbergen Institute
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Applied economics letters
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
58
International Journal of Energy Economics and Policy : IJEEP
54
The European journal of finance
50
Working paper
49
Econometric Institute research papers
48
Econometric reviews
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The journal of futures markets
42
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
41
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
40
International journal of economics and financial issues : IJEFI
38
International journal of finance & economics : IJFE
38
The econometrics journal
38
Journal of financial econometrics
34
Journal of international money and finance
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International journal of economics and finance
33
Review of quantitative finance and accounting
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CREATES research paper
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ECONIS (ZBW)
97
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1
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97
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1
The safe haven, hedging, and diversification properties of oil, gold, and cryptocurrency for the G7 equity markets : evidence from the pre- and post-COVID-19 periods
Tarchella, Salma
;
Khalfaoui, Rabeh
;
Hammoudeh, Shawkat
- In:
Research in international business and finance
67
(
2024
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451553
Saved in:
2
Asymmetric and time-frequency volatility connectedness between China and international crude oil markets with portfolio implications
Liu, Zhenhua
;
Ji, Qiang
;
Zhai, Pengxiang
;
Ding, Zhihua
- In:
Research in international business and finance
66
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014462203
Saved in:
3
Forecasting stock market volatility under parameter and model uncertainty
Li, Zhao-Chen
;
Chi, Xie
;
Wang, Gang-Jin
;
Zhu, You
; …
- In:
Research in international business and finance
66
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014463139
Saved in:
4
Return and volatility properties : stylized facts from the universe of cryptocurrencies and NFTs
Ghosh, Bikramaditya
;
Bouri, Elie
;
Wee, Jung Bum
; …
- In:
Research in international business and finance
65
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014432708
Saved in:
5
Global economic uncertainty and the Chinese stock market : assessing the impacts of global indicators
Zhang, Lixia
;
Bai, Jiancheng
;
Zhang, Yueyan
;
Cui, Can
- In:
Research in international business and finance
65
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014433687
Saved in:
6
Forecasting aggregate stock market volatility with industry volatilities : the role of spillover index
He, Mengxi
;
Wang, Yudong
;
Zeng, Qing
;
Zhang, Yaojie
- In:
Research in international business and finance
65
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014435752
Saved in:
7
Did David win a battle or the war against Goliath? : dynamic return and volatility connectedness between the GameStop stock and the high short interest indices
Aharon, David Y.
;
Kizys, Renatas
;
Umar, Zaghum
; …
- In:
Research in international business and finance
64
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014266177
Saved in:
8
Long memory and volatility persistence across BRICS stock markets
Tripathy, Nalini Prava
- In:
Research in international business and finance
63
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014248974
Saved in:
9
Roles of stable versus nonstable cryptocurrencies in Bitcoin market dynamics
Brik, Hatem
;
El Ouakdi, Jihene
;
Ftiti, Zied
- In:
Research in international business and finance
62
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014247888
Saved in:
10
On the volatility of cryptocurrencies
Panagiōtidēs, Theodōros
;
Papapanagiotou, Georgios
; …
- In:
Research in international business and finance
62
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014248505
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