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~isPartOf:"Review of quantitative finance and accounting"
~isPartOf:"The empirical economics letters : a monthly international journal of economics"
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Search: subject_exact:"Autoregressive conditional heteroscedasticity"
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Chiang, Thomas C.
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Review of quantitative finance and accounting
The empirical economics letters : a monthly international journal of economics
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41
BRIC's risk management based on an innovative VaR
Matos, Paulo
;
Cruz, Rogério
;
Jucá, Iana
;
Azevedo, Alana
- In:
The empirical economics letters : a monthly …
14
(
2015
)
7
,
pp. 697-704
Persistent link: https://www.econbiz.de/10011419292
Saved in:
42
Conditional Autoregressive Range (CARR) based volatility spillover index for the Eurozone markets
Bayraci, Selcuk
;
Demiralay, Sercan
- In:
The empirical economics letters : a monthly …
13
(
2014
)
6
,
pp. 595-603
Persistent link: https://www.econbiz.de/10010519718
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43
An empirical analysis of the WTI oil price returns and volatility spillover in the USA
Wei, Ching Chun
;
Chen, Chung-Hsuan
- In:
The empirical economics letters : a monthly …
13
(
2014
)
6
,
pp. 663-674
Persistent link: https://www.econbiz.de/10010520049
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44
Long memory in electricity prices return and volatility : evidence from OMEL and OMIP markets
Lotfi, Issam
;
Eddahbi, M'hamed
;
El Qalli, Yassine
- In:
The empirical economics letters : a monthly …
13
(
2014
)
11
,
pp. 1187-1196
Persistent link: https://www.econbiz.de/10010527296
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45
Evaluating the hedging effectiveness in Crude Palm Oil futures market : a bivariate threshold GARCH model
Go, You-How
;
Lau, Wee-Yeap
- In:
The empirical economics letters : a monthly …
13
(
2014
)
11
,
pp. 1159-1170
Persistent link: https://www.econbiz.de/10010527301
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46
Assessing the performance of symmetric and asymmetric implied volatility functions
Andreou, Panayiotis C.
;
Charalambous, Chris
; …
- In:
Review of quantitative finance and accounting
42
(
2014
)
3
,
pp. 373-397
Persistent link: https://www.econbiz.de/10010391631
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47
The influence of systematic risk factors and econometric adjustments in catastrophic event studies
Cam, Marie-Anne
;
Ramiah, Vikash
- In:
Review of quantitative finance and accounting
42
(
2014
)
2
,
pp. 171-189
Persistent link: https://www.econbiz.de/10010391717
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48
Inflation and inflation uncertainty in Turkey
Doğru, Bülent
- In:
The empirical economics letters : a monthly …
13
(
2014
)
4
,
pp. 401-411
Persistent link: https://www.econbiz.de/10010406029
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49
Recent evolution of long term interest rates in Spain in relation to other European Union countries
Iglesias, Emma M.
;
Loureiro, Angel M.
- In:
The empirical economics letters : a monthly …
13
(
2014
)
3
,
pp. 227-236
Persistent link: https://www.econbiz.de/10010406587
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50
Tail risk in pension funds : an analysis using ARCH models and bilinear processes
Owadally, Iqbal
- In:
Review of quantitative finance and accounting
43
(
2014
)
2
,
pp. 301-331
Persistent link: https://www.econbiz.de/10010490407
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