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ARCH model
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Review of quantitative finance and accounting
Energy economics
270
MPRA Paper
231
Finance research letters
210
Applied economics
182
Economic modelling
178
International review of financial analysis
153
Journal of econometrics
149
Research in international business and finance
135
The North American journal of economics and finance : a journal of financial economics studies
135
Journal of empirical finance
134
International review of economics & finance : IREF
121
Economics letters
119
Journal of banking & finance
114
Journal of international financial markets, institutions & money
112
Applied financial economics
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101
Journal of risk and financial management : JRFM
96
International journal of forecasting
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Applied economics letters
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of futures markets
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Econometric theory
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The European journal of finance
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International Journal of Energy Economics and Policy : IJEEP
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Working paper
71
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
70
Econometric Institute research papers
69
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
67
Journal of financial econometrics : official journal of the Society for Financial Econometrics
67
Working Paper
60
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
59
International journal of finance & economics : IJFE
57
International journal of economics and financial issues : IJEFI
53
Journal of Risk and Financial Management
53
Econometric reviews
51
International journal of economics and finance
51
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
50
Journal of international money and finance
49
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1
Non-linear volatility with normal inverse Gaussian innovations : ad-hoc analytic option pricing
Mozumder, Sharif
;
Talukdar, Bakhtear
;
Kabir, M. Humayun
; …
- In:
Review of quantitative finance and accounting
62
(
2024
)
1
,
pp. 97-133
Persistent link: https://www.econbiz.de/10014502965
Saved in:
2
Volatility spillover among sector equity returns under structural breaks
Malik, Farooq
- In:
Review of quantitative finance and accounting
58
(
2022
)
3
,
pp. 1063-1080
Persistent link: https://www.econbiz.de/10013191782
Saved in:
3
Procyclical volatility in Chinese stock markets
Deschamps, Bruno
;
Fei, Tianlun
;
Jiang, Ying
;
Liu, Xiaoquan
- In:
Review of quantitative finance and accounting
58
(
2022
)
3
,
pp. 1117-1144
Persistent link: https://www.econbiz.de/10013191850
Saved in:
4
Risk premia in the term structure of crude oil futures : long-run and short-run volatility components
Boyd, Naomi E.
;
Li, Bingxin
;
Liu, Rui
- In:
Review of quantitative finance and accounting
58
(
2022
)
4
,
pp. 1505-1533
Persistent link: https://www.econbiz.de/10013191983
Saved in:
5
Estimating volatility clustering and variance risk premium effects on bank default indicators
Kenç, Turalay
;
Cevik, Emrah Ismail
- In:
Review of quantitative finance and accounting
57
(
2021
)
4
,
pp. 1373-1392
Persistent link: https://www.econbiz.de/10012660703
Saved in:
6
Stochastic properties and pricing of Bitcoin using a GJR-
GARCH
model with conditional skewness and kurtosis components
Theodossiou, Panayiotis
;
Ellina, Polina
;
Savva, Christos S.
- In:
Review of quantitative finance and accounting
59
(
2022
)
2
,
pp. 695-716
Persistent link: https://www.econbiz.de/10013459306
Saved in:
7
Volatility and asymmetric dependence in Central and East European stock markets
Joseph, Nathan Lael
;
Vo, Thi Thuy Anh
;
Mobarek, Asma
; …
- In:
Review of quantitative finance and accounting
55
(
2020
)
4
,
pp. 1241-1303
Persistent link: https://www.econbiz.de/10012304151
Saved in:
8
Analysis of the bitcoin stock market indexes using comparative study of two models SV with MCMC algorithm
Hachicha, A.
;
Hachicha, F.
- In:
Review of quantitative finance and accounting
56
(
2021
)
2
,
pp. 647-673
Persistent link: https://www.econbiz.de/10012432685
Saved in:
9
News sentiment and stock market volatility
Hsu, Yen-Ju
;
Lu, Yang-cheng
;
Yang, J. Jimmy
- In:
Review of quantitative finance and accounting
57
(
2021
)
3
,
pp. 1093-1122
Persistent link: https://www.econbiz.de/10012620049
Saved in:
10
What do we know about the stock markets' reaction to regulatory announcements regarding financial institutions? : evidence from UK financial institutions
Kawas, Stephen
;
Dockery, Everton
- In:
Review of quantitative finance and accounting
60
(
2023
)
1
,
pp. 31-67
Persistent link: https://www.econbiz.de/10013548966
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