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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~subject:"Börsenkurs"
~subject:"Portfolio selection"
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Search: subject_exact:"Generalized autoregressive conditional heteroscedasticity"
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Börsenkurs
Portfolio selection
ARCH model
177
ARCH-Modell
177
Volatility
139
Volatilität
139
Capital income
64
Kapitaleinkommen
64
Estimation
63
Schätzung
63
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58
Aktienmarkt
55
Stock market
55
Spillover effect
45
Spillover-Effekt
45
Forecasting model
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Prognoseverfahren
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Risk measure
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GARCH
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Zeitreihenanalyse
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USA
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Welt
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Portfolio-Management
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Wechselkurs
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Mensi, Walid
4
Al-Yahyaee, Khamis Hamed
3
Kang, Sang Hoon
3
McAleer, Michael
3
Al-Jarrah, Idries Mohammad Wanas
2
Chang, Chia-Lin
2
Gupta, Rangan
2
Hammoudeh, Shawkat
2
Liu, Fang
2
Qiao, Gaoxiu
2
Xuan Vinh Vo
2
Yoon, Seong-min
2
Alañón Pardo, Ángel
1
Aloui, Riadh
1
Alves, Isabel Fraga
1
Apergēs, Nikolaos
1
Asai, Manabu
1
Auer, Benjamin R.
1
Azibi, Jamel
1
Balcilar, Mehmet
1
Ben Aïssa, Mohamed Safouane
1
Bohl, Martin T.
1
Boughrara, Adel
1
Bourdeau-Brien, Michael
1
Bouri, Elie
1
Brugal, Ivan
1
Chaiechi, Taha
1
Chang, Hao Wen
1
Chang, Tsangyao
1
Chatzitzisi, Evanthia
1
Chen, Cathy W. S.
1
Chen, Yajiao
1
Chen, Zan
1
Dahmene, Meriam
1
Dai, Zhifeng
1
Degenhardt, Thomas
1
Demiralay, Sercan
1
Denault, Michel
1
Ding, Xiaoyi
1
Dreassi, Alberto
1
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The North American journal of economics and finance : a journal of financial economics studies
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Finance research letters
65
Applied economics
55
Energy economics
53
International review of economics & finance : IREF
53
International review of financial analysis
50
Research in international business and finance
47
Economic modelling
45
Journal of empirical finance
45
Journal of risk and financial management : JRFM
44
Journal of international financial markets, institutions & money
41
Journal of banking & finance
35
Journal of econometrics
33
International journal of forecasting
27
Applied economics letters
25
International Journal of Energy Economics and Policy : IJEEP
25
The European journal of finance
20
Cogent economics & finance
19
Economics letters
19
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
18
International journal of economics and financial issues : IJEFI
18
Journal of forecasting
18
International journal of finance & economics : IJFE
17
Review of quantitative finance and accounting
16
Discussion paper / Tinbergen Institute
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
15
Journal of financial econometrics : official journal of the Society for Financial Econometrics
15
Journal of risk
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
International Journal of Financial Studies : open access journal
14
The journal of asset management
14
Emerging markets, finance and trade : EMFT
13
Global business review
13
Journal of financial econometrics
13
The empirical economics letters : a monthly international journal of economics
13
Working papers
13
International journal of economics and finance
12
Pacific-Basin finance journal
12
The journal of applied business research
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ECONIS (ZBW)
72
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1
Frequency spillovers and portfolio risk implications between Sukuk, Islamic stock and emerging stock markets
Mensi, Walid
;
Ur Rehman, Mobeen
;
Maitra, Debasish
; …
- In:
The quarterly review of economics and finance : journal …
91
(
2023
),
pp. 139-157
Persistent link: https://www.econbiz.de/10014461547
Saved in:
2
The fluctuation correlation between investor sentiment and stock index using VMD-LSTM : evidence from China stock market
Gao, Zhenbin
;
Zhang, Jie
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014483735
Saved in:
3
Cross-market information transmission and stock market volatility prediction
Wang, Yide
;
Chen, Zan
;
Ji, Xiaodong
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014485465
Saved in:
4
Multiperiod portfolio allocation : a study of volatility clustering, non-normalities and predictable returns
Simonato, Jean-Guy
;
Denault, Michel
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014486271
Saved in:
5
Forecasting stock return volatility in data-rich environment : a new powerful predictor
Dai, Zhifeng
;
Zhang, Xiaotong
;
Li, Tingyu
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014246821
Saved in:
6
How oil price and exchange rate affect stock price in China using Bayesian Quantile_on_Quantile with GARCH approach
Chang, Hao Wen
;
Chang, Tsangyao
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014247010
Saved in:
7
Modeling dynamic conditional correlations with leverage effects and volatility spillover effects : evidence from the Chinese and US stock markets affected by the recent trade frict...
Pan, Qunxing
;
Mei, Xiaowen
;
Gao, Tianqing
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013413579
Saved in:
8
Contagion testing in frontier markets under alternative stressful S&P 500 market scenarios
Mahadeo, Scott M. R.
;
Heinlein, Reinhold
;
Legrenzi, …
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013449099
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9
Evolving United States stock market volatility : the role of conventional and unconventional monetary policies
Plakandaras, Vasilios
;
Gupta, Rangan
;
Balcilar, Mehmet
; …
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013449139
Saved in:
10
The contagion effect of jump risk across Asian stock markets during the Covid-19 pandemic
Zhang, Yi
;
Zhou, Long
;
Chen, Yajiao
;
Liu, Fang
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013449345
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