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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~language:"eng"
~person:"Allen, David E."
~person:"McAleer, Michael"
~person:"Nguyen, Duc Khuong"
~person:"Zakoïan, Jean-Michel"
~subject:"ARCH-Modell"
~type_genre:"Article in journal"
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ARCH-Modell
Volatility
8
Volatilität
8
ARCH model
5
Risk management
4
Börsenkurs
3
Estimation
3
Financial crisis
3
Finanzkrise
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Allen, David E.
McAleer, Michael
Nguyen, Duc Khuong
Zakoïan, Jean-Michel
Kang, Sang Hoon
5
Mensi, Walid
5
Gupta, Rangan
4
Wu, Xinyu
4
Chang, Chia-Lin
3
Hammoudeh, Shawkat
3
Qiao, Gaoxiu
3
Al-Jarrah, Idries Mohammad Wanas
2
Al-Yahyaee, Khamis Hamed
2
Balcilar, Mehmet
2
Chen, Cathy W. S.
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Hamori, Shigeyuki
2
Huang, Hung-Hsi
2
Jiang, Yong
2
Kok Haur Ng
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Li, Weiping
2
Lin, Ling
2
Lin, Shin-Hung
2
Liu, Fang
2
Nonejad, Nima
2
Powell, Robert
2
Su, Xianfang
2
Tian, Shuairu
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Wang, Xingchun
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Xuan Vinh Vo
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Yoon, Seong-min
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Zhuang, Xintian
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Al Rababa'a, Abdel Razzaq
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Alañón Pardo, Ángel
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Alves, Isabel Fraga
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Asai, Manabu
1
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1
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1
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1
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The North American journal of economics and finance : a journal of financial economics studies
Journal of econometrics
11
Energy economics
9
Econometric theory
6
Econometrics : open access journal
4
Journal of economic surveys
4
Journal of risk and financial management : JRFM
4
Applied economics
3
Econometric reviews
3
International review of economics & finance : IREF
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Journal of international financial markets, institutions & money
3
Annals of economics and statistics
2
Economic modelling
2
Finance research letters
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International journal of forecasting
2
Journal of forecasting
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Annals of financial economics
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Applied financial economics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Economics letters
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European business review : EBR ; the official journal of the International Management Centres, Europe
1
International Journal of Financial Studies : open access journal
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International review of financial analysis
1
Journal of applied econometrics
1
Journal of financial econometrics
1
Journal of international money and finance
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Journal of quantitative economics : official journal of the Indian Econometric Society
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Journal of the American Statistical Association : JASA
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Journal of the Operational Research Society : OR
1
Journal of time series econometrics
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Managerial finance
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Quantitative finance
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Review of accounting & finance
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Risks : open access journal
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The Japanese economic review : the journal of the Japanese Economic Association
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The Korean economic review
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ECONIS (ZBW)
5
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1
Efficient modelling and forecasting with range based volatility models and its application
Kok Haur Ng
;
Peiris, Shelton
;
Chan, Jennifer So-kuen
; …
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 448-460
Persistent link: https://www.econbiz.de/10011938162
Saved in:
2
Conditional correlations and volatility spillovers between crude oil and stock index returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 116-138
Persistent link: https://www.econbiz.de/10009777824
Saved in:
3
EVT and tail-risk modelling : evidence from market indices and volatility series
Allen, David E.
;
Singh, Abhay Kumar
;
Powell, Robert
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 355-369
Persistent link: https://www.econbiz.de/10010367580
Saved in:
4
Is small beautiful? : size effects of volatility spillovers for firm performance and exchange rates in tourism
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 519-534
Persistent link: https://www.econbiz.de/10010367563
Saved in:
5
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 151-167
Persistent link: https://www.econbiz.de/10009779314
Saved in:
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