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~isPartOf:"The empirical economics letters : a monthly international journal of economics"
~language:"eng"
~subject:"Börsenkurs"
~subject:"Estimation"
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Search: subject_exact:"Generalized autoregressive conditional heteroscedasticity"
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Börsenkurs
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ARCH model
36
ARCH-Modell
36
Volatility
28
Volatilität
28
Share price
13
Schätzung
11
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8
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Ajmi, Ahdi Noomen
2
Giacalone, Massimiliano
2
Mattera, Raffaele
2
Agarwal, Harshit
1
Agarwal, Rashi
1
Aidoo, Eric N.
1
Baklaci, Hasan F.
1
Bhandari, Avishek
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Boadi, Emmanuel A.
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Chan, Shih-ju
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Doğru, Bülent
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Go, You-How
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Hafsal K.
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Lin, Ching-chung
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Munusany, Dharani
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Nieh, Chien-chung
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The empirical economics letters : a monthly international journal of economics
Energy economics
93
Finance research letters
85
Applied economics
84
International review of economics & finance : IREF
72
Economic modelling
71
International review of financial analysis
68
The North American journal of economics and finance : a journal of financial economics studies
66
Research in international business and finance
61
Journal of empirical finance
58
Journal of international financial markets, institutions & money
53
Journal of risk and financial management : JRFM
49
Applied economics letters
43
Journal of econometrics
43
Journal of banking & finance
37
International journal of forecasting
34
Economics letters
31
International Journal of Energy Economics and Policy : IJEEP
31
Journal of financial econometrics : official journal of the Society for Financial Econometrics
31
Discussion paper / Tinbergen Institute
30
International journal of economics and financial issues : IJEFI
30
Applied financial economics
29
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
29
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
29
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
28
The journal of futures markets
26
International journal of economics and finance
25
The European journal of finance
24
Working paper
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International journal of finance & economics : IJFE
23
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of forecasting
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
22
Review of quantitative finance and accounting
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Cogent economics & finance
20
Econometric Institute research papers
20
Pacific-Basin finance journal
20
Emerging markets, finance and trade : EMFT
19
Journal of risk
19
International Journal of Financial Studies : open access journal
18
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1
Dynamic spillover effects of macroeconomic risks on foreign exchange markets in emerging countries
Güngör, Arifenur
;
Güngör, Mahmut Sami
- In:
The empirical economics letters : a monthly …
19
(
2020
)
7
,
pp. 683-692
Persistent link: https://www.econbiz.de/10012596724
Saved in:
2
Impact of COVID-19 on the dependence structure of WTI crude oil spot and future price
Lee, Wo-Chiang
;
Lee, Jhuo-Ying
- In:
The empirical economics letters : a monthly …
19
(
2020
)
11
,
pp. 1299-1312
Persistent link: https://www.econbiz.de/10012599720
Saved in:
3
Improving volatility forecasts with GED-GARCH model: evidence from U.S. stock market
Giacalone, Massimiliano
;
Mattera, Raffaele
;
Cozzucoli, …
- In:
The empirical economics letters : a monthly …
18
(
2019
)
7
,
pp. 785-791
Persistent link: https://www.econbiz.de/10012315480
Saved in:
4
Momentum profits and the transitory and permanent components of volatility: evidence from Taiwan
Liau, Yung-Shi
- In:
The empirical economics letters : a monthly …
18
(
2019
)
11
,
pp. 1169-1178
Persistent link: https://www.econbiz.de/10012372794
Saved in:
5
Measuring conditional hedging effectiveness : a GARCH approach
Lai, Yu-Sheng
- In:
The empirical economics letters : a monthly …
17
(
2018
)
9
,
pp. 1159-1171
Persistent link: https://www.econbiz.de/10012006781
Saved in:
6
Alternative distribution based GARCH models for Bitcoin volatility estimation
Mattera, Raffaele
;
Giacalone, Massimiliano
- In:
The empirical economics letters : a monthly …
17
(
2018
)
11
,
pp. 1283-1288
Persistent link: https://www.econbiz.de/10012006849
Saved in:
7
Impact of the political environment on the stock market : an analysis using dummy variables and the GARCH models
Agarwal, Harshit
;
Agarwal, Rashi
- In:
The empirical economics letters : a monthly …
17
(
2018
)
4
,
pp. 481-487
Persistent link: https://www.econbiz.de/10011913162
Saved in:
8
Exchange rate volatility and validity of purchasing power parity : a dynamic panel GARCH model
Çağlayan Akay, Ebru
;
Ergin, Nursefa
- In:
The empirical economics letters : a monthly …
16
(
2017
)
1
,
pp. 9-18
Persistent link: https://www.econbiz.de/10011718663
Saved in:
9
The effect of interest rate spreads on economic activity : evidence from the United States
Chang, Hai Yen
;
Wang, Yung-Chang
- In:
The empirical economics letters : a monthly …
16
(
2017
)
2
,
pp. 83-94
Persistent link: https://www.econbiz.de/10011718799
Saved in:
10
A contemporary enquiry into the intraday causality between short selling trades and volatility
Baklaci, Hasan F.
;
Süer, Ömür
;
Yelkenci, Tezer
- In:
The empirical economics letters : a monthly …
15
(
2016
)
1
,
pp. 83-90
Persistent link: https://www.econbiz.de/10011580304
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