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~isPartOf:"The empirical economics letters : a monthly international journal of economics"
~subject:"Risiko"
~subject:"Share price"
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Search: subject_exact:"Autoregressive conditional heteroscedasticity"
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Risiko
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36
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28
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28
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13
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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
Boadi, Emmanuel A.
1
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1
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1
Rhee, Hongjai
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Saeed, Bashiru I. I.
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Selmi, Nadhem
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Sree Vinutha V.
1
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1
Tsai, Jui-Jung
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1
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The empirical economics letters : a monthly international journal of economics
Finance research letters
65
Energy economics
60
International review of economics & finance : IREF
56
Applied economics
51
Research in international business and finance
46
The North American journal of economics and finance : a journal of financial economics studies
45
International review of financial analysis
44
Economic modelling
43
Journal of empirical finance
39
Journal of risk and financial management : JRFM
37
Journal of international financial markets, institutions & money
34
Applied economics letters
29
Journal of banking & finance
25
Journal of econometrics
25
Economics letters
23
International Journal of Energy Economics and Policy : IJEEP
21
International journal of economics and financial issues : IJEFI
20
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
20
International journal of forecasting
19
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
18
Journal of forecasting
17
Cogent economics & finance
16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
Journal of financial econometrics : official journal of the Society for Financial Econometrics
15
Review of quantitative finance and accounting
15
Discussion paper / Tinbergen Institute
14
International Journal of Financial Studies : open access journal
14
The European journal of finance
14
Global business review
13
International journal of finance & economics : IJFE
13
Journal of risk
13
Department of Economics working paper series
12
Emerging markets, finance and trade : EMFT
12
International journal of economics and finance
12
Risks : open access journal
12
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
12
The journal of applied business research
12
Theoretical economics letters
12
CESifo working papers
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1
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:
2
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:
3
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:
4
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:
5
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
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6
Uncertainty and consumption : evidence from the VAR-DCC-GARCH model
Kurasawa, Kazutaka
- In:
The empirical economics letters : a monthly …
16
(
2017
)
9
,
pp. 861-871
Persistent link: https://www.econbiz.de/10011906797
Saved in:
7
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
Saved in:
8
The impact of anti-corruption reform on the Chinese stock market
Tsai, Jui-Jung
;
Wang, Yang-Chao
;
You, Guanzhong
- In:
The empirical economics letters : a monthly …
15
(
2016
)
2
,
pp. 113-121
Persistent link: https://www.econbiz.de/10011580368
Saved in:
9
Volatility and market risk of the pork market in China
Pan, Wei-Fong
- In:
The empirical economics letters : a monthly …
15
(
2016
)
7
,
pp. 697-704
Persistent link: https://www.econbiz.de/10011655819
Saved in:
10
The day of the week effecton returns, volatility and volume of Shariah index
Munusany, Dharani
- In:
The empirical economics letters : a monthly …
15
(
2016
)
6
,
pp. 608-618
Persistent link: https://www.econbiz.de/10011655904
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