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~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~subject:"ARCH model"
~subject:"United States"
~subject:"Wechselkurs"
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ARCH model
United States
Wechselkurs
Volatility
172
Volatilität
169
Börsenkurs
60
Share price
60
Aktienmarkt
58
Stock market
58
Capital income
54
Kapitaleinkommen
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USA
45
Estimation
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Schätzung
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ARCH-Modell
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85
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Gupta, Rangan
6
Bouri, Elie
5
Malik, Farooq
3
Salisu, Afees A.
3
Apergēs, Nikolaos
2
Boughrara, Adel
2
Hammoudeh, Shawkat
2
Lucey, Brian M.
2
Marfatia, Hardik A.
2
McAleer, Michael
2
Mulligan, Robert F.
2
Roubaud, David
2
Serna, Gregorio
2
Smith, Stanley D.
2
Winters, Drew B.
2
Wohar, Mark E.
2
Ahmed, Mohamed S.
1
Al Rababa'a, Abdel Razzaq
1
Al-Shboul, Mohammad
1
Alhadab, Mohammad
1
Alkhataybeh, Ahmad
1
Alomari, Mohammad
1
Alsharari, Nizar Mohammad
1
Anderson, Randy I.
1
Anwar, Sajid
1
Arouri, Mohamed
1
Awartani, Basel
1
Azhar Mohamad
1
Baghestani, Hamid
1
Balbinotto Neto, Giácomo
1
Balcilar, Mehmet
1
Beg, Rabiul Alam
1
Belghitar, Yacine
1
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1
Bohl, Martin T.
1
Bonga-Bonga, Lumengo
1
Bourdeau-Brien, Michael
1
Cakan, Esin
1
Cevik, Emrah I.
1
Chaiechi, Taha
1
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Energy economics
279
Working paper / National Bureau of Economic Research, Inc.
217
Finance research letters
206
Applied economics
174
The North American journal of economics and finance : a journal of financial economics studies
164
The journal of futures markets
158
Economic modelling
155
International review of financial analysis
155
International review of economics & finance : IREF
150
Journal of empirical finance
130
Journal of banking & finance
128
Research in international business and finance
128
Journal of international financial markets, institutions & money
127
Applied financial economics
118
Journal of international money and finance
115
Discussion paper / Centre for Economic Policy Research
100
Applied economics letters
97
Working paper
96
Journal of econometrics
93
Economics letters
91
NBER working paper series
91
Journal of risk and financial management : JRFM
89
The review of financial studies
85
International journal of finance & economics : IJFE
82
Discussion paper / Tinbergen Institute
80
International journal of forecasting
80
International Journal of Energy Economics and Policy : IJEEP
77
NBER Working Paper
77
CESifo working papers
67
Journal of forecasting
64
International journal of economics and financial issues : IJEFI
61
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
60
The European journal of finance
60
The journal of finance : the journal of the American Finance Association
60
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
57
Econometric Institute research papers
55
Journal of financial economics
51
Global finance journal
50
Journal of financial and quantitative analysis : JFQA
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ECONIS (ZBW)
85
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1
On the predictive ability of conditional market skewness
Serna, Gregorio
- In:
The quarterly review of economics and finance : journal …
91
(
2023
),
pp. 186-191
Persistent link: https://www.econbiz.de/10014461560
Saved in:
2
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
3
Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach
Salisu, Afees A.
;
Gupta, Rangan
;
Bouri, Elie
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 303-314
Persistent link: https://www.econbiz.de/10014428077
Saved in:
4
The role of the COVID-19 pandemic in US market volatility : evidence from the VIX index
Apergēs, Nikolaos
;
Mustafa, Ghulam
;
Malik, Shafaq
- In:
The quarterly review of economics and finance : journal …
89
(
2023
),
pp. 27-35
Persistent link: https://www.econbiz.de/10014428131
Saved in:
5
Gold, silver, and the US dollar as harbingers of financial calm and distress
Dibooglu, Sel
;
Cevik, Emrah I.
;
Gillman, Max
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 200-210
Persistent link: https://www.econbiz.de/10014249099
Saved in:
6
Out-of-sample predictability of gold market volatility : the role of US Nonfarm Payroll
Salisu, Afees A.
;
Bouri, Elie
;
Gupta, Rangan
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 482-488
Persistent link: https://www.econbiz.de/10014249177
Saved in:
7
Uncertainty matters in US financial information spillovers : evidence from a directed acyclic graph approach
Su, Zhi
;
Liu, Peng
;
Fang, Tong
- In:
The quarterly review of economics and finance : journal …
84
(
2022
),
pp. 229-242
Persistent link: https://www.econbiz.de/10013334871
Saved in:
8
Speculative trading in Bitcoin : a Brazilian market evidence
Smaniotto, Emanuelle Nava
;
Balbinotto Neto, Giácomo
- In:
The quarterly review of economics and finance : journal …
85
(
2022
),
pp. 47-54
Persistent link: https://www.econbiz.de/10013336004
Saved in:
9
Dynamic impact of the US monetary policy on oil market returns and volatility
Marfatia, Hardik A.
;
Gupta, Rangan
;
Cakan, Esin
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 159-169
Persistent link: https://www.econbiz.de/10012655291
Saved in:
10
On the effect of full-fledged IT adoption on stock returns and their conditional volatility : evidence from propensity score matching
Dridi, Ichrak
;
Boughrara, Adel
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 179-194
Persistent link: https://www.econbiz.de/10012655300
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