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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:"Schätzung"
~subject:"Zeitreihenanalyse"
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Schätzung
Zeitreihenanalyse
ARCH model
54
ARCH-Modell
54
Volatility
43
Volatilität
43
Aktienmarkt
25
Stock market
25
Börsenkurs
24
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24
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Boughrara, Adel
2
Zheng, Yao
2
Ahmed, Mohamed S.
1
Al-Shboul, Mohammad
1
Alsharari, Nizar Mohammad
1
Bohl, Martin T.
1
Bouri, Elie
1
Chaiechi, Taha
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Chebbi, Ali
1
Chen, Sheng-Hung
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Essid, Badye
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1
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1
Kumar, Dilip
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Low, David R.
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Lucey, Brian M.
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Maheswaran, S.
1
Malik, Farooq
1
Markellos, Raphaēl N.
1
Miani, Stefano
1
Morales Zumaquero, Amalia
1
Nguyen, Trang
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Osmer, Eric
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Padmakumari, Lakshmi
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Psychoyios, Dimitris
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Siklos, Pierre L.
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Simlai, Prodosh
1
Slim, Skander
1
Song Zan Chiou Wei
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Sosvilla-Rivero, Simón
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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
87
Applied economics
77
Economic modelling
77
Finance research letters
76
Journal of empirical finance
65
Journal of econometrics
60
The North American journal of economics and finance : a journal of financial economics studies
55
International review of financial analysis
54
Discussion paper / Tinbergen Institute
53
International review of economics & finance : IREF
53
Research in international business and finance
49
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
47
Economics letters
43
International journal of forecasting
43
Journal of international financial markets, institutions & money
43
Journal of risk and financial management : JRFM
41
Applied economics letters
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Working paper
34
Applied financial economics
33
Journal of banking & finance
33
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
32
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
31
Econometric Institute research papers
30
International journal of economics and financial issues : IJEFI
29
International Journal of Energy Economics and Policy : IJEEP
28
International journal of finance & economics : IJFE
26
International journal of economics and finance
25
Journal of forecasting
25
Econometric reviews
22
Journal of risk
22
The European journal of finance
22
CREATES research paper
21
The journal of futures markets
21
Review of quantitative finance and accounting
20
Computational economics
19
Journal of financial econometrics
19
Cogent economics & finance
18
Journal of economics and finance
18
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ECONIS (ZBW)
22
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1
Volatility spillover between exchange rate and stock returns under volatility shifts
Malik, Farooq
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 605-613
Persistent link: https://www.econbiz.de/10012655581
Saved in:
2
Housing price dynamics : the impact of stock market sentiment and the spillover effect
Zheng, Yao
;
Osmer, Eric
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 854-867
Persistent link: https://www.econbiz.de/10012655714
Saved in:
3
Revisiting the accuracy of standard VaR methods for risk assessment : using the Copula-EVT multidimensional approach for stock markets in the MENA region
Chebbi, Ali
;
Hedhli, Amel
- In:
The quarterly review of economics and finance : journal …
84
(
2022
),
pp. 430-445
Persistent link: https://www.econbiz.de/10013335886
Saved in:
4
Dynamic transmissions between main stock markets and SME stock markets : evidence from tropical economies
Nguyen, Trang
;
Chaiechi, Taha
;
Eagle, Lynne C.
;
Low, …
- In:
The quarterly review of economics and finance : journal …
75
(
2020
),
pp. 308-324
Persistent link: https://www.econbiz.de/10012416910
Saved in:
5
How informative are variance risk premium and implied volatility for Value-at-Risk prediction? : international evidence
Slim, Skander
;
Dahmene, Meriam
;
Boughrara, Adel
- In:
The quarterly review of economics and finance : journal …
76
(
2020
),
pp. 22-37
Persistent link: https://www.econbiz.de/10012417081
Saved in:
6
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
Saved in:
7
The dynamic behavior of evolving efficiency : evidence from the UAE stock markets
Al-Shboul, Mohammad
;
Alsharari, Nizar Mohammad
- In:
The quarterly review of economics and finance : journal …
73
(
2019
),
pp. 119-135
Persistent link: https://www.econbiz.de/10012296690
Saved in:
8
The determinants of co-movement dynamics between sukuk and conventional bonds
Hassan, M. Kabir
;
Paltrinieri, Andrea
;
Dreassi, Alberto
; …
- In:
The quarterly review of economics and finance : journal …
68
(
2018
),
pp. 73-84
Persistent link: https://www.econbiz.de/10012034513
Saved in:
9
Volatility spillovers between foreign exchange and stock markets in industrialized countries
Morales Zumaquero, Amalia
;
Sosvilla-Rivero, Simón
- In:
The quarterly review of economics and finance : journal …
70
(
2018
),
pp. 121-136
Persistent link: https://www.econbiz.de/10012035037
Saved in:
10
Heterogeneous market hypothesis approach for modeling unbiased extreme value volatility estimator in presence of leverage effect : an individual stock level study with economic sig...
Zargar, Faisal Nazir
;
Kumar, Dilip
- In:
The quarterly review of economics and finance : journal …
77
(
2020
),
pp. 271-285
Persistent link: https://www.econbiz.de/10012431113
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