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~language:"eng"
~person:"Caporale, Guglielmo Maria"
~person:"Choudhry, Taufiq"
~subject:"ARCH-Modell"
~type_genre:"Article in journal"
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ARCH-Modell
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108
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69
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66
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Caporale, Guglielmo Maria
Choudhry, Taufiq
Ma, Feng
65
McAleer, Michael
49
Gupta, Rangan
45
Bouri, Elie
35
Zhang, Yaojie
33
Kumar, Dilip
31
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28
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23
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23
Hafner, Christian M.
21
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21
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20
Zakoïan, Jean-Michel
20
Caporin, Massimiliano
19
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19
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19
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18
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International review of financial analysis
3
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3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
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2
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ECONIS (ZBW)
30
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30
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1
An econometric investigation of hedging performance of stock index futures in Korea : dynamic versus static hedging
Hasan, Mohammad S.
;
Choudhry, Taufiq
;
Zhang, Yuanyuan
- In:
International journal of banking, accounting and …
11
(
2020
)
2
,
pp. 227-253
Persistent link: https://www.econbiz.de/10012204571
Saved in:
2
Risk management under time varying volatility and Pareto-stable distributions
Mozumder, Sharif
;
Kabir, M. Humayun
;
Dempsey, Michael
; …
- In:
Applied economics letters
27
(
2020
)
3
,
pp. 161-167
Persistent link: https://www.econbiz.de/10012205404
Saved in:
3
Volatility persistence in the Russian stock market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Finance research letters
32
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012430826
Saved in:
4
Forecasting the daily dynamic hedge ratios in emerging European stock futures markets : evidence from GARCH models
Choudhry, Taufiq
;
Hasan, Mohammad S.
;
Zhang, Yuanyuan
- In:
International journal of banking, accounting and finance
10
(
2019
)
1
,
pp. 67-100
Persistent link: https://www.econbiz.de/10012051118
Saved in:
5
Modelling volatility of cryptocurrencies using Markov-Switching GARCH models
Caporale, Guglielmo Maria
;
Zekokh, Timur
- In:
Research in international business and finance
48
(
2019
),
pp. 143-155
Persistent link: https://www.econbiz.de/10012135859
Saved in:
6
Exchange rates and macro news in emerging markets
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
- In:
Research in international business and finance
46
(
2018
),
pp. 516-527
Persistent link: https://www.econbiz.de/10011983723
Saved in:
7
Forecasting the daily time‐varying beta of European banks during the crisis period : comparison between GARCH models and the Kalman filter
Zhang, Yuanyuan
;
Choudhry, Taufiq
- In:
Journal of forecasting
36
(
2017
)
8
,
pp. 956-973
Persistent link: https://www.econbiz.de/10011860929
Saved in:
8
International portfolio flows and exchange rate volatility in emerging Asian markets
Caporale, Guglielmo Maria
;
Ali, Faek Menla
;
Spagnolo, Fabio
- In:
Journal of international money and finance
76
(
2017
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011788040
Saved in:
9
Macro news and exchange rates in the BRICS
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
- In:
Finance research letters
21
(
2017
),
pp. 140-143
Persistent link: https://www.econbiz.de/10011807527
Saved in:
10
Spillovers between food and energy prices and structural breaks
Al-Maadid, Alanoud
;
Caporale, Guglielmo Maria
; …
- In:
International economics : a journal published by CEPII …
150
(
2017
),
pp. 1-18
Persistent link: https://www.econbiz.de/10011793787
Saved in:
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