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~isPartOf:"International journal of economics and financial issues : IJEFI"
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ARCH model
50
ARCH-Modell
50
Volatility
33
Volatilität
33
Estimation
23
Schätzung
23
Aktienmarkt
16
Stock market
16
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Balibey, Mesut
2
Hamzaoui, Nessrine
2
Regaieg, Boutheina
2
Talbi, Mariem
2
Turkyilmaz, Serpil
2
Abaoub, Ezzeddine
1
Abdoh, Hussein A.
1
Abdurehman, Abderezak Ali
1
Afsal, E. M.
1
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1
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Amiri, Ashkan
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Ananzeh, Izz Eddien Naif
1
Azar, Samih Antoine
1
Babajide, Abiola
1
Baharumshah, Ahmad Zubaidi
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1
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1
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1
Gan, Su-Mei
1
Gandali Alikhani, Nadiya
1
Garang, Aweng Peter Majok
1
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1
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International journal of economics and financial issues : IJEFI
Energy economics
268
Finance research letters
207
Applied economics
164
Economic modelling
155
Journal of econometrics
147
International review of financial analysis
144
Journal of empirical finance
134
Research in international business and finance
131
International review of economics & finance : IREF
125
The North American journal of economics and finance : a journal of financial economics studies
123
Journal of banking & finance
113
Economics letters
109
Journal of international financial markets, institutions & money
107
Applied financial economics
101
Discussion paper / Tinbergen Institute
99
International journal of forecasting
96
Journal of risk and financial management : JRFM
88
Journal of forecasting
87
Applied economics letters
79
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
76
The European journal of finance
76
The journal of futures markets
74
Econometric theory
73
Econometric Institute research papers
69
Working paper
69
International Journal of Energy Economics and Policy : IJEEP
65
Journal of financial econometrics : official journal of the Society for Financial Econometrics
65
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
64
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
56
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
54
International journal of finance & economics : IJFE
52
Econometric reviews
47
Journal of international money and finance
46
International journal of economics and finance
45
Review of quantitative finance and accounting
44
CREATES research paper
43
Computational economics
43
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
42
Journal of risk
42
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ECONIS (ZBW)
50
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1
Unveiling interconnectedness and volatility transmission : a novel GARCH analysis of leading global cryptocurrencies
Vigg Kushwah, Silky
;
Hundal, Shab
;
Goel, Payal
- In:
International journal of economics and financial issues …
14
(
2024
)
3
,
pp. 132-139
Persistent link: https://www.econbiz.de/10014631784
Saved in:
2
On the effectiveness of stock index futures for tail risk protection
Zouari, Hammadi
- In:
International journal of economics and financial issues …
12
(
2022
)
3
,
pp. 38-52
Persistent link: https://www.econbiz.de/10013259361
Saved in:
3
Cryptocurrency returns, cybercrime and stock market volatility : GAS and regime switching approaches
Sanusi, Kazeem Abimbola
;
Dickason Koekemoer, Zandri
- In:
International journal of economics and financial issues …
12
(
2022
)
6
,
pp. 52-64
Persistent link: https://www.econbiz.de/10014227215
Saved in:
4
Modelling exchange rate volatility of Somali Shilling against US Dollar by utilizing GARCH models
Ali, Abdullahi Osman
- In:
International journal of economics and financial issues …
11
(
2021
)
2
,
pp. 35-39
Persistent link: https://www.econbiz.de/10012509707
Saved in:
5
Volatility forecasting using hybrid GARCH Neural Network models : the case of the Italian stock market
Kartsonakis Mademlis, Dimitrios
;
Dritsakis, Nikolaos
- In:
International journal of economics and financial issues …
11
(
2021
)
1
,
pp. 49-60
Persistent link: https://www.econbiz.de/10012436893
Saved in:
6
Volatility asymmetry of scale indexes - taking China as an example
Wei, Shih-Yung
;
Cheng, Jao-Hong
;
Lin, Li-Wei
;
Gan, Su-Mei
- In:
International journal of economics and financial issues …
10
(
2020
)
4
,
pp. 158-169
Persistent link: https://www.econbiz.de/10012303336
Saved in:
7
Exchange rate volatility and trade deficit in Pakistan : a time series analysis
Soharwardi, Mariam Abbas
;
Ahmad, Mumtaz
;
Shafique, …
- In:
International journal of economics and financial issues …
10
(
2020
)
4
,
pp. 215-219
Persistent link: https://www.econbiz.de/10012304131
Saved in:
8
Modeling and forecasting USD/UGX volatility through GARCH family models : evidence from Gaussian, T and GED distributions
Erkekoglu, Hatice
;
Garang, Aweng Peter Majok
;
Deng, …
- In:
International journal of economics and financial issues …
10
(
2020
)
2
,
pp. 268-281
Persistent link: https://www.econbiz.de/10012215184
Saved in:
9
Climate change and milk price volatility in Indonesia
Daryanto, Arief
;
Sofia, Diani Aliya
;
Sahara, Sahara
; …
- In:
International journal of economics and financial issues …
10
(
2020
)
2
,
pp. 282-288
Persistent link: https://www.econbiz.de/10012215193
Saved in:
10
Volatility modelling for tourism sector stocks in Borsa Istanbul
Celik, Gulsah Gencer
- In:
International journal of economics and financial issues …
10
(
2020
)
3
,
pp. 158-165
Persistent link: https://www.econbiz.de/10012215271
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