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~subject:"Börsenkurs"
~subject:"Estimation"
~isPartOf:"Finance research letters"
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Börsenkurs
Estimation
ARCH model
173
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173
Volatility
135
Volatilität
135
Aktienmarkt
59
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59
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Corbet, Shaen
3
Tiwari, Aviral Kumar
3
Ardia, David
2
Brzeszczyński, Janusz
2
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2
Gozgor, Giray
2
Kinateder, Harald
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Lau, Chi Keung
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Xie, Haibin
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Zeng, Qing
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Abakah, Emmanuel Joel Aikins
1
Abdel-Qader, Waleed
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Aharon, David Y.
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Akhtaruzzaman, Md.
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Akyildirim, Erdinc
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Alagidede, Imhotep Paul
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Ali, Shoaib
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An, Na
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Finance research letters
Energy economics
99
Applied economics
93
Economic modelling
77
International review of economics & finance : IREF
75
The North American journal of economics and finance : a journal of financial economics studies
73
International review of financial analysis
71
Research in international business and finance
66
Journal of empirical finance
59
Journal of international financial markets, institutions & money
55
Journal of risk and financial management : JRFM
53
Applied economics letters
47
Journal of econometrics
43
Journal of banking & finance
37
International Journal of Energy Economics and Policy : IJEEP
36
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
36
International journal of forecasting
34
Economics letters
32
Applied financial economics
31
Discussion paper / Tinbergen Institute
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International journal of economics and financial issues : IJEFI
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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International journal of economics and finance
30
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
29
International journal of finance & economics : IJFE
27
The journal of futures markets
26
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
25
The European journal of finance
25
The empirical economics letters : a monthly international journal of economics
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Journal of forecasting
24
Working paper
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Cogent economics & finance
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International Journal of Financial Studies : open access journal
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Review of quantitative finance and accounting
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Pacific-Basin finance journal
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Econometric Institute research papers
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Emerging markets, finance and trade : EMFT
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Journal of financial econometrics
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ECONIS (ZBW)
95
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1
Forecasting US stock market volatility : evidence from ESG and CPU indices
Ghani, Usman
;
Zhu, Bo
;
Qin, Quande
;
Ghani, Maria
- In:
Finance research letters
59
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014445411
Saved in:
2
Pricing CBOE VIX in non-affine
GARCH
models with variance risk premium
Tong, Chen
- In:
Finance research letters
62
(
2024
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014530825
Saved in:
3
Measuring systemic risk with high-frequency data : a realized
GARCH
approach
Chen, Qihao
;
Huang, Zhuo
;
Liang, Fang
- In:
Finance research letters
54
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472723
Saved in:
4
Commonality in BRICS stock markets' reaction to global economic policy uncertainty : evidence from a panel
GARCH
model with cross sectional dependence
Mamman, Suleiman O.
;
Wang, Zhanqin
;
Iliyasu, Jamilu
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473256
Saved in:
5
FTX Collapse and systemic risk spillovers from FTX Token to major cryptocurrencies
Bouri, Elie
;
Kamal, Elham
;
Kinateder, Harald
- In:
Finance research letters
56
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014473652
Saved in:
6
Correlation impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Finance research letters
57
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014513333
Saved in:
7
Which component of air quality index drives stock price volatility in China : a decomposition-based forecasting method
Yu, Jize
;
Zhang, Li
;
Peng, Lijuan
;
Wu, Rui
- In:
Finance research letters
51
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014286581
Saved in:
8
Dependences and dynamic spillovers across the crude oil and stock markets throughout the COVID-19 pandemic and Russia-Ukraine conflict : evidence from the ASEAN+6
Surachai Chancharat
;
Parichat Sinlapates
- In:
Finance research letters
57
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014526667
Saved in:
9
Macroeconomic determinants of the long-term correlation between stock and exchange rate markets in China : a DCC-MIDAS-X approach considering structural breaks
Xiong, Youlin
;
Shen, Jun
;
Yoon, Seong-min
;
Dong, Xiyong
- In:
Finance research letters
61
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014490845
Saved in:
10
Dynamic correlations and spillover effects between CoCo bonds and other financial assets : evidence from European banking
Li, Fangfang
;
Li, Ping
- In:
Finance research letters
38
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012487925
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