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~subject:"Theory"
~subject:"Zeitreihenanalyse"
~isPartOf:"International journal of economics and financial issues : IJEFI"
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Search: subject:"conditional heteroscedasticity"
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Zeitreihenanalyse
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49
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Balibey, Mesut
2
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2
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2
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1
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International journal of economics and financial issues : IJEFI
Journal of econometrics
82
Journal of empirical finance
70
Discussion paper / Tinbergen Institute
59
Applied economics
56
International journal of forecasting
56
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
49
Finance research letters
48
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47
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46
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45
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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43
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38
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36
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35
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33
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32
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30
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26
Journal of international financial markets, institutions & money
26
Research in international business and finance
26
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25
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Journal of economic dynamics & control
20
Journal of risk
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International Journal of Energy Economics and Policy : IJEEP
18
CORE discussion paper : DP
17
International journal of finance & economics : IJFE
17
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1
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:
2
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:
3
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:
4
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:
5
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:
6
Macroeconomic fundamental and stock price index in Southeast Asia countries a comparative study
Wahyudi, Sugeng
;
Hersugondo
;
Laksana, Rio Dhani
;
Rudy, R.
- In:
International journal of economics and financial issues …
7
(
2017
)
2
,
pp. 182-187
Persistent link: https://www.econbiz.de/10011786565
Saved in:
7
Volatility spillovers among the cryptocurrency time series
Mighri, Zouheir Ahmed
;
Al Saggaf, Majid Ibrahim
- In:
International journal of economics and financial issues …
9
(
2019
)
3
,
pp. 81-90
Persistent link: https://www.econbiz.de/10012149515
Saved in:
8
Conditional extreme values theory and tail-related risk measures : evidence from Latin American stock markets
Gutiérrez, Raúl de Jesús
;
Santillán Salgado, …
- In:
International journal of economics and financial issues …
9
(
2019
)
3
,
pp. 127-141
Persistent link: https://www.econbiz.de/10012149540
Saved in:
9
Global contagion of investor sentiment during the US subprime crisis : the case of the USA and the region of Latin America
Talbi, Mariem
;
Ben Halima, Amel
- In:
International journal of economics and financial issues …
9
(
2019
)
3
,
pp. 163-174
Persistent link: https://www.econbiz.de/10012149555
Saved in:
10
Changes in the unconditional variance and autoregressive
conditional
heteroscedasticity
Peiro, Amado
- In:
International journal of economics and financial issues …
6
(
2016
)
4
,
pp. 1338-1343
Persistent link: https://www.econbiz.de/10011774855
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