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~subject:"ARCH model"
~isPartOf:"International review of financial analysis"
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ARCH model
ARCH-Modell
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Aktienmarkt
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Estimation
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Volatility
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Guesmi, Khaled
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He, Kaijian
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Klüppelberg, Claudia
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Schreiber, Irene
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International review of financial analysis
Energy economics
16
Applied economics
10
Economic modelling
10
Journal of banking & finance
10
Research in international business and finance
10
Working paper series / University of Zurich, Department of Economics
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
The North American journal of economics and finance : a journal of financial economics studies
6
Discussion paper / Tinbergen Institute
5
Economics letters
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Finance research letters
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International Journal of Energy Economics and Policy : IJEEP
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Journal of econometrics
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Journal of international financial markets, institutions & money
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Econometric reviews
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Econometrics : open access journal
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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The energy journal
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Computational economics
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Discussion paper series
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Journal of empirical finance
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Journal of financial econometrics
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Journal of forecasting
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Journal of time series econometrics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of applied business research
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Annals of economics and statistics
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Applied economics letters
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CREATES research paper
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Central European journal of economic modelling and econometrics
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Decision
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Discussion paper / Universität Sankt Gallen, School of Economics and Political Science, Department of Economics
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Discussion paper series / University of Heidelberg, Department of Economics
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Environmental economics and policy studies
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Eurasian economic review : a journal in applied macroeconomics and finance
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Global business review
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International journal of bonds and derivatives
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Dependences and volatility spillovers between the oil and stock markets: new evidence from the copula and VAR-BEKK-GARCH models
Yu, Lean
;
Zha, Rui
;
Stafylas, Dimitrios
;
He, Kaijian
; …
- In:
International review of financial analysis
68
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012301075
Saved in:
2
Contagion, decoupling and the spillover effects of the US financial crisis : evidence from the BRIC markets
Bekiros, Stelios D.
- In:
International review of financial analysis
33
(
2014
),
pp. 58-69
Persistent link: https://www.econbiz.de/10010520075
Saved in:
3
The evolution of risk premium as a measure for intra-regional equity market integration
Guesmi, Khaled
;
Teulon, Frédéric
;
Taneem Muzaffar, Ahmed
- In:
International review of financial analysis
35
(
2014
),
pp. 13-19
Persistent link: https://www.econbiz.de/10010529640
Saved in:
4
Equities, credits and volatilities : a multivariate analysis of the European market during the subprime crisis
Schreiber, Irene
;
Müller, Gernot
;
Klüppelberg, Claudia
; …
- In:
International review of financial analysis
24
(
2012
),
pp. 57-65
Persistent link: https://www.econbiz.de/10009688173
Saved in:
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