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~language:"eng"
~subject:"Börsenkurs"
~isPartOf:"Emerging markets, finance and trade : EMFT"
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Search: subject_exact:"Generalized autoregressive conditional heteroscedasticity"
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Börsenkurs
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Emerging markets, finance and trade : EMFT
Finance research letters
49
International review of economics & finance : IREF
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International review of financial analysis
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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1
An Investigation of the nonlinear and asymmetric spillover effects of U.S. economic policy uncertainty on bond return vlatility of emerging markets
Xue, Wenjun
;
Wang, Feifei
- In:
Emerging markets, finance and trade : EMFT
59
(
2023
)
11
,
pp. 3487-3515
Persistent link: https://www.econbiz.de/10014384427
Saved in:
2
A study of Bitcoin-based intraday volatility forecasting for cross-market spreads
Yang, Longguang
;
Hou, Fengshuang
;
Shi, Huihong
- In:
Emerging markets, finance and trade : EMFT
59
(
2023
)
14
,
pp. 3941-3951
Persistent link: https://www.econbiz.de/10014419375
Saved in:
3
Forecasting volatilities of Asian markets using U.S. macroeconomic variables
Tzeng, Kae-Yih
- In:
Emerging markets, finance and trade : EMFT
59
(
2023
)
3
,
pp. 676-687
Persistent link: https://www.econbiz.de/10013548092
Saved in:
4
Forecasting the chinese stock market volatility with G7 stock market volatilities : a scaled PCA approach
Yi, Yongsheng
;
Zhang, Yaojie
;
Xiao, Jihong
;
Wang, Xunxiao
- In:
Emerging markets, finance and trade : EMFT
58
(
2022
)
13
,
pp. 3639-3650
Persistent link: https://www.econbiz.de/10013462322
Saved in:
5
A comparison between parametric and nonparametric volatility forecasting of stock index futures in China
Jiang, Rui
;
Wen, Conghua
- In:
Emerging markets, finance and trade : EMFT
58
(
2022
)
9
,
pp. 2522-2537
Persistent link: https://www.econbiz.de/10013354977
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6
Aggregate volatility risk and empirical factors : an international study
Lee, Woongki
;
Park, James L.
;
Sohn, Bumjean
- In:
Emerging markets, finance and trade : EMFT
57
(
2021
)
5
,
pp. 1489-1513
Persistent link: https://www.econbiz.de/10012514895
Saved in:
7
Dependence structure between China's stock market and other major stock markets before and after the 2008 financial crisis
Ji, Hao
;
Wang, Hao
;
Xu, Jia
;
Liseo, Brunero
- In:
Emerging markets, finance and trade : EMFT
56
(
2020
)
11
,
pp. 2608-2624
Persistent link: https://www.econbiz.de/10012262880
Saved in:
8
Impact of US uncertainty on Chinese stock market volatility
Hua, Renhai
;
Zhao, Pengfei
;
Yu, Honghai
;
Fang, Libing
- In:
Emerging markets, finance and trade : EMFT
56
(
2020
)
3
,
pp. 576-592
Persistent link: https://www.econbiz.de/10012211481
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9
The influences of book-to-price ratio and stock capitalization on value-at-risk estimation in Taiwan stock market
Wu, Tsung-Che
;
Huang, Hung-Hsi
;
Wang, Ching-Ping
; …
- In:
Emerging markets, finance and trade : EMFT
56
(
2020
)
5
,
pp. 1055-1072
Persistent link: https://www.econbiz.de/10012211521
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10
Forecasting volatility with price limit hits : evidence from Chinese stock market
Chu, Xiaojun
;
Qiu, Jianying
- In:
Emerging markets, finance and trade : EMFT
55
(
2019
)
5
,
pp. 1034-1050
Persistent link: https://www.econbiz.de/10012210669
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11
The role of US variables in long-run and short-run Taiwan stock volatility
Chao, Shih-Wei
- In:
Emerging markets, finance and trade : EMFT
55
(
2019
)
5
,
pp. 1153-1170
Persistent link: https://www.econbiz.de/10012210684
Saved in:
12
Geopolitical risks, returns, and volatility in emerging stock markets : evidence from a panel GARCH model
Bouras, Christos
;
Christou, Christina
;
Gupta, Rangan
; …
- In:
Emerging markets, finance and trade : EMFT
55
(
2019
)
8
,
pp. 1841-1856
Persistent link: https://www.econbiz.de/10012210912
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