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~subject:"Börsenkurs"
~isPartOf:"Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets"
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Search: subject_exact:"Generalized autoregressive conditional heteroscedasticity"
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Börsenkurs
ARCH model
42
ARCH-Modell
42
Volatility
30
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30
Aktienmarkt
23
Stock market
23
Capital income
17
Kapitaleinkommen
17
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16
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14
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14
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12
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Abuzayed, Bana
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Al-Fayoumi, Nedal
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Amin, Abu S.
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Baklaci, Hasan F.
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Bildik, Recep
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Bley, Jorg
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Brzeszczyński, Janusz
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
Finance research letters
48
International review of economics & finance : IREF
48
Energy economics
45
Applied economics
44
Research in international business and finance
43
International review of financial analysis
40
The North American journal of economics and finance : a journal of financial economics studies
40
Economic modelling
35
Journal of risk and financial management : JRFM
34
Journal of empirical finance
33
Journal of international financial markets, institutions & money
33
Applied economics letters
24
Journal of econometrics
24
International Journal of Energy Economics and Policy : IJEEP
20
Journal of banking & finance
20
International journal of forecasting
18
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
18
Economics letters
17
Journal of forecasting
17
Cogent economics & finance
15
International journal of economics and financial issues : IJEFI
15
Journal of financial econometrics : official journal of the Society for Financial Econometrics
14
Discussion paper / Tinbergen Institute
13
Global business review
13
International Journal of Financial Studies : open access journal
13
Review of quantitative finance and accounting
13
The empirical economics letters : a monthly international journal of economics
13
Emerging markets, finance and trade : EMFT
12
International journal of finance & economics : IJFE
12
The European journal of finance
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
International journal of economics and finance
11
The journal of applied business research
11
Pacific-Basin finance journal
10
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
10
Theoretical economics letters
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ECONIS (ZBW)
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1
Forecasting Chinese stock market volatility with economic variables
Cai, Weixian
;
Chen, Jian
;
Hong, Jimin
;
Jiang, Fuwei
- In:
Emerging markets finance & trade : a journal of the …
53
(
2017
)
3
,
pp. 521-533
Persistent link: https://www.econbiz.de/10011764301
Saved in:
2
Seasoned equity offerings or capital deductions? : the reaction of stock prices : evidence from Taiwan
Chen, Suduan
- In:
Emerging markets finance & trade : a journal of the …
53
(
2017
)
3
,
pp. 644-660
Persistent link: https://www.econbiz.de/10011764347
Saved in:
3
Are investors concerned with stock market upgrades? : evidence from multivariate framework analysis
Abuzayed, Bana
;
Al-Fayoumi, Nedal
- In:
Emerging markets finance & trade : a journal of the …
53
(
2017
)
10/11/12
,
pp. 2242-2258
Persistent link: https://www.econbiz.de/10011825310
Saved in:
4
Volatility spillovers and linkages in Asian stock markets
Chow, Hwee-kwan
- In:
Emerging markets finance & trade : a journal of the …
53
(
2017
)
10/11/12
,
pp. 2770-2781
Persistent link: https://www.econbiz.de/10011833383
Saved in:
5
Modeling time-varying correlations in volatility between BRICS and commodity markets
Kang, Sang Hoon
;
McIver, Ron
;
Yoon, Seong-min
- In:
Emerging markets finance & trade : a journal of the …
52
(
2016
)
7/9
,
pp. 1698-1723
Persistent link: https://www.econbiz.de/10011594437
Saved in:
6
The asymmetry and volatility of the Chinese stock market caused by the "New National Ten"
Tsai, Jui-Jung
;
Wang, Yang-Chao
;
Weng, Kehuang
- In:
Emerging markets finance & trade : a journal of the …
51
(
2015
),
pp. 86-98
Persistent link: https://www.econbiz.de/10011603392
Saved in:
7
Idiosyncratic volatility forecasting in the stock market of Saudi Arabia
Bley, Jorg
;
Saad, Mohsen M.
- In:
Emerging markets finance & trade : a journal of the …
51
(
2015
)
6
,
pp. 1342-1357
Persistent link: https://www.econbiz.de/10011561300
Saved in:
8
Returns, volatilities, and correlations across mature, regional, and frontier markets : evidence from South Asia
Amin, Abu S.
;
Orłowski, Lucjan T.
- In:
Emerging markets finance & trade : a journal of the …
50
(
2014
)
3
,
pp. 5-27
Persistent link: https://www.econbiz.de/10010464049
Saved in:
9
Spillover and comovement : the contagion mechanism of systemic risks between the US and Chinese stock markets
Liu, Yaqing
;
Ouyang, Hongbing
- In:
Emerging markets finance & trade : a journal of the …
50
(
2014
),
pp. 109-121
Persistent link: https://www.econbiz.de/10010465130
Saved in:
10
Foreign shocks on Chilean financial markets : spillovers and comovements between bond and equity markets
Morales, Marco
;
Moreno, Carola
;
Vio, Camilo
- In:
Emerging markets finance & trade : a journal of the …
50
(
2014
),
pp. 35-50
Persistent link: https://www.econbiz.de/10010485823
Saved in:
11
Price and volatility spillovers in the case of stock markets located in different time zones
Olbrys, Joanna
- In:
Emerging markets finance & trade : a journal of the …
49
(
2013
),
pp. 145-157
Persistent link: https://www.econbiz.de/10009781385
Saved in:
12
Annoucement effects and asymmetric volatility in industry stock returns : evidence from Taiwan
Lee, Chih-Wei
;
Chang, Ming-Jen
- In:
Emerging markets finance & trade : a journal of the …
47
(
2011
)
2
,
pp. 48-61
Persistent link: https://www.econbiz.de/10009313082
Saved in:
13
The impact of firm-specific public news on intraday market dynamics : evidence from the Turkish stock market
Baklaci, Hasan F.
;
Tunc, Gokce
;
Aydogan, Berna
;
Vardar, …
- In:
Emerging markets finance & trade : a journal of the …
47
(
2011
)
6
,
pp. 99-119
Persistent link: https://www.econbiz.de/10009563064
Saved in:
14
Price behavior of stock index futures : evidence from FTSE Xinhua China A50 and H-share index furtures markets
Wang, Janchung
- In:
Emerging markets finance & trade : a journal of the …
47
(
2011
),
pp. 61-77
Persistent link: https://www.econbiz.de/10009299029
Saved in:
15
The role of stock and trading intensity in the Magnitude of the interval effect in beta estimation : empirical evidence from Polish capital market
Brzeszczyński, Janusz
;
Gajdka, Jerzy
;
Schabek, Tomasz
- In:
Emerging markets finance & trade : a journal of the …
47
(
2011
)
1
,
pp. 28-49
Persistent link: https://www.econbiz.de/10009299108
Saved in:
16
Effects of price limits on volatility
Bildik, Recep
;
Elekdaǧ, Selim Ali
- In:
Emerging markets finance & trade : a journal of the …
40
(
2004
)
1
,
pp. 5-34
Persistent link: https://www.econbiz.de/10002006940
Saved in:
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