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~isPartOf:"International journal of finance & economics : IJFE"
~subject:"ARCH model"
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ARCH model
Volatility
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Ma, Feng
4
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Drakos, Anastassios A.
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International journal of finance & economics : IJFE
Energy economics
212
Finance research letters
129
Economic modelling
109
Applied economics
106
International review of financial analysis
106
The North American journal of economics and finance : a journal of financial economics studies
101
Journal of empirical finance
92
Research in international business and finance
92
International review of economics & finance : IREF
87
Journal of international financial markets, institutions & money
75
Journal of risk and financial management : JRFM
69
Journal of econometrics
66
Applied financial economics
63
International journal of forecasting
61
Journal of banking & finance
59
Journal of forecasting
57
Discussion paper / Tinbergen Institute
52
Economics letters
52
Applied economics letters
50
International Journal of Energy Economics and Policy : IJEEP
48
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
45
Journal of financial econometrics : official journal of the Society for Financial Econometrics
41
Econometric Institute research papers
40
The journal of futures markets
39
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
39
Working paper
39
The European journal of finance
37
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
32
International journal of economics and financial issues : IJEFI
32
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
31
Cogent economics & finance
30
International journal of economics and finance
30
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
29
The empirical economics letters : a monthly international journal of economics
29
Pacific-Basin finance journal
28
Review of quantitative finance and accounting
28
Journal of international money and finance
27
Journal of financial econometrics
25
Journal of economics and finance
23
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ECONIS (ZBW)
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1
A GARCH approach to model short-term interest rates : evidence from Spanish economy
Sánchez García, Javier
;
Cruz Rambaud, Salvador
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 1621-1632
Persistent link: https://www.econbiz.de/10013184367
Saved in:
2
Extracting inflation expectations from the term structure : the fisher equation in a multivariate SDF framework
Balfoussia, Hiona
;
Wickens, Michael R.
- In:
International journal of finance & economics : IJFE
11
(
2006
)
3
,
pp. 261-277
Persistent link: https://www.econbiz.de/10003369868
Saved in:
3
Are lower interest rates really associated with higher growth? : new empirical evidence on the interest rate thesis from 19 countries
Lee, Kang-Soek
;
Werner, Richard A.
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3960-3975
Persistent link: https://www.econbiz.de/10014429221
Saved in:
4
Mean and variance equation dynamics : time deformation, GARCH, and a robust analysis of the London housing market
Cook, Steve
;
Watson, Duncan
- In:
International journal of finance & economics : IJFE
22
(
2017
)
4
,
pp. 304-318
Persistent link: https://www.econbiz.de/10011960361
Saved in:
5
On equity risk prediction and tail spillovers
Pouliasis, Panos
;
Kyriakou, Ioannis
;
Papapostolou, Nikos
- In:
International journal of finance & economics : IJFE
22
(
2017
)
4
,
pp. 379-393
Persistent link: https://www.econbiz.de/10011960379
Saved in:
6
Switching volatility in private international equity markets
Susmel, Raul
- In:
International journal of finance & economics : IJFE
5
(
2000
)
4
,
pp. 265-283
Persistent link: https://www.econbiz.de/10001539840
Saved in:
7
Can oil diversify away the unpriced risk of a portfolio?
Cifarelli, Giulio
;
Paladino, Giovanna
- In:
International journal of finance & economics : IJFE
17
(
2012
)
1
,
pp. 73-88
Persistent link: https://www.econbiz.de/10009507849
Saved in:
8
Examining realized volatility regimes under a threshold stochastic volatility model
Xu, Dinghai
- In:
International journal of finance & economics : IJFE
17
(
2012
)
4
,
pp. 373-389
Persistent link: https://www.econbiz.de/10009689475
Saved in:
9
Co-movements between US and UK stock prices : the role of time-varying conditional correlations
Aslanidis, Nektarios
;
Osborn, Denise R.
;
Sensier, Marianne
- In:
International journal of finance & economics : IJFE
15
(
2010
)
4
,
pp. 366-380
Persistent link: https://www.econbiz.de/10008811289
Saved in:
10
Forecasting financial volatility of the Athens stock exchange daily returns : an application of the asymmetric normal mixture GARCH model
Drakos, Anastassios A.
;
Kouretas, Georgios P.
; …
- In:
International journal of finance & economics : IJFE
15
(
2010
)
4
,
pp. 331-350
Persistent link: https://www.econbiz.de/10008811307
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