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~isPartOf:"International review of financial analysis"
~subject:"ARCH-Modell"
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ARCH-Modell
Risikomanagement
106
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International review of financial analysis
Energy economics
139
The journal of futures markets
41
Finance research letters
39
Economic modelling
30
Applied economics
26
Research in international business and finance
25
International review of economics & finance : IREF
24
International Journal of Energy Economics and Policy : IJEEP
19
Journal of international financial markets, institutions & money
19
The North American journal of economics and finance : a journal of financial economics studies
18
Journal of banking & finance
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Econometric Institute research papers
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Working paper
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The European journal of finance
13
Applied economics letters
11
International journal of finance & economics : IJFE
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Journal of risk and financial management : JRFM
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Discussion paper / Tinbergen Institute
10
International journal of forecasting
10
Journal of empirical finance
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
8
Journal of commodity markets
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Review of quantitative finance and accounting
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Working papers
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The empirical economics letters : a monthly international journal of economics
7
The journal of risk model validation
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Applied financial economics
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
European journal of operational research : EJOR
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Journal of forecasting
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Risks : open access journal
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The energy journal
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The journal of asset management
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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CESifo working papers
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Cogent economics & finance
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ECONIS (ZBW)
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1
Asymmetries, causality and correlation between FTSE100 spot and futures : a DCC-TGARCH-M analysis
Tao, Juan
;
Green, Christopher J.
- In:
International review of financial analysis
24
(
2012
),
pp. 26-37
Persistent link: https://www.econbiz.de/10009688185
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2
Asymmetric and high-order risk transmission across VIX and Chinese futures markets
Zhang, Qun
;
Zhang, Zhendong
;
Luo, Jiawen
- In:
International review of financial analysis
93
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014543395
Saved in:
3
Short-run deviations and time-varying hedge ratios : evidence from agricultural futures markets
Choudhry, Taufiq
- In:
International review of financial analysis
18
(
2009
)
1/2
,
pp. 58-65
Persistent link: https://www.econbiz.de/10003850310
Saved in:
4
Dynamic conditional copula correlation and optimal hedge ratios with currency futures
Kotkatvuori-Örnberg, Juha
- In:
International review of financial analysis
47
(
2016
),
pp. 60-69
Persistent link: https://www.econbiz.de/10011624046
Saved in:
5
On practitioners closed-form GARCH option pricing
Mozumder, Sharif
;
Frijns, Bart
;
Talukdar, Bakhtear
; …
- In:
International review of financial analysis
94
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014543999
Saved in:
6
A regime-switching real-time copula GARCH model for optimal futures
hedging
Lee, Hsiang-Tai
;
Lee, Chien-chiang
- In:
International review of financial analysis
84
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013472897
Saved in:
7
Realized volatility spillovers between US spot and futures during ECB news : evidence from the European sovereign debt crisis
Gillas, Konstantinos Gkillas
;
Konstantatos, Christoforos
; …
- In:
International review of financial analysis
74
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012803941
Saved in:
8
Forecasting crude oil volatility with geopolitical risk : do time-varying switching probabilities play a role?
Wang, Lu
;
Ma, Feng
;
Hao, Jianyang
;
Gao, Xinxin
- In:
International review of financial analysis
76
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012804675
Saved in:
9
Dynamic volatility spillovers across oil and natural gas futures markets based on a time-varying spillover method
Gong, Xu
;
Liu, Yun
;
Wang, Xiong
- In:
International review of financial analysis
76
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012804753
Saved in:
10
Modelling time varying volatility spillovers and conditional correlations across commodity metal futures
Karanasos, Menelaos
;
Ali, Faek Menla
;
Margaronis, Zannis
; …
- In:
International review of financial analysis
57
(
2018
),
pp. 246-256
Persistent link: https://www.econbiz.de/10012006357
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