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ARCH model
Stock market
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28,958
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26
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24
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20
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18
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13
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13
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11
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10
Vo Xuan Vinh
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9
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9
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7
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Finance research letters
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International review of economics & finance : IREF
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International review of financial analysis
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Research in international business and finance
42
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The North American journal of economics and finance : a journal of financial economics studies
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25
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22
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Journal of empirical finance
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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ECONIS (ZBW)
2,080
RePEc
1
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1
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1
Cross-sectional return dispersion and stock market volatility : evidence from high-frequency data
Niu, Zibo
;
Demirer, Rıza
;
Suleman, Muhammad Tahir
; …
- In:
Journal of forecasting
42
(
2023
)
6
,
pp. 1309-1328
Persistent link: https://www.econbiz.de/10014338888
Saved in:
2
Volatility spillovers and asymmetric effects of Chinese A-share markets : enterprise-level data based on high-dimensional social network models
Wu, Haifeng
;
Xie, Qichang
- In:
Applied economics
56
(
2024
)
57
,
pp. 7732-7756
Persistent link: https://www.econbiz.de/10015135122
Saved in:
3
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:
4
Volatility clustering and persistence during COVID-19 : evidence of asymmetric volatility in the Asia-Pacific stock markets
Pandey, Dharen Kumar
;
Kumari, Vineeta
- In:
International journal of financial services management …
11
(
2022
)
3
,
pp. 232-244
Persistent link: https://www.econbiz.de/10014311761
Saved in:
5
Examining volatility spillover between foreign exchange markets and stock markets of countries such as BRICS countries
Singh, Dharmendra
;
Theivanayaki, M.
;
Ganeshwari, M.
- In:
Global business review
25
(
2024
)
5
,
pp. 1269-1289
Persistent link: https://www.econbiz.de/10015163082
Saved in:
6
Relationship between trading volume and asymmetric volatility in the Korean stock market
Choi, Ki-hong
;
Jiang, Zhu-hua
;
Kang, Sang Hoon
;
Moon, …
- In:
Modern economy
3
(
2012
)
5
,
pp. 584-589
Persistent link: https://www.econbiz.de/10009720531
Saved in:
7
Non-linear volatility and dynamics of the Tunisian stock market
Lamia, Kalai
;
Faouzi, Jilani
- In:
International journal of economics, finance and …
2
(
2014
)
1
,
pp. 22-32
Persistent link: https://www.econbiz.de/10010382144
Saved in:
8
Co-movements of US and Asian equity markets : evidence from asymmetric and time-varying coefficients
Kolluri, Bharat R.
;
Machuga, Susan
;
Wahab, Mamoud S.
- In:
Review of Pacific Basin financial markets and policies
17
(
2014
)
4
,
pp. 1-44
Persistent link: https://www.econbiz.de/10010474388
Saved in:
9
The effect of money supply on the volatility of Korean stock market
Choi, Ki-hong
;
Yoon, Seong-min
- In:
Modern economy
6
(
2015
)
5
,
pp. 535-543
Persistent link: https://www.econbiz.de/10011384465
Saved in:
10
Asymmetric volatility spillovers between crude oil and international financial markets
Wang, Xunxiao
;
Wu, Chongfeng
- In:
Energy economics
74
(
2018
),
pp. 592-604
Persistent link: https://www.econbiz.de/10011972941
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