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Schätzung
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Einmahl, John H. J.
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Chen Zhou
3
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Cogent economics & finance
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ECONIS (ZBW)
319
EconStor
5
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1
Modelling and forecasting volatility of the Botswana and Namibia stock market returns : evidence using GARCH models with different distribution densities
Coffie, William
- In:
Global business & economics review
20
(
2018
)
1
,
pp. 18-35
Persistent link: https://www.econbiz.de/10011953628
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2
Characterizing financial crises using high-frequency data
Dungey, Mardi H.
;
Holloway, Jet
;
Yalaman, Abdullah
; …
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 743-760
Persistent link: https://www.econbiz.de/10013367856
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3
Stock market volatility: Identifying major drivers and the nature of their impact
Mittnik, Stefan
;
Robinzonov, Nikolay
;
Spindler, Martin
- In:
Journal of banking & finance
58
(
2015
),
pp. 1-14
Persistent link: https://www.econbiz.de/10011543844
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4
Macroeconomic news surprises, volume and volatility relationship in index futures market
Banerjee, Ameet Kumar
;
Pradhan, H. K.
;
Tripathy, Trilochan
- In:
Applied economics
52
(
2020
)
3
,
pp. 275-287
Persistent link: https://www.econbiz.de/10012197389
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5
Forecasting Value-at-Risk using functional volatility incorporating an exogenous effect
Pourkhanali, Armin
;
Tafakori, Laleh
;
Bee, Marco
- In:
International review of financial analysis
89
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014467094
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6
Empirical analysis of dynamic linkages between China and international stock markets
Chiang, Thomas C.
;
Chen, Xiaoyu
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 189-212
Persistent link: https://www.econbiz.de/10011543897
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7
Taxing interest on deposits : theoretical and empirical analysis for the case of Lebanon
Azar, Samih Antoine
- In:
Review of Middle East economics and finance
12
(
2016
)
1
,
pp. 31-54
Persistent link: https://www.econbiz.de/10011479997
Saved in:
8
Semiparametric estimation of risk-return relationships
Escanciano, Juan Carlos
;
Pardo-Fernández, Juan Carlos
; …
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 40-52
Persistent link: https://www.econbiz.de/10011704099
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9
Forecasting stock market volatility using Realized GARCH model : international evidence
Sharma, Prateek
;
Vipul
- In:
The quarterly review of economics and finance : journal …
59
(
2016
),
pp. 222-230
Persistent link: https://www.econbiz.de/10011627288
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10
Empirical analysis of dynamic linkages between China and international stock markets
Chiang, Thomas C.
;
Chen, Xiaoyu
- In:
Inventi impact: emerging economies
(
2016
)
4
,
pp. 225-248
Persistent link: https://www.econbiz.de/10011588782
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