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Stock index
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1
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Applied economics letters
Applied financial economics
25
International review of financial analysis
24
The North American journal of economics and finance : a journal of financial economics studies
23
The journal of futures markets
22
International review of economics & finance : IREF
20
Finance research letters
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Journal of banking & finance
17
Journal of risk and financial management : JRFM
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Applied economics
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Journal of international financial markets, institutions & money
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Discussion paper / Tinbergen Institute
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Economic modelling
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Energy economics
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Finance India : the quarterly journal of Indian Institute of Finance
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International Journal of Energy Economics and Policy : IJEEP
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Research in international business and finance
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The empirical economics letters : a monthly international journal of economics
11
International journal of forecasting
10
Journal of empirical finance
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Working paper
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9
Cogent economics & finance
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Journal of econometrics
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Pacific-Basin finance journal
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Review of Pacific Basin financial markets and policies
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Afro-Asian Journal of Finance and Accounting : AAJFA
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Econometric Institute research papers
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Economics letters
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Journal of risk
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Econometric reviews
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Investment management and financial innovations
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of economics & business
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Research bulletin / The Institute of Cost Accountants of India
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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
5
Emerging markets, finance and trade : EMFT
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Financial innovation : FIN
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Forecasting comparison between two nonlinear models : fuzzy regression versus SETAR
Feng, Hui
- In:
Applied economics letters
18
(
2011
)
16/18
,
pp. 1623-1627
Persistent link: https://www.econbiz.de/10009383409
Saved in:
2
Value at risk forecasting for volatility index
Park, Seul-Ki
;
Choi, Ji-Eun
;
Shin, Dong-wan
- In:
Applied economics letters
24
(
2017
)
21
,
pp. 1613-1620
Persistent link: https://www.econbiz.de/10011853568
Saved in:
3
Forecasting intraday volatility and VaR using multiplicative component GARCH model
Diao, Xundi
;
Tong, Bin
- In:
Applied economics letters
22
(
2015
)
16/18
,
pp. 1457-1464
Persistent link: https://www.econbiz.de/10011380317
Saved in:
4
A study of financial volatility forecasting techniques in the FTSE ASE 20 index
Maris, K.
;
Pantou, G.
;
Nikolopoulos, K.
;
Pagourtzi, E.
; …
- In:
Applied economics letters
11
(
2004
)
7
,
pp. 453-457
Persistent link: https://www.econbiz.de/10002111344
Saved in:
5
Estimating value-a-risk via Markov switching ARCH models : an empirical study on stock index returns
Li, Ming-yuan Leon
;
Lin, Hsiou-wei William
- In:
Applied economics letters
11
(
2004
)
11
,
pp. 679-691
Persistent link: https://www.econbiz.de/10002195609
Saved in:
6
Asymmetric return patterns : evidence from 33 international stock market indices
Evans, Twm
;
McMillan, David G.
- In:
Applied economics letters
16
(
2009
)
7/9
,
pp. 775-779
Persistent link: https://www.econbiz.de/10003854963
Saved in:
7
Predicting regime switches in the VIX index with macroeconomic variables
Baba, Naohiko
;
Sakurai, Yuji
- In:
Applied economics letters
18
(
2011
)
13/15
,
pp. 1415-1419
Persistent link: https://www.econbiz.de/10009347993
Saved in:
8
Using VIX data to enhance technical trading signals
Kozyra, James
;
Lento, Camillo
- In:
Applied economics letters
18
(
2011
)
13/15
,
pp. 1367-1370
Persistent link: https://www.econbiz.de/10009348014
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9
Robust weak-form efficiency tests in volatile European equity indices
Enninful, Kwesi
;
Dowling, Michael Mark
- In:
Applied economics letters
20
(
2013
)
7/9
,
pp. 863-868
Persistent link: https://www.econbiz.de/10009763272
Saved in:
10
Using multivariate stochastic volatility models to investigate the interactions among NASDAQ and major Asian stock indices
Chen, Shieh-liang
;
Huang, Shian-chang
;
Lin, Yi-mien
- In:
Applied economics letters
14
(
2007
)
1/3
,
pp. 127-133
Persistent link: https://www.econbiz.de/10003448433
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