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ARCH model
2,904
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2,900
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2,222
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2,220
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1,080
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Ma, Feng
57
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36
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29
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28
Tiwari, Aviral Kumar
23
Liang, Chao
21
Wang, Yudong
20
Serletis, Apostolos
19
Wu, Xinyu
19
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17
Wei, Yu
17
Xuan Vinh Vo
16
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15
Kang, Sang Hoon
15
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14
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13
McAleer, Michael
13
Lu, Xinjie
12
Lucey, Brian M.
12
Mensi, Walid
12
Nonejad, Nima
12
Francq, Christian
11
Herwartz, Helmut
11
Lau, Chi Keung
11
Li, Yan
11
Liu, Jing
11
Molnár, Peter
11
Shi, Yanlin
11
Wang, Jiqian
11
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11
Yoon, Seong-min
11
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10
Degiannakis, Stavros
10
Floros, Christos
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Hafner, Christian M.
10
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10
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10
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10
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Energy economics
170
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164
The North American journal of economics and finance : a journal of financial economics studies
104
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102
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95
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82
International review of economics & finance : IREF
82
International review of financial analysis
82
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
75
International journal of forecasting
61
Journal of econometrics
61
Journal of international financial markets, institutions & money
49
Journal of empirical finance
47
Economics letters
44
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41
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
34
Journal of banking & finance
33
Journal of financial econometrics
33
Journal of forecasting
33
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30
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29
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
27
International journal of finance & economics : IJFE
25
Quantitative finance
25
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24
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
23
Pacific-Basin finance journal
23
Econometric reviews
22
The European journal of finance
21
The journal of futures markets
21
Theoretical economics letters
20
International journal of economics and finance
19
Journal of time series econometrics
19
Review of quantitative finance and accounting
19
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
18
Journal of mathematical finance
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Global business review
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ECONIS (ZBW)
2,902
RePEc
8
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1
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2,910
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Date (oldest first)
1
The safe haven, hedging, and diversification properties of oil, gold, and cryptocurrency for the G7 equity markets : evidence from the pre- and post-COVID-19 periods
Tarchella, Salma
;
Khalfaoui, Rabeh
;
Hammoudeh, Shawkat
- In:
Research in international business and finance
67
(
2024
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451553
Saved in:
2
Dynamic dependence of futures basis between the Chinese and international grains markets
Wang, Hao
;
Dong, Yizhe
;
Sun, Mingli
;
Shi, Baofeng
;
Ji, Hao
- In:
Economic modelling
130
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014451147
Saved in:
3
The impact of joint events on oil price volatility : evidence from a dynamic graphical news analysis model
Zhao, Lu-Tao
;
Wang, Dai-Song
;
Ren, Zhong-Yuan
- In:
Economic modelling
130
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014451154
Saved in:
4
The impact of unproved reserve news on the energy stock volatility : an empirical investigation on Turkey
Arzova, Sabri Burak
;
Koy, Ayben
;
Şahin, Bertaç Şakir
- In:
Review of behavioral finance : RBF
16
(
2024
)
1
,
pp. 112-129
Persistent link: https://www.econbiz.de/10014471774
Saved in:
5
Comparison of Value at Risk (VaR) multivariate forecast models
Müller, Fernanda Maria
;
Righi, Marcelo Brutti
- In:
Computational economics
63
(
2024
)
1
,
pp. 75-110
Persistent link: https://www.econbiz.de/10014471980
Saved in:
6
Forecasting Value at Risk and expected shortfall of foreign exchange rate volatility of major African currencies via GARCH and dynamic conditional correlation analysis
Afuecheta, Emmanuel
;
Okorie, Idika E.
;
Nadarajah, Saralees
- In:
Computational economics
63
(
2024
)
1
,
pp. 271-304
Persistent link: https://www.econbiz.de/10014472109
Saved in:
7
Causality and volatility spillovers of banks' stock price returns on BSE Bankex returns
Subburayan, Baranidharan
- In:
The journal of corporate accounting & finance
35
(
2024
)
1
,
pp. 59-75
Persistent link: https://www.econbiz.de/10014472167
Saved in:
8
A systematic review on price volatility in agriculture
Mustafa, Zeeshan
;
Vitali, Giuliano
;
Huffaker, Ray
; …
- In:
Journal of economic surveys
38
(
2024
)
1
,
pp. 268-294
Persistent link: https://www.econbiz.de/10014474361
Saved in:
9
Forecasting the volatility of crude oil futures : a time-dependent weighted least squares with regularization constraint
Geng, Qianjie
;
Hao, Xianfeng
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 309-325
Persistent link: https://www.econbiz.de/10014475319
Saved in:
10
Forecasting VaR and ES in emerging markets : the role of time-varying higher moments
Trung Hai Le
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 402-414
Persistent link: https://www.econbiz.de/10014475347
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