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~isPartOf:"Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets"
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Search: subject:"GARCH model"
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ARCH model
42
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31
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24
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Baklaci, Hasan F.
2
Fernández, Viviana
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Orłowski, Lucjan T.
2
Ryu, Doojin
2
Abuzayed, Bana
1
Akdoğan, Kurmaş
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Al-Fayoumi, Nedal
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Amin, Abu S.
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Asandului, Mircea
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Demir, Nazmi
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Elekdaǧ, Selim Ali
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Kabir, Sarkar Humayun
1
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
Energy economics
254
Finance research letters
180
Applied economics
164
Economic modelling
157
Journal of econometrics
148
International review of financial analysis
137
Journal of empirical finance
132
Research in international business and finance
128
The North American journal of economics and finance : a journal of financial economics studies
125
International review of economics & finance : IREF
114
Journal of banking & finance
113
Economics letters
109
Journal of international financial markets, institutions & money
107
Applied financial economics
101
Discussion paper / Tinbergen Institute
98
International journal of forecasting
93
Journal of risk and financial management : JRFM
89
Journal of forecasting
87
Applied economics letters
77
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
76
Econometric theory
73
The European journal of finance
72
The journal of futures markets
70
Econometric Institute research papers
69
Working paper
68
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
65
Journal of financial econometrics : official journal of the Society for Financial Econometrics
65
International Journal of Energy Economics and Policy : IJEEP
63
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
57
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
56
International journal of economics and financial issues : IJEFI
49
Econometric reviews
47
International journal of economics and finance
47
International journal of finance & economics : IJFE
47
Journal of international money and finance
46
Review of quantitative finance and accounting
44
CREATES research paper
43
Journal of risk
41
The econometrics journal
40
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ECONIS (ZBW)
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1
Information flows between the US and China's agricultural commodity futures markets : based on VAR-BEKK-skew-t model
Chen, Qian
;
Weng, Xin
- In:
Emerging markets finance & trade : a journal of the …
54
(
2018
)
1/2/3
,
pp. 71-87
Persistent link: https://www.econbiz.de/10012122852
Saved in:
2
Feedback trading and autocorrelation patterns in sub-Saharan African equity markets
Kuttu, Saint
;
Bokpin, Godfred A.
- In:
Emerging markets finance & trade : a journal of the …
53
(
2017
)
1
,
pp. 213-225
Persistent link: https://www.econbiz.de/10011763971
Saved in:
3
Forecasting Chinese stock market volatility with economic variables
Cai, Weixian
;
Chen, Jian
;
Hong, Jimin
;
Jiang, Fuwei
- In:
Emerging markets finance & trade : a journal of the …
53
(
2017
)
3
,
pp. 521-533
Persistent link: https://www.econbiz.de/10011764301
Saved in:
4
Seasoned equity offerings or capital deductions? : the reaction of stock prices : evidence from Taiwan
Chen, Suduan
- In:
Emerging markets finance & trade : a journal of the …
53
(
2017
)
3
,
pp. 644-660
Persistent link: https://www.econbiz.de/10011764347
Saved in:
5
Effect of crude oil futures trading on spot market volatility : a panel data-based counterfactual prediction analysis
Yao, Xin
;
Liu, Qiang
- In:
Emerging markets finance & trade : a journal of the …
53
(
2017
)
4
,
pp. 918-931
Persistent link: https://www.econbiz.de/10011764621
Saved in:
6
Risk-return profiles of Islamic equities and commodity portfolios in different market conditions
Kabir, Sarkar Humayun
;
Masih, Abdul Mansur M.
; …
- In:
Emerging markets finance & trade : a journal of the …
53
(
2017
)
7/8/9
,
pp. 1477-1500
Persistent link: https://www.econbiz.de/10011823800
Saved in:
7
Are investors concerned with stock market upgrades? : evidence from multivariate framework analysis
Abuzayed, Bana
;
Al-Fayoumi, Nedal
- In:
Emerging markets finance & trade : a journal of the …
53
(
2017
)
10/11/12
,
pp. 2242-2258
Persistent link: https://www.econbiz.de/10011825310
Saved in:
8
Volatility spillovers and linkages in Asian stock markets
Chow, Hwee-kwan
- In:
Emerging markets finance & trade : a journal of the …
53
(
2017
)
10/11/12
,
pp. 2770-2781
Persistent link: https://www.econbiz.de/10011833383
Saved in:
9
Price behavior of stock index futures : evidence from FTSE Xinhua China A50 and H-share index furtures markets
Wang, Janchung
- In:
Emerging markets finance & trade : a journal of the …
47
(
2011
),
pp. 61-77
Persistent link: https://www.econbiz.de/10009299029
Saved in:
10
Volatility linkages among gold futures in emerging markets
Baklaci, Hasan F.
;
Süer, Ömür
;
Yelkenci, Tezer
- In:
Emerging markets finance & trade : a journal of the …
52
(
2016
)
1/3
,
pp. 1-9
Persistent link: https://www.econbiz.de/10011562376
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