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subject:"ARCH-Modell"
subject:"Börsenkurs"
~accessRights:"restricted"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of empirical finance"
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ARCH-Modell
Börsenkurs
Estimation theory
52
Schätztheorie
52
Estimation
22
Schätzung
22
Portfolio selection
16
Portfolio-Management
16
Volatility
16
Volatilität
16
Time series analysis
13
Zeitreihenanalyse
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Capital income
12
Kapitaleinkommen
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ARCH model
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Correlation
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Korrelation
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Stochastic process
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Zinsstruktur
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Share price
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VAR model
5
VAR-Modell
5
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4
Autokorrelation
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Jondeau, Eric
2
Adams, Zeno
1
Agosto, Arianna
1
Berens, Tobias
1
Cavaliere, Giuseppe
1
De Nard, Gianluca
1
Escobar, Marcos
1
Füss, Roland
1
Glück, Thorsten
1
Harvey, Andrew C.
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He, Xue-zhong
1
Kinnunen, Jyri
1
Kristensen, Dennis
1
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1
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1
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1
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1
Perote, Javier
1
Polak, Pawel
1
Rahbek, Anders
1
Rastegari, Javad
1
Ren, Yu
1
Rockinger, Michael
1
Seo, Byoung Ki
1
Stentoft, Lars
1
Thiele, Stephen
1
Tu, Yundong
1
Walker, Patrick S.
1
Weiß, Gregor
1
Wied, Dominik
1
Yi, Yanping
1
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Journal of banking & finance
Journal of empirical finance
Journal of econometrics
57
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
20
Finance research letters
16
Economics letters
15
International journal of forecasting
14
Econometric reviews
10
Journal of financial econometrics
10
Journal of risk
10
The North American journal of economics and finance : a journal of financial economics studies
10
Journal of time series econometrics
9
Journal of forecasting
8
Applied economics
7
Journal of mathematical finance
7
Computational economics
6
Econometric theory
6
Quantitative finance
6
Economic modelling
5
International review of economics & finance : IREF
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Robustness in econometrics
5
The European journal of finance
4
The econometrics journal
4
The journal of risk model validation
4
Theoretical economics letters
4
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3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Journal of economic dynamics & control
3
Journal of international financial markets, institutions & money
3
Research in international business and finance
3
Review of Pacific Basin financial markets and policies
3
Annals of financial economics
2
Applied economics letters
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Asia-Pacific journal of management research and innovation : APJMRI
2
Discussion paper / Centre for Economic Policy Research
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Energy economics
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European journal of operational research : EJOR
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ECONIS (ZBW)
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1
Using, taming or avoiding the factor zoo? : a double-shrinkage estimator for covariance matrices
De Nard, Gianluca
;
Zhao, Zhao
- In:
Journal of empirical finance
72
(
2023
),
pp. 23-35
Persistent link: https://www.econbiz.de/10014476795
Saved in:
2
A non-elliptical orthogonal GARCH model for portfolio selection under transaction costs
Paolella, Marc S.
;
Polak, Pawel
;
Walker, Patrick S.
- In:
Journal of banking & finance
125
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012819586
Saved in:
3
Affine multivariate GARCH models
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012521059
Saved in:
4
Balanced predictive regressions
Ren, Yu
;
Tu, Yundong
;
Yi, Yanping
- In:
Journal of empirical finance
54
(
2019
),
pp. 118-142
Persistent link: https://www.econbiz.de/10012174812
Saved in:
5
Dynamic cross-autocorrelation in stock returns
Kinnunen, Jyri
- In:
Journal of empirical finance
40
(
2017
),
pp. 162-173
Persistent link: https://www.econbiz.de/10011744473
Saved in:
6
Marked Hawkes process modeling of price dynamics and volatility estimation
Lee, Kyungsub
;
Seo, Byoung Ki
- In:
Journal of empirical finance
40
(
2017
),
pp. 174-200
Persistent link: https://www.econbiz.de/10011745018
Saved in:
7
Are correlations constant? : empirical and theoretical results on popular correlation models in finance
Adams, Zeno
;
Füss, Roland
;
Glück, Thorsten
- In:
Journal of banking & finance
84
(
2017
),
pp. 9-24
Persistent link: https://www.econbiz.de/10011816833
Saved in:
8
Multivariate moments expansion density : application of the dynamic equicorrelation model
Ñíguez, Trino-Manuel
;
Perote, Javier
- In:
Journal of banking & finance
72
(
2016
),
pp. 216-232
Persistent link: https://www.econbiz.de/10011637138
Saved in:
9
Testing against changing correlation
Harvey, Andrew C.
;
Thiele, Stephen
- In:
Journal of empirical finance
38
(
2016
),
pp. 575-589
Persistent link: https://www.econbiz.de/10011663373
Saved in:
10
Modeling corporate defaults : poisson autoregressions with exogenous covariates (PARX)
Agosto, Arianna
;
Cavaliere, Giuseppe
;
Kristensen, Dennis
; …
- In:
Journal of empirical finance
38
(
2016
),
pp. 640-663
Persistent link: https://www.econbiz.de/10011663393
Saved in:
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