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subject:"ARCH-Modell"
subject:"Börsenkurs"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Forecasting model"
~subject:"Portfolio-Management"
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ARCH-Modell
Börsenkurs
Forecasting model
Portfolio-Management
Estimation theory
26
Schätztheorie
26
Estimation
12
Schätzung
12
Volatility
11
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ARCH model
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Alañón Pardo, Ángel
1
Allen, David E.
1
Auer, Benjamin R.
1
Chen, Cathy W. S.
1
Degenhardt, Thomas
1
Díaz-Mendoza, Ana-Carmen
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Guillén, Montserrat
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Haensly, Paul J.
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Horváth, Roman
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Iitsuka, Yoshitaka
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Kok Haur Ng
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Ortas, E.
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Peiris, Shelton
1
Perote, Javier
1
Salvador, Manuel
1
Syu, Fong-Yi
1
Vidal-Llana, Xenxo
1
Wu, Yuehua
1
Ye, Wuyi
1
Ñíguez, Trino-Manuel
1
Šopov, Boril
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The North American journal of economics and finance : a journal of financial economics studies
Journal of econometrics
157
International journal of forecasting
116
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
88
Journal of forecasting
75
Economics letters
50
Econometric theory
47
Discussion paper / Tinbergen Institute
43
Finance research letters
37
Journal of banking & finance
37
Journal of empirical finance
36
Econometric reviews
27
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
27
European journal of operational research : EJOR
25
The econometrics journal
25
Working paper / Department of Econometrics and Business Statistics, Monash University
25
Insurance / Mathematics & economics
24
CREATES research paper
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
Economic modelling
22
Quantitative finance
22
Journal of risk
21
Journal of risk and financial management : JRFM
21
Journal of financial econometrics
20
Working paper
20
Applied economics
19
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
Computational economics
17
Econometrics : open access journal
16
International journal of economics and financial issues : IJEFI
16
Applied economics letters
15
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
15
Risks : open access journal
15
CESifo working papers
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Journal of the American Statistical Association : JASA
14
Journal of time series econometrics
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NBER working paper series
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Cambridge working papers in economics
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1
Inter-regional dependence of J-REIT stock prices : a heteroscedasticity-robust time series approach
Motegi, Kaiji
;
Iitsuka, Yoshitaka
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014246819
Saved in:
2
Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high volatility
Vidal-Llana, Xenxo
;
Guillén, Montserrat
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014225819
Saved in:
3
A novel estimation of time-varying quantile correlation for financial contagion detection
Ye, Wuyi
;
Li, Mingge
;
Wu, Yuehua
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014225731
Saved in:
4
Multi-asset pair-trading strategy : a statistical learning approach
Lin, Tsai-Yu
;
Chen, Cathy W. S.
;
Syu, Fong-Yi
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012667381
Saved in:
5
Holidays, weekends and range-based volatility
Díaz-Mendoza, Ana-Carmen
;
Alañón Pardo, Ángel
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012656917
Saved in:
6
Risk decomposition, estimation error, and naïve diversification
Haensly, Paul J.
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-34
Persistent link: https://www.econbiz.de/10012654769
Saved in:
7
The "Sell in May" effect : a review and new empirical evidence
Degenhardt, Thomas
;
Auer, Benjamin R.
- In:
The North American journal of economics and finance : a …
43
(
2018
),
pp. 169-205
Persistent link: https://www.econbiz.de/10012036281
Saved in:
8
The predictive content of the term premium for GDP growth in Canada : evidence from linear, Markov-switching and probit estimations
Lange, Ronald Henry
- In:
The North American journal of economics and finance : a …
44
(
2018
),
pp. 80-91
Persistent link: https://www.econbiz.de/10012036297
Saved in:
9
The expected real yield and inflation components of the nominal yield curve
Lange, Ronald H.
- In:
The North American journal of economics and finance : a …
39
(
2017
),
pp. 1-18
Persistent link: https://www.econbiz.de/10011878571
Saved in:
10
Testing and comparing the performance of dynamic variance and correlation models in value-at-risk estimation
Li, Leon
- In:
The North American journal of economics and finance : a …
40
(
2017
),
pp. 116-135
Persistent link: https://www.econbiz.de/10011878799
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