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subject:"France"
type:"article"
~isPartOf:"Annales d'économie et de statistique"
~isPartOf:"Economic modelling"
~subject:"ARCH model"
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France
ARCH model
Estimation
873
Schätzung
872
Theorie
226
Theory
226
Volatility
117
Volatilität
117
Welt
115
World
115
Cointegration
113
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112
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111
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111
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107
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107
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91
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64
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61
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61
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French
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Dormont, Brigitte
3
Duguet, Emmanuel
2
Huang, Zhuo
2
Kumar, Dilip
2
Portier, Franck
2
Wang, Tianyi
2
Abdallah, Oussama
1
Abowd, John M.
1
Aftab, Muhammad
1
Al-Azzam, Moh'd
1
Alaoui, Abdelkader O. el
1
Albonico, Alice
1
Albulescu, Claudiu Tiberiu
1
Arouri, Mohamed
1
Aslanidis, Nektarios
1
Asutay, Mehmet
1
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1
Babikir, Ali
1
Bahmani-Oskooee, Mohsen
1
Baumel, Laurent
1
Bec, Frédérique
1
Beck, Martin
1
Bei, Shuhua
1
Bekiros, Stelios
1
Belzil, Christian
1
BenSaïda, Ahmed
1
Bohl, Martin T.
1
Boroumand, Raphaël Homayoun
1
Bouabdallah, Othman
1
Boubaker, Sabri
1
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1
Bruneau, Catherine
1
Cai, Xiao Jing
1
Calés, Ludovic
1
Candau, Fabien
1
Candelon, Bertrand
1
Cardani, Roberta
1
Chang, Kuang-liang
1
Changqing, Luo
1
Charfeddine, Lanouar
1
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Annales d'économie et de statistique
Economic modelling
Applied economics
85
Energy economics
70
Finance research letters
58
International review of economics & finance : IREF
49
International review of financial analysis
47
Journal of empirical finance
45
The North American journal of economics and finance : a journal of financial economics studies
45
Applied financial economics
41
Applied economics letters
39
Revue économique : revue bimestrielle
39
Journal of international financial markets, institutions & money
36
Research in international business and finance
36
Journal of econometrics
35
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
34
Journal of risk and financial management : JRFM
32
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
30
Economie & prévision : EP
28
Economie et statistique
28
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
27
International journal of finance & economics : IJFE
25
International journal of forecasting
25
Journal of banking & finance
25
Journal of international money and finance
25
Economics letters
24
International journal of economics and financial issues : IJEFI
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
22
The journal of futures markets
21
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
21
International journal of economics and finance
20
The European journal of finance
20
Journal of risk
18
Review of quantitative finance and accounting
18
International Journal of Energy Economics and Policy : IJEEP
16
Journal of forecasting
15
Cogent economics & finance
14
Econometric reviews
14
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
14
Journal of applied econometrics
14
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ECONIS (ZBW)
86
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1
Revisiting the effect of institutions on the economic performance of SSA countries : do legal origins matter in the context of ethnic heterogeneity?
Bournakis, Ioannis
;
Rizov, Marian
;
Christopulos, …
- In:
Economic modelling
125
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463625
Saved in:
2
How do monetary shock, financial crisis, and quotation reform affect the long memory of exchange rate volatility? : evidence from major currencies
Wang, Xinyu
;
Qi, Zikang
;
Huang, Jianglu
- In:
Economic modelling
120
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014383984
Saved in:
3
Price risk analysis using GARCH family models : evidence from Shanghai crude oil futures market
Bei, Shuhua
;
Yang, Aijun
;
Pei, Haotian
;
Si, Xiaoli
- In:
Economic modelling
125
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014463673
Saved in:
4
Regime-dependent effects of macroeconomic uncertainty on realized volatility in the US stock market
Liu, Wei
;
Garrett, Ian
- In:
Economic modelling
128
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014464307
Saved in:
5
Do realized higher moments have information content? : VaR forecasting based on the realized GARCH-RSRK model
Wang, Tianyi
;
Liang, Fang
;
Huang, Zhuo
;
Yan, Hong
- In:
Economic modelling
109
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013348237
Saved in:
6
Intraday return predictability in China's crude oil futures market : new evidence from a unique trading mechanism
Wen, Danyan
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Economic modelling
96
(
2021
),
pp. 209-219
Persistent link: https://www.econbiz.de/10012745351
Saved in:
7
Evidence on time-varying inflation synchronization
Szafranek, Karol
- In:
Economic modelling
94
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012694692
Saved in:
8
Correlation regimes in international equity and bond returns
Aslanidis, Nektarios
;
Martinez, Oscar
- In:
Economic modelling
97
(
2021
),
pp. 397-410
Persistent link: https://www.econbiz.de/10012793476
Saved in:
9
Returns, volatility and the cryptocurrency bubble of 2017-18
Cross, Jamie
;
Hou, Chenghan
;
Trinh, Kelly
- In:
Economic modelling
104
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013164208
Saved in:
10
Volatility spillovers across European stock markets under the uncertainty of Brexit
Li, Hong
- In:
Economic modelling
84
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012210266
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