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subject:"Großbritannien"
subject:"Volatilität"
~accessRights:"restricted"
~isPartOf:"Applied economics"
~isPartOf:"Journal of risk and financial management : JRFM"
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Großbritannien
Volatilität
Estimation theory
49
Schätztheorie
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Estimation
15
Schätzung
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Time series analysis
11
Zeitreihenanalyse
11
ARCH model
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ARCH-Modell
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Nichtparametrisches Verfahren
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Technical efficiency
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Technische Effizienz
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Tobit model
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Tobit-Modell
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Volatility
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Ausreißer
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Beta-t-EGARCH (exponential generalized autoregressive conditional heteroscedasticity) model
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Kim, Jong-Min
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Bampinas, Georgios
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Hwang, Sun Young
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Applied economics
Journal of risk and financial management : JRFM
Journal of econometrics
75
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
International journal of forecasting
13
Econometric reviews
12
Economics letters
12
Finance research letters
12
Quantitative finance
12
Journal of financial econometrics
11
Journal of empirical finance
10
Economic modelling
9
The North American journal of economics and finance : a journal of financial economics studies
9
Econometric theory
7
Computational economics
6
Journal of banking & finance
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
5
Discussion paper / Centre for Economic Policy Research
5
Discussion papers / CEPR
5
Journal of forecasting
5
Journal of mathematical finance
5
Journal of quantitative economics
5
Journal of risk
5
Energy economics
4
Finance and stochastics
4
International journal of financial engineering
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
The econometrics journal
4
The journal of risk model validation
4
Theoretical economics letters
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
European journal of operational research : EJOR
3
IIMB management review
3
International journal of theoretical and applied finance
3
Journal of time series econometrics
3
Afro-Asian Journal of Finance and Accounting : AAJFA
2
Agricultural economics : the journal of the International Association of Agricultural Economists
2
Annals of finance
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Application of operations research to financial markets
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Economic research
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Functional ARCH directional dependence via copula for intraday volatility from high-frequency financial time series
Kim, Jong-Min
;
Hwang, Sun Young
- In:
Applied economics
53
(
2021
)
4
,
pp. 506-520
Persistent link: https://www.econbiz.de/10012416072
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2
A note on the estimated GARCH coefficients from the S&P1500 universe
Bampinas, Georgios
;
Ladopoulos, Konstantinos
; …
- In:
Applied economics
50
(
2018
)
34/35
,
pp. 3647-3653
Persistent link: https://www.econbiz.de/10012059386
Saved in:
3
Linear time-varying regression with a DCC-GARCH model for volatility
Kim, Jong-Min
;
Jung, Hojin
;
Qin, Li
- In:
Applied economics
48
(
2016
)
16/18
,
pp. 1573-1582
Persistent link: https://www.econbiz.de/10011456689
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