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subject:"Volatilität"
type_genre:"Article in journal"
~isPartOf:"Econometric reviews"
~subject:"ARCH model"
~subject:"Time series analysis"
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Volatilität
ARCH model
Time series analysis
Estimation
141
Schätzung
141
Theorie
72
Theory
72
Estimation theory
54
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54
Zeitreihenanalyse
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Article in journal
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McAleer, Michael
4
Asai, Manabu
3
Chan, Joshua
3
Eisenstat, Eric
2
Jawadi, Fredj
2
Maasoumi, Esfandiar
2
Meyer, Renate
2
Teräsvirta, Timo
2
Abaye, A.
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Belotti, Federico
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Econometric reviews
Applied economics
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Economic modelling
198
Energy economics
175
Journal of econometrics
169
Applied economics letters
154
International review of economics & finance : IREF
141
Finance research letters
137
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
134
Economics letters
120
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
120
The North American journal of economics and finance : a journal of financial economics studies
118
International review of financial analysis
117
Journal of banking & finance
104
International journal of forecasting
103
Applied financial economics
102
Journal of empirical finance
101
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
92
Journal of international money and finance
90
Journal of international financial markets, institutions & money
86
Research in international business and finance
84
The journal of futures markets
74
Journal of risk and financial management : JRFM
70
Journal of forecasting
69
International journal of finance & economics : IJFE
64
Journal of applied econometrics
58
The European journal of finance
55
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
53
International journal of economics and financial issues : IJEFI
52
Journal of economic dynamics & control
49
International Journal of Energy Economics and Policy : IJEEP
48
Journal of financial econometrics : official journal of the Society for Financial Econometrics
48
International journal of economics and finance
47
Macroeconomic dynamics
47
The empirical economics letters : a monthly international journal of economics
44
Journal of financial economics
43
Pacific-Basin finance journal
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Cogent economics & finance
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Journal of macroeconomics
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ECONIS (ZBW)
57
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1
Forecasting levels in loglinear unit root models
VanGarderen, Kees Jan
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 780-805
Persistent link: https://www.econbiz.de/10014420346
Saved in:
2
Extremal quantiles and stock price crashes
Andreou, Panayiotis C.
;
Anyfantaki, Sofia
;
Maasoumi, …
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 703-724
Persistent link: https://www.econbiz.de/10014420354
Saved in:
3
A new Bayesian model for contagion and interdependence
Poon, Aubrey
;
Zhu, Dan
- In:
Econometric reviews
41
(
2022
)
7
,
pp. 806-826
Persistent link: https://www.econbiz.de/10013364908
Saved in:
4
A state-space approach to time-varying reduced-rank regression
Brune, Barbara
;
Scherrer, Wolfgang
;
Bura, Efstathia
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 895-917
Persistent link: https://www.econbiz.de/10013364916
Saved in:
5
Simultaneous bandwidths determination for DK-HAC estimators and long-run variance estimation in nonparametric settings
Belotti, Federico
;
Casini, Alessandro
;
Catania, Leopoldo
; …
- In:
Econometric reviews
42
(
2023
)
3
,
pp. 281-306
Persistent link: https://www.econbiz.de/10014305507
Saved in:
6
Dynamic factor, leverage and realized covariances in multivariate stochastic volatility
Yamauchi, Yuta
;
Omori, Yasuhiro
- In:
Econometric reviews
42
(
2023
)
6
,
pp. 513-539
Persistent link: https://www.econbiz.de/10014305574
Saved in:
7
Approximate state space modelling of unobserved fractional components
Hartl, Tobias
;
Jucknewitz, Roland
- In:
Econometric reviews
41
(
2022
)
1
,
pp. 75-98
Persistent link: https://www.econbiz.de/10013167584
Saved in:
8
Large dimensional portfolio allocation based on a mixed frequency dynamic factor model
Peng, Siyang
;
Shaojun, Guo
;
Long, Yonghong
- In:
Econometric reviews
41
(
2022
)
5
,
pp. 539-563
Persistent link: https://www.econbiz.de/10013364893
Saved in:
9
Testing for time-varying factor loadings in high-dimensional factor models
Xu, Wen
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 918-965
Persistent link: https://www.econbiz.de/10013364920
Saved in:
10
Bayesian analysis of moving average stochastic volatility models : modeling in-mean effects and leverage for financial time series
Dimitrakopoulos, Stefanos
;
Kolossiatis, Michalis
- In:
Econometric reviews
39
(
2020
)
4
,
pp. 319-343
Persistent link: https://www.econbiz.de/10012181420
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