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subject:"Zeitreihenanalyse"
~isPartOf:"Applied economics"
~isPartOf:"Journal of econometrics"
~subject:"ARCH model"
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Zeitreihenanalyse
ARCH model
Theorie
3,117
Theory
3,117
Estimation
481
Schätzung
481
Time series analysis
428
Estimation theory
417
Schätztheorie
417
USA
257
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256
Forecasting model
203
Prognoseverfahren
203
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182
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182
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155
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140
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140
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94
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94
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Phillips, Peter C. B.
15
Koop, Gary
8
Gil-Alaña, Luis A.
7
Swanson, Norman R.
7
Xiao, Zhijie
7
Yu, Jun
7
Mariano, Roberto S.
6
Chen, Xiaohong
5
Franses, Philip Hans
5
Hallin, Marc
5
Hong, Yongmiao
5
Linton, Oliver
5
McAleer, Michael
5
Moosa, Imad A.
5
Newbold, Paul
5
Teräsvirta, Timo
5
Barigozzi, Matteo
4
Chen, Rong
4
Corradi, Valentina
4
Fan, Yanqin
4
Gonzalo, Jesús
4
Herwartz, Helmut
4
Leybourne, Stephen James
4
Liao, Yuan
4
Lütkepohl, Helmut
4
Ng, Serena
4
Park, Joon Y.
4
Perron, Pierre
4
Rombouts, Jeroen V. K.
4
Taylor, Robert
4
Velasco, Carlos
4
Zakoïan, Jean-Michel
4
Andersen, Torben
3
Bahmani-Oskooee, Mohsen
3
Bai, Jushan
3
Baillie, Richard
3
Bauwens, Luc
3
Breitung, Jörg
3
Chan, Joshua
3
Gonçalves, Sílvia
3
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Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
Sir Clive Granger Memorial Conference <2010, Nottingham>
1
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Applied economics
Journal of econometrics
International journal of forecasting
330
Economics letters
296
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
255
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252
Econometric theory
221
Discussion paper / Tinbergen Institute
185
Econometric reviews
150
Economic modelling
125
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
112
Journal of applied econometrics
110
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
106
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
102
Journal of empirical finance
86
Working paper
84
Computational economics
83
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
83
Applied economics letters
82
Working paper / Department of Econometrics and Business Statistics, Monash University
80
Journal of economic dynamics & control
79
CREATES research paper
77
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
71
Energy economics
68
NBER Working Paper
63
The econometrics journal
62
EUI working paper / ECO
60
Working paper / National Bureau of Economic Research, Inc.
60
Oxford bulletin of economics and statistics
59
Série des documents de travail / Centre de Recherche en Économie et Statistique
58
Cowles Foundation discussion paper
57
Finance research letters
57
NBER working paper series
57
CESifo working papers
53
Discussion papers of interdisciplinary research project 373
53
Journal of banking & finance
53
SFB 649 discussion paper
51
European journal of operational research : EJOR
49
Econometrics : open access journal
45
International review of economics & finance : IREF
44
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ECONIS (ZBW)
496
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496
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1
Spillovers from stock markets to currency markets : evidence from Copula-CoVar with time-varying higher moments
Usman, Muhammad
;
Umar, Zaghum
;
Gubareva, Mariya
;
Dang …
- In:
Applied economics
55
(
2023
)
52
,
pp. 6091-6114
Persistent link: https://www.econbiz.de/10014381519
Saved in:
2
Interpolation and correlation
Franses, Philip Hans
- In:
Applied economics
54
(
2022
)
14
,
pp. 1562-1567
Persistent link: https://www.econbiz.de/10012875525
Saved in:
3
Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
Saved in:
4
Vine copula Granger causality in quantiles
Jang, Hyuna
;
Kim, Jong-Min
;
Noh, Hohsuk
- In:
Applied economics
56
(
2024
)
10
,
pp. 1109-1118
Persistent link: https://www.econbiz.de/10014446535
Saved in:
5
Persistence and long memory in monetary policy spreads
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics
56
(
2024
)
20
,
pp. 2422-2433
Persistent link: https://www.econbiz.de/10014521131
Saved in:
6
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
7
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
Saved in:
8
Stochastic properties of nonlinear locally-nonstationary filters
Blasques, Francisco
;
Nientker, Marc
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2082-2095
Persistent link: https://www.econbiz.de/10014471445
Saved in:
9
Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model
Fan, Yanqin
;
Han, Fang
;
Park, Hyeonseok
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471479
Saved in:
10
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
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