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type_genre:"Article in journal"
~isPartOf:"Applied financial economics"
~subject:"ARCH model"
~subject:"Zeitreihenanalyse"
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ARCH model
Zeitreihenanalyse
Theorie
330
Theory
330
Estimation
95
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95
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44
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44
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43
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Article in journal
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41
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Adrangi, Bahram
1
Ajmi, Ahdi Noomen
1
Akgül, Işıl
1
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1
Armah, Nii Ayi
1
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Applied financial economics
Journal of econometrics
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International journal of forecasting
330
Economics letters
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252
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
250
Econometric theory
221
Econometric reviews
144
Applied economics
131
Economic modelling
125
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
112
Journal of applied econometrics
110
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
102
Journal of empirical finance
85
Computational economics
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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
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68
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42
Macroeconomic dynamics
41
The review of economics and statistics
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
41
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41
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date (oldest first)
1
Dynamic dependencies between the Tunisian stock market and other international stock markets : GARCH-EVT-Copula approach
Chebbi, A.
;
Hedhli, A.
- In:
Applied financial economics
24
(
2014
)
16/18
,
pp. 1215-1228
Persistent link: https://www.econbiz.de/10010418906
Saved in:
2
The Black-Litterman model : the definition of views based on volatility forecasts
Duqi, Andi
;
Franci, Leonardo
;
Torluccio, Giuseppe
- In:
Applied financial economics
24
(
2014
)
19/21
,
pp. 1285-1296
Persistent link: https://www.econbiz.de/10010460181
Saved in:
3
Financial instability and the short-term dynamics of volatility expectations
Maghrebi, Nabil
;
Holmes, Mark J.
;
Oya, Kosuke
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 377-395
Persistent link: https://www.econbiz.de/10010399697
Saved in:
4
Forecasting stock return volatility at the quarterly frequency : an evaluation of time series approaches
Reeves, Jonathan J.
;
Xie, Xuan
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 347-356
Persistent link: https://www.econbiz.de/10010399705
Saved in:
5
Modelling the volatility of the Dow Jones Islamic Market World Index using a fractionally integrated time-varying GARCH (FITVGARCH) model
Nasr, Adnen Ben
;
Ajmi, Ahdi Noomen
;
Gupta, Rangan
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 993-1004
Persistent link: https://www.econbiz.de/10010415355
Saved in:
6
Principal component measures of exchange market pressure : comparisons with variance-weighted measures
Hegerty, Scott W.
- In:
Applied financial economics
23
(
2013
)
16/18
,
pp. 1483-1495
Persistent link: https://www.econbiz.de/10010259384
Saved in:
7
A time dynamic pair copula construction : with financial applications
Vesper, Andrew
- In:
Applied financial economics
22
(
2012
)
19/21
,
pp. 1697-1711
Persistent link: https://www.econbiz.de/10009715935
Saved in:
8
Do trading volumes explain the persistence of GARCH effects?
Carroll, Rachael
;
Kearney, Colm
- In:
Applied financial economics
22
(
2012
)
22/24
,
pp. 1993-2008
Persistent link: https://www.econbiz.de/10009719309
Saved in:
9
Some variables are more worthy than others : new diffusion index evidence on the monitoring of key economic indicators
Armah, Nii Ayi
;
Swanson, Norman R.
- In:
Applied financial economics
21
(
2011
)
1/3
,
pp. 43-60
Persistent link: https://www.econbiz.de/10009124680
Saved in:
10
GJR-GARCH model in value-at-risk of financial holdings
Su, Yong-chern
;
Huang, Han-Ching
;
Lin, Y. J.
- In:
Applied financial economics
21
(
2011
)
22/24
,
pp. 1819-1829
Persistent link: https://www.econbiz.de/10009384759
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