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Search: subject:"ARCH model"
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Subject
All
ARCH model
10,144
ARCH-Modell
10,123
Volatilität
6,156
Volatility
6,155
Estimation
2,873
Schätzung
2,873
Theorie
2,567
Theory
2,567
Capital income
2,219
Kapitaleinkommen
2,219
Börsenkurs
2,172
Share price
2,172
Aktienmarkt
1,954
Stock market
1,954
Zeitreihenanalyse
1,772
Time series analysis
1,767
Prognoseverfahren
1,698
Forecasting model
1,697
Estimation theory
1,040
Schätztheorie
1,040
Spillover effect
1,016
Spillover-Effekt
1,016
Risikomaß
994
Risk measure
994
USA
926
GARCH
923
United States
920
Exchange rate
916
Wechselkurs
916
Welt
827
World
827
Correlation
797
Korrelation
796
Oil price
694
Ölpreis
694
Portfolio selection
656
Portfolio-Management
656
Aktienindex
608
Stock index
608
Financial market
554
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Free
3,178
Undetermined
2,898
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Article
6,906
Book / Working Paper
3,278
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Article in journal
6,637
Aufsatz in Zeitschrift
6,637
Graue Literatur
1,684
Non-commercial literature
1,684
Working Paper
1,673
Arbeitspapier
1,670
Aufsatz im Buch
249
Book section
249
Hochschulschrift
136
Thesis
105
Conference paper
39
Konferenzbeitrag
39
Collection of articles written by one author
36
Sammlung
36
Collection of articles of several authors
26
Sammelwerk
26
Aufsatzsammlung
15
Bibliografie enthalten
13
Bibliography included
13
Systematic review
11
Übersichtsarbeit
11
Lehrbuch
9
Case study
8
Fallstudie
8
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8
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7
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6
Forschungsbericht
6
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3
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3
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3
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3
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2
Mehrbändiges Werk
2
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1
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1
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1
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1
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English
10,054
German
51
Undetermined
28
Spanish
22
French
13
Polish
6
Portuguese
4
Czech
2
Bulgarian
1
Hungarian
1
Italian
1
Romanian
1
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1
Turkish
1
Chinese
1
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Author
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McAleer, Michael
209
Chang, Chia-Lin
82
Gupta, Rangan
68
Bauwens, Luc
61
Engle, Robert F.
61
Hafner, Christian M.
60
Ma, Feng
60
Teräsvirta, Timo
56
Caporale, Guglielmo Maria
53
Caporin, Massimiliano
51
Karanasos, Menelaos
44
Francq, Christian
43
Conrad, Christian
40
Laurent, Sébastien
40
Herwartz, Helmut
39
Bouri, Elie
38
Rombouts, Jeroen V. K.
38
Zakoïan, Jean-Michel
37
Paolella, Marc S.
36
Asai, Manabu
34
Bollerslev, Tim
32
Kumar, Dilip
32
McMillan, David G.
32
Serletis, Apostolos
32
Ardia, David
30
Zhang, Yaojie
30
Linton, Oliver
29
Rahbek, Anders
29
Saikkonen, Pentti
28
Allen, David E.
27
Kang, Sang Hoon
27
Mittnik, Stefan
27
Silvennoinen, Annastiina
27
Christoffersen, Peter F.
26
Hammoudeh, Shawkat
26
Hansen, Peter Reinhard
26
Tiwari, Aviral Kumar
26
Degiannakis, Stavros
25
Hamori, Shigeyuki
25
Huang, Zhuo
25
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Institution
All
National Bureau of Economic Research
21
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
17
Ekonomiska forskningsinstitutet <Stockholm>
15
Centre for Analytical Finance <Århus>
10
University of Canterbury / Dept. of Economics and Finance
8
Econometrisch Instituut <Rotterdam>
7
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
7
Instituto Valenciano de Investigaciones Económicas
6
Shakai-Keizai-Kenkyūsho <Osaka>
6
European University Institute / Department of Economics
3
National Institute of Economic and Social Research
3
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
3
Brown University / Department of Economics
2
Center for Economic Research <Tilburg>
2
Econometric Society
2
Escola de Pós-Graduação em Economia <Rio de Janeiro>
2
Federal Reserve Bank of St. Louis
2
Gottfried Wilhelm Leibniz Universität Hannover
2
London School of Economics and Political Science
2
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
2
Queen Mary College / Department of Economics
2
School of Finance and Business Economics <Perth, Western Australia>
2
Springer Fachmedien Wiesbaden
2
Svenska Handelshögskolan <Helsinki>
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
Université de Montréal / Département de sciences économiques
2
William Davidson Institute <Ann Arbor, Mich.>
2
Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
1
Bank of Canada
1
Canada / Mines Branch (1950- )
1
Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
1
Centre for Quantitative Economics & Computing
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Deakin University
1
Department of Econometrics and Business Statistics, Monash Business School
1
Department of Economics, University of Waterloo
1
Deutschland / Bundesministerium für Wirtschaft
1
Deutschland <Bundesrepublik> / Auswärtiges Amt
1
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Published in...
All
Energy economics
254
Finance research letters
172
Applied economics
159
Economic modelling
155
Journal of econometrics
147
International review of financial analysis
136
Journal of empirical finance
132
Research in international business and finance
125
The North American journal of economics and finance : a journal of financial economics studies
123
International review of economics & finance : IREF
113
Journal of banking & finance
113
Economics letters
109
Journal of international financial markets, institutions & money
107
Applied financial economics
101
Discussion paper / Tinbergen Institute
98
International journal of forecasting
93
Journal of risk and financial management : JRFM
88
Journal of forecasting
85
Applied economics letters
77
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
76
Econometric theory
73
The European journal of finance
70
The journal of futures markets
70
Econometric Institute research papers
69
Working paper
68
Journal of financial econometrics : official journal of the Society for Financial Econometrics
65
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
64
International Journal of Energy Economics and Policy : IJEEP
61
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
56
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
54
International journal of economics and financial issues : IJEFI
49
Econometric reviews
46
International journal of finance & economics : IJFE
46
Journal of international money and finance
46
International journal of economics and finance
45
Review of quantitative finance and accounting
44
CREATES research paper
43
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
42
Journal of risk
40
The econometrics journal
40
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Source
All
ECONIS (ZBW)
10,134
RePEc
32
USB Cologne (EcoSocSci)
9
EconStor
5
BASE
2
ArchiDok
2
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10171
Tests of excess forecast volatility in the foreign exchange and stock markets
Froot, Kenneth
-
1987
Persistent link: https://www.econbiz.de/10009571466
Saved in:
10172
On the time varying risk premium in the yen/dollar exchange market
Canova, Fabio
;
Ito, Taketoshi
-
1987
Persistent link: https://www.econbiz.de/10003508439
Saved in:
10173
Unemployment insurance and male unemployment duration in Canada
Ham, John C.
;
Rea, Samuel A.
-
1986
Persistent link: https://www.econbiz.de/10003569480
Saved in:
10174
The impacts of kurtosis on risk stationarity : some empirical evidence
Lee, Cheng F.
- In:
The financial review : the official publication of the …
20
(
1985
)
4
,
pp. 263-269
Persistent link: https://www.econbiz.de/10001014875
Saved in:
10175
Is inflation risk associated with the rate of inflation? New evidence for cointegrated time series
Schmidt, Roland
-
University of Bonn, Germany
Persistent link: https://www.econbiz.de/10005028487
Saved in:
10176
Deutsche Auslandsschulden ; Engl. Sonderh.
1951
Persistent link: https://www.econbiz.de/10000512352
Saved in:
10177
Properties of western larch and their relation to uses of the wood
Johnsen, R. P. A.
;
Bradner, M. I.
-
1932
Persistent link: https://www.econbiz.de/10000672166
Saved in:
10178
Philosophy of social science
Rudner, Richard Samuel
-
1966
Persistent link: https://www.econbiz.de/10000574663
Saved in:
10179
Unemployment in Canada : the impact of unemployment insurance
Green, Christopher
;
Cousineau, Jean-Michel
-
1976
Persistent link: https://www.econbiz.de/10001569860
Saved in:
10180
Canadian anti-combines administration, 1952-1960
Rosenbluth, Gideon
;
Thorburn, H. G.
-
1963
Persistent link: https://www.econbiz.de/10002707398
Saved in:
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