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Search: subject:"GARCH"
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ARCH-Modell
10,236
ARCH model
10,136
Volatility
6,633
Volatilität
6,519
Schätzung
3,040
Estimation
3,005
Theorie
2,759
Theory
2,712
GARCH
2,381
Börsenkurs
2,379
Share price
2,350
Kapitaleinkommen
2,337
Capital income
2,333
Aktienmarkt
2,128
Stock market
2,128
Zeitreihenanalyse
1,839
Time series analysis
1,819
Prognoseverfahren
1,774
Forecasting model
1,754
Spillover-Effekt
1,114
Spillover effect
1,108
Schätztheorie
1,077
Estimation theory
1,070
Risikomaß
1,032
USA
1,030
Risk measure
1,029
Exchange rate
997
United States
996
Wechselkurs
988
Welt
940
World
932
Correlation
842
Korrelation
841
Oil price
759
Ölpreis
753
Portfolio selection
730
Portfolio-Management
730
Aktienindex
646
Stock index
638
Financial crisis
601
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Free
5,767
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4,050
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Article
9,050
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5,471
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30
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Article in journal
7,334
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7,334
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2,135
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1,779
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1,779
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1,759
Aufsatz im Buch
256
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256
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216
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149
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141
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42
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42
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36
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36
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24
Sammelwerk
24
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18
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7
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4
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3
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12,053
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29
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10
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9
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8
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4
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3
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3
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2
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McAleer, Michael
276
Chang, Chia-Lin
112
Caporale, Guglielmo Maria
106
Gupta, Rangan
88
Teräsvirta, Timo
85
Hafner, Christian M.
80
Conrad, Christian
77
Bauwens, Luc
76
Engle, Robert F.
73
Karanasos, Menelaos
68
Spagnolo, Nicola
67
Caporin, Massimiliano
64
Mittnik, Stefan
63
Ma, Feng
62
Francq, Christian
61
Herwartz, Helmut
59
Paolella, Marc S.
59
Ardia, David
52
Bouri, Elie
51
Guesmi, Khaled
51
Spagnolo, Fabio
50
Serletis, Apostolos
48
Nguyen, Duc Khuong
46
Laurent, Sébastien
45
Zakoïan, Jean-Michel
45
Haas, Markus
43
Manera, Matteo
43
Silvennoinen, Annastiina
41
Rombouts, Jeroen V. K.
40
Asai, Manabu
39
Fountas, Stilianos
39
Allen, David E.
38
Bollerslev, Tim
38
Chevallier, Julien
38
Linton, Oliver
37
Lütkepohl, Helmut
36
McMillan, David G.
36
Hammoudeh, Shawkat
35
Rahbek, Anders
35
Saikkonen, Pentti
35
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Institution
All
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
231
EconWPA
48
HAL
41
School of Economics and Management, University of Aarhus
41
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
34
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
32
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
26
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
25
Erasmus University Rotterdam, Econometric Institute
25
Society for Computational Economics - SCE
23
Tinbergen Instituut
23
Institut für Schweizerisches Bankwesen <Zürich>
22
Center for Financial Studies
21
Econometric Society
21
Institut de Préparation à l'Administration et à la Gestion (IPAG)
21
National Bureau of Economic Research
21
CESifo
19
Henley Business School, University of Reading
17
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
17
Tinbergen Institute
17
Agricultural and Applied Economics Association - AAEA
16
Ekonomiska forskningsinstitutet <Stockholm>
15
European Central Bank
15
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
14
DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
13
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
13
Université Paris-Dauphine (Paris IX)
13
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
12
Department of Economics, National University of Ireland
11
EconomiX, Université Paris Ouest-Nanterre la Défense (Paris X)
11
Tilburg University, Center for Economic Research
11
Wirtschafts- und Sozialwissenschaftliche Fakultät, Friedrich-Alexander-Universität Erlangen-Nürnberg
11
Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE)
10
Centre for Analytical Finance <Århus>
10
Department of Economics and Finance, College of Business and Economics
10
Department of Economics and Related Studies, University of York
10
Finance Discipline Group, Business School
10
Institute of Economic Research, Kyoto University
10
Institut für Weltwirtschaft (IfW)
9
Institutionen för Nationalekonomi, Umeå Universitet
9
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Published in...
All
Energy economics
270
MPRA Paper
231
Finance research letters
210
Applied economics
182
Economic modelling
178
International review of financial analysis
153
Journal of econometrics
149
Research in international business and finance
135
The North American journal of economics and finance : a journal of financial economics studies
135
Journal of empirical finance
134
International review of economics & finance : IREF
124
Economics letters
119
Journal of banking & finance
114
Journal of international financial markets, institutions & money
112
Applied financial economics
104
Discussion paper / Tinbergen Institute
101
Journal of risk and financial management : JRFM
96
International journal of forecasting
94
Journal of forecasting
87
Applied economics letters
86
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
79
The journal of futures markets
75
Econometric theory
73
The European journal of finance
73
International Journal of Energy Economics and Policy : IJEEP
71
Working paper
71
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
70
Econometric Institute research papers
69
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
67
Journal of financial econometrics : official journal of the Society for Financial Econometrics
67
Working Paper
60
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
59
International journal of finance & economics : IJFE
57
International journal of economics and financial issues : IJEFI
53
Journal of Risk and Financial Management
53
Econometric reviews
51
International journal of economics and finance
51
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
50
Journal of international money and finance
49
Review of quantitative finance and accounting
47
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Source
All
ECONIS (ZBW)
10,950
RePEc
2,826
EconStor
600
BASE
97
USB Cologne (business full texts)
55
USB Cologne (EcoSocSci)
23
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Date (oldest first)
14521
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:
14522
Philosophy of social science
Rudner, Richard Samuel
-
1966
Persistent link: https://www.econbiz.de/10000574663
Saved in:
14523
Unemployment in Canada : the impact of unemployment insurance
Green, Christopher
;
Cousineau, Jean-Michel
-
1976
Persistent link: https://www.econbiz.de/10001569860
Saved in:
14524
Canadian anti-combines administration, 1952-1960
Rosenbluth, Gideon
;
Thorburn, H. G.
-
1963
Persistent link: https://www.econbiz.de/10002707398
Saved in:
14525
The Philosophy of social science
Rādhākamala Mukhopādhyāya
-
1960
Persistent link: https://www.econbiz.de/10002325497
Saved in:
14526
The Russian land law
In:
Russian documents
.
1919
Persistent link: https://www.econbiz.de/10003295015
Saved in:
14527
Cobalt in Canada
Jones, Robert J.
(
contributor
)
-
1954
Persistent link: https://www.econbiz.de/10003188267
Saved in:
14528
Cobalt in Canada
Jones, Robert J.
(
contributor
)
-
Canada / Mines Branch (1950- )
-
1956
Persistent link: https://www.econbiz.de/10003039045
Saved in:
14529
Les modèles de classe ARCH.
Alexandre, H.
;
Pichery, M.C.
-
Laboratoire d'Économie de Dijon (LEDI), Université de …
-
1993
Persistent link: https://www.econbiz.de/10005579132
Saved in:
14530
Optimal hedge ratios at the Winnipeg commodity exchange
Sephton, Peter S.
- In:
The Canadian journal of economics
26
(
1993
)
1
,
pp. 175-193
Persistent link: https://www.econbiz.de/10001144084
Saved in:
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