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accessRights:"restricted"
~isPartOf:"Journal of empirical finance"
~subject:"ARCH-Modell"
~subject:"Deutschland"
~type_genre:"Article in journal"
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ARCH-Modell
Deutschland
Estimation
149
Schätzung
149
Capital income
74
Kapitaleinkommen
74
Theorie
58
Theory
58
Börsenkurs
53
Share price
53
Forecasting model
46
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46
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45
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45
CAPM
34
Risikoprämie
29
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29
Portfolio selection
28
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ARCH model
23
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22
Time series analysis
21
Zeitreihenanalyse
21
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20
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11
Behavioural finance
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English
27
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Agosto, Arianna
1
Bee, Marco
1
BenSaïda, Ahmed
1
Bernardi, Mauro
1
Brooks, Robert
1
Bui, Dien Giau
1
Caporin, Massimiliano
1
Cavaliere, Giuseppe
1
Chang, Li-Han
1
Chen Zhou
1
Cheng, Hung-Wen
1
Cho, Dooyeon
1
Cipollini, Andrea
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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1
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Journal of empirical finance
Energy economics
75
Applied economics
73
Jahrbücher für Nationalökonomie und Statistik
69
Finance research letters
55
Economic modelling
52
Applied economics letters
47
International review of economics & finance : IREF
43
The North American journal of economics and finance : a journal of financial economics studies
39
International review of financial analysis
34
Economics letters
32
Research in international business and finance
29
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
29
Journal of econometrics
27
Labour economics : official journal of the European Association of Labour Economists
27
International journal of forecasting
25
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
23
Journal of economic behavior & organization : JEBO
21
Journal of international financial markets, institutions & money
20
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
19
Journal of banking & finance
18
Journal of risk
18
Journal of international money and finance
16
Schmollers Jahrbuch : journal of contextual economics
15
Journal of financial econometrics
14
Empirical economics : a quarterly journal of the Institute for Advanced Studies
13
Macroeconomic dynamics
13
Emerging markets, finance and trade : EMFT
12
Empirica : journal of european economics
12
International journal of economics and finance
12
Review of quantitative finance and accounting
12
Schmalenbach business review : sbr
12
Computational economics
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
Journal of economic psychology : research in economic psychology and behavioral economics
11
The European journal of health economics : HEPAC ; health economics in prevention and care
11
International journal of finance & economics : IJFE
10
Journal of economics and finance
10
Quantitative finance
10
The European journal of finance
10
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ECONIS (ZBW)
27
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1
Empirical performance of component GARCH models in pricing VIX term structure and VIX futures
Cheng, Hung-Wen
;
Chang, Li-Han
;
Lo, Chien-Ling
;
Tsai, …
- In:
Journal of empirical finance
72
(
2023
),
pp. 122-142
Persistent link: https://www.econbiz.de/10014476812
Saved in:
2
Forecasting intraday market risk : a marked self-exciting point process with exogenous renewals
Stindl, Tom
- In:
Journal of empirical finance
70
(
2023
),
pp. 182-198
Persistent link: https://www.econbiz.de/10014423627
Saved in:
3
Intraday VaR : a copula-based approach
Wang, Keli
;
Liu, Xiaoquan
;
Ye, Wuyi
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477064
Saved in:
4
Do interest rate differentials drive the volatility of exchange rates? : evidence from an extended stochastic volatility model
Ulm, Maren
;
Hambuckers, Julien
- In:
Journal of empirical finance
65
(
2022
),
pp. 125-148
Persistent link: https://www.econbiz.de/10013286403
Saved in:
5
Income, trading, and performance : evidence from retail investors
Bui, Dien Giau
;
Hasan, Iftekhar
;
Lin, Chih-Yung
;
Zhai, …
- In:
Journal of empirical finance
66
(
2022
),
pp. 176-195
Persistent link: https://www.econbiz.de/10013371058
Saved in:
6
Do structural breaks in volatility cause spurious volatility transmission?
Caporin, Massimiliano
;
Malik, Farooq
- In:
Journal of empirical finance
55
(
2020
),
pp. 60-82
Persistent link: https://www.econbiz.de/10012175260
Saved in:
7
Volatility in equity markets and monetary policy rate uncertainty
Kaminska, Iryna
;
Roberts-Sklar, Matt
- In:
Journal of empirical finance
45
(
2018
),
pp. 68-83
Persistent link: https://www.econbiz.de/10012102459
Saved in:
8
The decomposition of jump risks in individual stock returns
Xiao, Xiao
;
Chen Zhou
- In:
Journal of empirical finance
47
(
2018
),
pp. 207-228
Persistent link: https://www.econbiz.de/10012103499
Saved in:
9
Time-varying volatility and the power law distribution of stock returns
Warusawitharana, Missaka
- In:
Journal of empirical finance
49
(
2018
),
pp. 123-141
Persistent link: https://www.econbiz.de/10012117726
Saved in:
10
Multiple risk measures for multivariate dynamic heavy-tailed models
Bernardi, Mauro
;
Maruotti, Antonello
;
Petrella, Lea
- In:
Journal of empirical finance
43
(
2017
),
pp. 1-32
Persistent link: https://www.econbiz.de/10011817885
Saved in:
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