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isPartOf:"Journal of econometrics"
~isPartOf:"Finance research letters"
~subject:"ARCH model"
~subject:"Statistische Verteilung"
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Search: subject_exact:"Volatility"
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ARCH model
Statistische Verteilung
Volatility
933
Volatilität
932
Börsenkurs
285
Share price
285
Capital income
235
Kapitaleinkommen
235
Estimation
234
Schätzung
234
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221
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63
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59
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Bollerslev, Tim
7
Francq, Christian
4
Lucey, Brian M.
4
Luo, Xingguo
4
Ma, Feng
4
Meddahi, Nour
4
Tiwari, Aviral Kumar
4
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Wu, Xinyu
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3
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3
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Gozgor, Giray
3
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3
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3
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3
Shi, Yanlin
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Swanson, Norman R.
3
Xie, Haibin
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2
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2
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2
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2
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Journal of econometrics
Finance research letters
Energy economics
229
International review of financial analysis
118
Economic modelling
113
Applied economics
109
The North American journal of economics and finance : a journal of financial economics studies
106
International review of economics & finance : IREF
101
Journal of empirical finance
97
Research in international business and finance
96
Journal of international financial markets, institutions & money
77
Journal of risk and financial management : JRFM
75
International journal of forecasting
71
Journal of banking & finance
64
Discussion paper / Tinbergen Institute
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Applied financial economics
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Journal of forecasting
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Economics letters
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Applied economics letters
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International Journal of Energy Economics and Policy : IJEEP
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
50
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49
International journal of finance & economics : IJFE
45
Econometric Institute research papers
44
Journal of financial econometrics : official journal of the Society for Financial Econometrics
44
The European journal of finance
44
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
40
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
39
Quantitative finance
36
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
35
International journal of economics and financial issues : IJEFI
33
Review of quantitative finance and accounting
33
Computational economics
32
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
31
International journal of economics and finance
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Cogent economics & finance
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Pacific-Basin finance journal
30
Journal of international money and finance
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Risks : open access journal
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ECONIS (ZBW)
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71
Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models
Cavaliere, Giuseppe
;
Bohn Nielsen, Heino
;
Pedersen, …
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 241-263
Persistent link: https://www.econbiz.de/10013441653
Saved in:
72
Hybrid quantile estimation for asymmetric power GARCH models
Wang, Guochang
;
Zhu, Ke
;
Li, Guodong
;
Li, Wai Keung
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 264-284
Persistent link: https://www.econbiz.de/10013441656
Saved in:
73
Volatility of volatility : estimation and tests based on noisy high frequency data with jumps
Li, Yingying
;
Liu, Guangying
;
Zhang, Zhiyuan
- In:
Journal of econometrics
229
(
2022
)
2
,
pp. 422-451
Persistent link: https://www.econbiz.de/10013441895
Saved in:
74
Adaptive Bayesian estimation of conditional discrete-continuous distributions with an application to stock market trading activity
Norets, Andriy
;
Pelenis, Justinas
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 62-82
Persistent link: https://www.econbiz.de/10013441915
Saved in:
75
Asymmetric dynamic spillover effect between cryptocurrency and China's financial market : evidence from TVP-VAR based connectedness approach
Cao, Guangxi
;
Xie, Wenhao
- In:
Finance research letters
49
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013478628
Saved in:
76
Covid-19 and stock market volatility : a clustering approach for S&P 500 industry indices
Lúcio, Francisco
;
Caiado, Jorge
- In:
Finance research letters
49
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013479311
Saved in:
77
Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX : evidence using Markov-switching copulas
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013455804
Saved in:
78
Oil futures volatility predictability : evidence based on Twitter-based uncertainty
Lang, Qiaoqi
;
Lu, Xinjie
;
Ma, Feng
;
Huang, Dengshi
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1
Persistent link: https://www.econbiz.de/10013457290
Saved in:
79
More to cryptos than bitcoin : a GARCH modelling of heterogeneous cryptocurrencies
Fung, Kennard
;
Jeong, Jiin
;
Pereira, Javier
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10013457293
Saved in:
80
COVID-19 impact on commodity futures volatilities
Zhang, Yongmin
;
Wang, Ruizhi
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10013457716
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