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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~accessRights:"restricted"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~subject:"Analysis of variance"
~subject:"Capital income"
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Search: subject_exact:"Generalized autoregressive conditional heteroscedasticity"
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Analysis of variance
Capital income
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29
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Volatility
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Ahoniemi, Katja
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Atenga, Eric Martial Etoundi
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Barunik, Jozef
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Bekiros, Stelios
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Chen, Sihong
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Chen, Yi-ting
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Cho, Dooyeon
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Li, Qi
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Olmo, Jose
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Rho, Seunghwa
1
Trapin, Luca
1
Voev, Valeri
1
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1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Empirical economics : a quarterly journal of the Institute for Advanced Studies
Finance research letters
52
The North American journal of economics and finance : a journal of financial economics studies
38
International review of economics & finance : IREF
32
Energy economics
30
International review of financial analysis
30
Research in international business and finance
28
International journal of forecasting
26
Applied economics
24
Economic modelling
20
Journal of empirical finance
19
Journal of financial econometrics
18
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
Journal of econometrics
17
Journal of international financial markets, institutions & money
17
Journal of forecasting
16
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
16
Journal of banking & finance
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
13
Pacific-Basin finance journal
13
Applied economics letters
12
Theoretical economics letters
10
International journal of finance & economics : IJFE
9
Review of quantitative finance and accounting
9
Afro-Asian Journal of Finance and Accounting : AAJFA
8
Economics letters
8
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
8
Global finance journal
8
Quantitative finance
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Global business review
7
International journal of economics and finance
7
Journal of risk
7
Studies in economics and finance
7
The European journal of finance
7
Annals of financial economics
6
Emerging markets, finance and trade : EMFT
6
International journal of emerging markets
6
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1
Multivariate models of commodity futures markets : a dynamic copula approach
Chen, Sihong
;
Li, Qi
;
Wang, Qiaoyu
;
Zhang, Yu Yvette
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 3037-3057
Persistent link: https://www.econbiz.de/10014329023
Saved in:
2
On asymmetric volatility effects in currency markets
Cho, Dooyeon
;
Rho, Seunghwa
- In:
Empirical economics : a quarterly journal of the …
62
(
2022
)
5
,
pp. 2149-2177
Persistent link: https://www.econbiz.de/10013197273
Saved in:
3
Multivariate time-varying parameter modelling for stock markets
Neslihanoglu, Serdar
;
Bekiros, Stelios
;
McColl, John H.
; …
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
2
,
pp. 947-972
Persistent link: https://www.econbiz.de/10012616913
Saved in:
4
Using the conditional volatility channel to improve the accuracy of aggregate equity return predictions
Nonejad, Nima
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
2
,
pp. 973-1009
Persistent link: https://www.econbiz.de/10012616915
Saved in:
5
Return and volatility spillovers to African equity markets and their determinants
Atenga, Eric Martial Etoundi
;
Mougoué, Mbodja
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
2
,
pp. 883-918
Persistent link: https://www.econbiz.de/10012616939
Saved in:
6
Can volatility models explain extreme events?
Trapin, Luca
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
2
,
pp. 297-315
Persistent link: https://www.econbiz.de/10011987768
Saved in:
7
Overnight news and daily equity trading risk limits
Ahoniemi, Katja
;
Fuertes, Ana María
;
Olmo, Jose
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 525-551
Persistent link: https://www.econbiz.de/10011623670
Saved in:
8
Exceedance correlation tests for financial returns
Chen, Yi-ting
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 581-616
Persistent link: https://www.econbiz.de/10011623694
Saved in:
9
Dynamic conditional beta
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 643-667
Persistent link: https://www.econbiz.de/10011623818
Saved in:
10
Semi-parametric conditional quantile models for financial returns and realized volatility
Zikes, Filip
;
Barunik, Jozef
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
1
,
pp. 185-226
Persistent link: https://www.econbiz.de/10011588557
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