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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~accessRights:"restricted"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~subject:"Theory"
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Search: subject_exact:"Generalized autoregressive conditional heteroscedasticity"
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Azhar Mohamad
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Cheffou, Abdoukarim Idi
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Chen, Yi-ting
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Finance research letters
31
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
28
International journal of forecasting
27
Journal of empirical finance
24
Applied economics
21
Journal of financial econometrics
17
The North American journal of economics and finance : a journal of financial economics studies
17
Economic modelling
16
Journal of forecasting
16
Journal of econometrics
15
International review of economics & finance : IREF
14
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
14
Quantitative finance
14
Computational economics
13
International review of financial analysis
12
Journal of banking & finance
12
Research in international business and finance
12
The European journal of finance
12
Economics letters
10
Energy economics
10
Journal of international financial markets, institutions & money
10
Journal of risk
10
Econometric reviews
9
Applied economics letters
8
Journal of time series econometrics
8
Journal of economic dynamics & control
6
Theoretical economics letters
6
Annals of financial economics
5
Journal of mathematical finance
5
SpringerLink / Bücher
5
Econometric theory
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Insurance / Mathematics & economics
4
International journal of finance & economics : IJFE
4
Journal of financial markets
4
Journal of international money and finance
4
Macroeconomic dynamics
4
Pacific-Basin finance journal
4
Review of quantitative finance and accounting
4
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On the predictive ability of conditional market skewness
Serna, Gregorio
- In:
The quarterly review of economics and finance : journal …
91
(
2023
),
pp. 186-191
Persistent link: https://www.econbiz.de/10014461560
Saved in:
2
Financial contagion in the futures markets amidst global geo-economic events
Zainudin, Ahmad Danial
;
Azhar Mohamad
- In:
The quarterly review of economics and finance : journal …
81
(
2021
),
pp. 288-308
Persistent link: https://www.econbiz.de/10012656295
Saved in:
3
Heterogeneous market hypothesis approach for modeling unbiased extreme value volatility estimator in presence of leverage effect : an individual stock level study with economic sig...
Zargar, Faisal Nazir
;
Kumar, Dilip
- In:
The quarterly review of economics and finance : journal …
77
(
2020
),
pp. 271-285
Persistent link: https://www.econbiz.de/10012431113
Saved in:
4
A statistical analysis of uncertainty for conventional and ethical stock indexes
Jawadi, Fredj
;
Jawadi, Nabila
;
Cheffou, Abdoukarim Idi
- In:
The quarterly review of economics and finance : journal …
74
(
2019
),
pp. 9-17
Persistent link: https://www.econbiz.de/10012296878
Saved in:
5
Structural volatility impulse response function and asymptotic inference
Liu, Xiaochun
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
2
,
pp. 316-339
Persistent link: https://www.econbiz.de/10011987769
Saved in:
6
Indirect inference estimation of mixed frequency stochastic volatility state space models using MIDAS regressions and ARCH models
Gagliardini, Patrick
;
Ghysels, Eric
;
Rubin, M.
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
4
,
pp. 509-560
Persistent link: https://www.econbiz.de/10011987633
Saved in:
7
Real-Time GARCH
Smetanina, Ekaterina
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
4
,
pp. 561-601
Persistent link: https://www.econbiz.de/10011987644
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
Component-wise representations of long-memory models and volatility prediction
Proietti, Tommaso
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 668-692
Persistent link: https://www.econbiz.de/10011623820
Saved in:
10
Forecasting covariance matrices : a mixed approach
Halbleib, Roxana
;
Voev, Valeri
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 383-417
Persistent link: https://www.econbiz.de/10011589016
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