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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Capital income"
~subject:"Markov-Kette"
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Search: subject_exact:"Generalized autoregressive conditional heteroscedasticity"
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Capital income
Markov-Kette
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65
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of empirical finance
57
Finance research letters
56
Energy economics
55
The North American journal of economics and finance : a journal of financial economics studies
54
International review of financial analysis
49
International review of economics & finance : IREF
46
International journal of forecasting
42
Research in international business and finance
41
Economic modelling
38
Applied economics
37
Journal of international financial markets, institutions & money
37
Journal of banking & finance
33
Journal of forecasting
32
Journal of econometrics
29
The European journal of finance
29
Journal of risk and financial management : JRFM
28
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
28
Applied economics letters
26
Applied financial economics
23
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
21
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
20
Journal of financial econometrics
19
Economics letters
18
Review of quantitative finance and accounting
18
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
18
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
17
Pacific-Basin finance journal
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International journal of economics and finance
16
Cogent economics & finance
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International journal of finance & economics : IJFE
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Working paper
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International journal of economics and financial issues : IJEFI
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Discussion paper / Tinbergen Institute
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International Journal of Financial Studies : open access journal
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Afro-Asian Journal of Finance and Accounting : AAJFA
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Global finance journal
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Global business review
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Quantitative finance
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The journal of applied business research
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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:
2
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:
3
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:
4
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:
5
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
Saved in:
6
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
Saved in:
7
Infinite-state markov-switching for dynamic volatility
Dufays, Arnaud
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 418-460
Persistent link: https://www.econbiz.de/10011589021
Saved in:
8
Improving asset price prediction when all models are false
Durham, Garland
;
Geweke, John
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
2
,
pp. 278-306
Persistent link: https://www.econbiz.de/10010351546
Saved in:
9
Component-driven regime-switching volatility
Fleming, Jeff
;
Kirby, Chris
- In:
Journal of financial econometrics : official journal of …
11
(
2013
)
2
,
pp. 263-301
Persistent link: https://www.econbiz.de/10009745892
Saved in:
10
Asymptotics of realized volatility with non-Gaussian ARCH(∞) Microstructure noise
Taniai, Hiroyuki
;
Usami, Takashi
;
Suto, Nobuyuki
; …
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
4
,
pp. 617-636
Persistent link: https://www.econbiz.de/10009671895
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