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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Korrelation"
~subject:"Schätztheorie"
~subject:"Share price"
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Search: subject_exact:"Generalized autoregressive conditional heteroscedasticity"
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Korrelation
Schätztheorie
Share price
ARCH model
65
ARCH-Modell
65
Volatility
40
Volatilität
40
Theorie
28
Theory
28
Estimation
23
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Engle, Robert F.
3
Chen, Yi-ting
2
Francq, Christian
2
Horváth, Lajos
2
Zakoïan, Jean-Michel
2
Ahoniemi, Katja
1
Audrino, Francesco
1
Caldeira, João F.
1
Caporin, Massimiliano
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Di, Jianing
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Haag, Berthold R.
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Liu, Xiaochun
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Sokalska, Magdalena E.
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Suto, Nobuyuki
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Taniai, Hiroyuki
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Finance research letters
75
Journal of econometrics
65
Applied economics
62
Research in international business and finance
61
International review of economics & finance : IREF
60
Energy economics
59
Journal of empirical finance
54
Economic modelling
52
International review of financial analysis
52
The North American journal of economics and finance : a journal of financial economics studies
48
Journal of international financial markets, institutions & money
45
Discussion paper / Tinbergen Institute
40
Economics letters
40
Journal of risk and financial management : JRFM
40
Econometric theory
38
Journal of banking & finance
37
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36
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
35
International journal of forecasting
34
International Journal of Energy Economics and Policy : IJEEP
29
Journal of forecasting
29
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
27
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
25
International journal of economics and financial issues : IJEFI
22
The European journal of finance
22
Journal of financial econometrics
20
Econometric reviews
19
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
19
CREATES research paper
18
Journal of risk
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Cogent economics & finance
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Computational economics
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Review of quantitative finance and accounting
17
The empirical economics letters : a monthly international journal of economics
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International journal of economics and finance
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International journal of finance & economics : IJFE
16
Global business review
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The econometrics journal
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1
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:
2
Combining multivariate volatility forecasts: an economic-based approach
Caldeira, João F.
;
Moura, Guilherme Valle
;
Nogales, …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 247-285
Persistent link: https://www.econbiz.de/10011987429
Saved in:
3
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:
4
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:
5
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:
6
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:
7
Variance targeting estimation of multivariate GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 353-382
Persistent link: https://www.econbiz.de/10011589013
Saved in:
8
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:
9
On the optimal estimating function method for conditional correlation models
Chen, Yi-ting
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 83-125
Persistent link: https://www.econbiz.de/10010519661
Saved in:
10
One-step semiparametric estimation of the GARCH model
Di, Jianing
;
Gangopadhyay, Ashis
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
2
,
pp. 382-407
Persistent link: https://www.econbiz.de/10010351543
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