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isPartOf:"The econometrics journal"
~isPartOf:"Applied financial economics"
~isPartOf:"Economic modelling"
~subject:"USA"
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Search: subject_exact:"ARCH-Modell"
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ARCH model
296
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296
Volatility
181
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83
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83
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63
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63
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Aftab, Muhammad
1
Ahn, Eun S.
1
Alexandre, Fernando
1
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1
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1
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The econometrics journal
Applied financial economics
Economic modelling
The journal of futures markets
29
Journal of empirical finance
19
Energy economics
17
Journal of banking & finance
17
Applied economics
16
Journal of international financial markets, institutions & money
16
Economics letters
14
International review of financial analysis
14
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Journal of multinational financial management
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The North American journal of economics and finance : a journal of financial economics studies
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Econometric Institute research papers
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International review of economics & finance : IREF
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CFS working paper series
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International journal of forecasting
7
The European journal of finance
7
The journal of real estate finance and economics
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Working papers / University of Connecticut, Department of Economics
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Econometric reviews
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Global finance journal
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Journal of econometrics
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Journal of international money and finance
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Journal of risk and financial management : JRFM
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Research in international business and finance
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Southern economic journal
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International Journal of Energy Economics and Policy : IJEEP
5
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Pacific-Basin finance journal
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SFB 649 Discussion Paper
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SFB 649 discussion paper
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ECONIS (ZBW)
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1
Regime-dependent effects of macroeconomic uncertainty on realized volatility in the US stock market
Liu, Wei
;
Garrett, Ian
- In:
Economic modelling
128
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014464307
Saved in:
2
Volatility transmission between oil prices and banks' stock prices as a new source of instability : lessons from the United States experience
Ehouman, Yao Axel
- In:
Economic modelling
91
(
2020
),
pp. 198-217
Persistent link: https://www.econbiz.de/10012429033
Saved in:
3
On the asymmetric effects of exchange rate volatility on trade flows : new evidence from US-Malaysia trade at the industry level
Bahmani-Oskooee, Mohsen
;
Aftab, Muhammad
- In:
Economic modelling
63
(
2017
),
pp. 86-103
Persistent link: https://www.econbiz.de/10011813437
Saved in:
4
Returns, correlations, and volatilities in equity markets : evidence from six OECD countries during the US financial crisis
Kim, Hyun Seok
;
Min, Hong-ghi
;
McDonald, Judith Ann
- In:
Economic modelling
59
(
2016
),
pp. 9-22
Persistent link: https://www.econbiz.de/10011647590
Saved in:
5
Information transmission between U.S. and China index futures markets : an asymmetric DCC GARCH approach
Hou, Yang
;
Li, Steven
- In:
Economic modelling
52
(
2016
),
pp. 884-897
Persistent link: https://www.econbiz.de/10011643072
Saved in:
6
On the risk comovements between the crude oil market and U.S. dollar exchange rates
Truchis, Gilles de
;
Keddad, Benjamin
- In:
Economic modelling
52
(
2016
),
pp. 206-215
Persistent link: https://www.econbiz.de/10011645629
Saved in:
7
On oil-US exchange rate volatility relationships : an intraday analysis
Jawadi, Fredj
;
Louhichi, Waël
;
Ameur, Hachmi Ben
; …
- In:
Economic modelling
59
(
2016
),
pp. 329-334
Persistent link: https://www.econbiz.de/10011647852
Saved in:
8
Can GARCH-class models capture long memory in WTI crude oil markets?
Wang, Yudong
;
Wu, Chongfeng
;
Wei, Yu
- In:
Economic modelling
28
(
2011
)
3
,
pp. 921-927
Persistent link: https://www.econbiz.de/10009271384
Saved in:
9
Regime switching fractional cointegration and futures hedging
Lee, Hsiang-tai
- In:
Applied financial economics
21
(
2011
)
13/15
,
pp. 1145-1157
Persistent link: https://www.econbiz.de/10009317429
Saved in:
10
The smooth transition GARCH model: application to international stock indexes
Khemiri, Rim
- In:
Applied financial economics
21
(
2011
)
7/9
,
pp. 555-562
Persistent link: https://www.econbiz.de/10009153250
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