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subject:"ARCH-Modell"
~isPartOf:"Applied financial economics"
~subject:"Aktienmarkt"
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ARCH-Modell
Aktienmarkt
Aktienindex
95
Stock index
95
Estimation
30
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30
Capital income
26
Kapitaleinkommen
26
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32
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Brooks, Chris
2
Garrett, Ian
2
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2
Abumustafa, Naser I.
1
Ahn, Eun S.
1
Ajmi, Ahdi Noomen
1
Asēmakopulos, Iōannēs
1
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1
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1
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1
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1
Lu, Jin-ray
1
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Applied financial economics
Finance research letters
31
International review of financial analysis
26
The North American journal of economics and finance : a journal of financial economics studies
25
Applied economics
21
International review of economics & finance : IREF
21
Research in international business and finance
21
Applied economics letters
19
Economic modelling
19
International journal of economics and finance
19
Journal of international financial markets, institutions & money
19
Journal of risk and financial management : JRFM
19
Investment management and financial innovations
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Cogent economics & finance
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Journal of empirical finance
14
International journal of economics and financial issues : IJEFI
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
11
Finance India : the quarterly journal of Indian Institute of Finance
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International Journal of Financial Studies : open access journal
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Pacific-Basin finance journal
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International journal of finance & economics : IJFE
10
The European journal of finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Afro-Asian Journal of Finance and Accounting : AAJFA
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CESifo working papers
8
International Journal of Energy Economics and Policy : IJEEP
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Journal of forecasting
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The journal of futures markets
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Economies : open access journal
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Discussion paper / Tinbergen Institute
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European financial management : the journal of the European Financial Management Association
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ECONIS (ZBW)
32
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1
Revisiting serial dependence in the stock markets of the G7 countries, Portugal, Spain and Greece
Ferreira, Paulo
;
Dionísio, Andreia
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 319-331
Persistent link: https://www.econbiz.de/10010399410
Saved in:
2
Modelling the volatility of the Dow Jones Islamic Market World Index using a fractionally integrated time-varying GARCH (FITVGARCH) model
Nasr, Adnen Ben
;
Ajmi, Ahdi Noomen
;
Gupta, Rangan
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 993-1004
Persistent link: https://www.econbiz.de/10010415355
Saved in:
3
Dynamic dependencies between the Tunisian stock market and other international stock markets : GARCH-EVT-Copula approach
Chebbi, A.
;
Hedhli, A.
- In:
Applied financial economics
24
(
2014
)
16/18
,
pp. 1215-1228
Persistent link: https://www.econbiz.de/10010418906
Saved in:
4
Time varying equity market beta as an index of financial openness?
Rizvi, S. K. A.
;
Naqvi, B.
;
Bordes, Christian
- In:
Applied financial economics
23
(
2013
)
10/12
,
pp. 921-928
Persistent link: https://www.econbiz.de/10009771021
Saved in:
5
Realized volatility forecasting : empirical evidence from stock market indices and exchange rates
Xiao, Linlan
- In:
Applied financial economics
23
(
2013
)
1/3
,
pp. 57-69
Persistent link: https://www.econbiz.de/10009719037
Saved in:
6
Intertemporal relations between the market volatility index and stock index returns
Sarwar, Ghulam
- In:
Applied financial economics
22
(
2012
)
10/12
,
pp. 899-909
Persistent link: https://www.econbiz.de/10009624959
Saved in:
7
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
Saved in:
8
Stylized facts of return series, robust estimates and three popular models of volatility
Teräsvirta, Timo
;
Zhao, Zhenfang
- In:
Applied financial economics
21
(
2011
)
1/3
,
pp. 67-94
Persistent link: https://www.econbiz.de/10009124669
Saved in:
9
Evaluating value at risk using selection criteria of the model and the information set
Gargallo, Pilar
;
Miguel, Jesús
;
Olave Rubio, Pilar
; …
- In:
Applied financial economics
20
(
2010
)
16/18
,
pp. 1415-1428
Persistent link: https://www.econbiz.de/10009010927
Saved in:
10
The asymmetric impact of firm-specific and of index returns on the volatility processes of individual stocks
Voukelatos, Nikolaos
- In:
Applied financial economics
20
(
2010
)
19/21
,
pp. 1627-1638
Persistent link: https://www.econbiz.de/10009011576
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