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subject:"ARCH-Modell"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of econometrics"
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Search: subject_exact:"Market circuit breakers"
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ARCH-Modell
Volatility
476
Volatilität
476
Theorie
200
Theory
200
Estimation
164
Schätzung
164
Stochastic process
161
Stochastischer Prozess
161
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159
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159
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156
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156
Capital income
115
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Börsenkurs
102
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102
ARCH model
95
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82
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82
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56
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56
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53
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United States
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51
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51
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47
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46
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36
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English
95
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Francq, Christian
5
Bollerslev, Tim
4
Hallin, Marc
4
Zakoïan, Jean-Michel
4
Zhu, Ke
4
Bauwens, Luc
3
Kim, Donggyu
3
Li, Wai Keung
3
Paolella, Marc S.
3
Xiu, Dacheng
3
Barigozzi, Matteo
2
Corsi, Fulvio
2
Gonçalves, Sílvia
2
Hafner, Christian M.
2
Hansen, Peter Reinhard
2
Li, Dong
2
Li, Guodong
2
Ling, Shiqing
2
Linton, Oliver
2
Lucas, André
2
Maheu, John M.
2
Meddahi, Nour
2
Otranto, Edoardo
2
Patton, Andrew J.
2
Polak, Pawel
2
Shephard, Neil G.
2
Sheppard, Kevin
2
Tse, Yiu Kuen
2
Wang, Yazhen
2
Wu, Jianbin
2
Aguilar, Mike
1
Amado, Cristina
1
Amengual, Dante
1
Andersen, Torben
1
Andreou, Elena
1
Asai, Manabu
1
Augustyniak, Maciej
1
Aït-Sahalia, Yacine
1
Bai, Xuezheng
1
Baldovin, Fulvio
1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
Energy economics
226
Finance research letters
155
International review of financial analysis
110
Economic modelling
108
Applied economics
106
The North American journal of economics and finance : a journal of financial economics studies
101
International review of economics & finance : IREF
97
Research in international business and finance
95
Journal of empirical finance
93
Journal of international financial markets, institutions & money
73
Journal of risk and financial management : JRFM
69
International journal of forecasting
64
Applied financial economics
60
Journal of forecasting
57
Journal of banking & finance
55
Discussion paper / Tinbergen Institute
52
Economics letters
52
Applied economics letters
51
International Journal of Energy Economics and Policy : IJEEP
50
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
45
International journal of finance & economics : IJFE
43
The European journal of finance
42
The journal of futures markets
42
Econometric Institute research papers
40
Journal of financial econometrics : official journal of the Society for Financial Econometrics
40
Working paper
40
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
38
International journal of economics and financial issues : IJEFI
33
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
32
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
30
International journal of economics and finance
30
Cogent economics & finance
29
Pacific-Basin finance journal
28
Review of quantitative finance and accounting
28
The empirical economics letters : a monthly international journal of economics
28
Journal of international money and finance
27
Journal of financial econometrics
25
Quantitative finance
25
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ECONIS (ZBW)
95
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95
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1
Forecasting conditional covariance matrices in high-dimensional time series : a general dynamic factor approach
Trucíos, Carlos
;
Mazzeu, João H. G.
;
Hallin, Marc
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 40-52
Persistent link: https://www.econbiz.de/10013540629
Saved in:
2
Volatility estimation when the zero-process is nonstationary
Francq, Christian
;
Sucarrat, Genaro
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 53-66
Persistent link: https://www.econbiz.de/10013540630
Saved in:
3
A simple joint model for returns, volatility and volatility of volatility
Ding, Yashuang
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 521-543
Persistent link: https://www.econbiz.de/10014340096
Saved in:
4
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
5
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
6
Locally stationary multiplicative volatility modeling
Walsh, Christopher
;
Vogt, Michael
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 497-508
Persistent link: https://www.econbiz.de/10014448258
Saved in:
7
Efficient estimation of high-dimensional dynamic covariance by risk factor mapping : applications for financial risk management
So, Mike Ka-pui
;
Chan, Thomas W. C.
;
Chu, Amanda M. Y.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 151-167
Persistent link: https://www.econbiz.de/10013441642
Saved in:
8
Identification of structural multivariate GARCH models
Hafner, Christian M.
;
Herwartz, Helmut
;
Maxand, Simone
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 212-227
Persistent link: https://www.econbiz.de/10013441647
Saved in:
9
Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models
Cavaliere, Giuseppe
;
Bohn Nielsen, Heino
;
Pedersen, …
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 241-263
Persistent link: https://www.econbiz.de/10013441653
Saved in:
10
Hybrid quantile estimation for asymmetric power GARCH models
Wang, Guochang
;
Zhu, Ke
;
Li, Guodong
;
Li, Wai Keung
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 264-284
Persistent link: https://www.econbiz.de/10013441656
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