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subject:"ARCH-Modell"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"The European journal of finance"
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ARCH-Modell
Volatility
302
Volatilität
302
Theorie
130
Theory
130
Estimation
107
Schätzung
107
Capital income
88
Kapitaleinkommen
88
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80
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80
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71
Stochastischer Prozess
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66
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60
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Catania, Leopoldo
3
Bauwens, Luc
2
Corsi, Fulvio
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Lucas, André
2
Pereira, Pedro L. Valls
2
Algaba, Andres
1
Amado, Cristina
1
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1
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1
Augustyniak, Maciej
1
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1
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1
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1
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1
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1
Bernardi, Mauro
1
Blazsek, Szabolcs
1
Bormetti, Giacomo
1
Boudt, Kris
1
Brandt, Michael W.
1
Buccheri, Giuseppe
1
Cavicchioli, Maddalena
1
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1
Chan, Wing Hong
1
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1
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1
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1
Chuliá, Helena
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
The European journal of finance
Energy economics
212
Finance research letters
128
Economic modelling
108
Applied economics
104
International review of financial analysis
104
The North American journal of economics and finance : a journal of financial economics studies
101
Journal of empirical finance
91
Research in international business and finance
91
International review of economics & finance : IREF
87
Journal of international financial markets, institutions & money
73
Journal of risk and financial management : JRFM
69
Journal of econometrics
66
International journal of forecasting
61
Applied financial economics
60
Journal of forecasting
57
Journal of banking & finance
55
Economics letters
52
Discussion paper / Tinbergen Institute
51
Applied economics letters
49
International Journal of Energy Economics and Policy : IJEEP
48
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
45
Econometric Institute research papers
40
Journal of financial econometrics : official journal of the Society for Financial Econometrics
40
Working paper
39
The journal of futures markets
38
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
38
International journal of finance & economics : IJFE
37
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
32
International journal of economics and financial issues : IJEFI
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
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
Pacific-Basin finance journal
27
Journal of financial econometrics
25
Quantitative finance
23
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ECONIS (ZBW)
66
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1
The information content of currency option-implied volatilities : implications for ex-ante forecasts of global equity correlations
Figueiredo, Antonio
;
Parhizgari, Ali M.
;
Dupoyet, Brice
- In:
The European journal of finance
29
(
2023
)
18
,
pp. 2128-2153
Persistent link: https://www.econbiz.de/10014418133
Saved in:
2
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:
3
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:
4
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:
5
A stochastic volatility model with a general leverage specification
Catania, Leopoldo
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 678-689
Persistent link: https://www.econbiz.de/10013534044
Saved in:
6
Markov switching GARCH models : higher order moments, kurtosis measures, and volatility evaluation in recessions and pandemic
Cavicchioli, Maddalena
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1772-1783
Persistent link: https://www.econbiz.de/10013540511
Saved in:
7
Ripples on financial networks
Kumar, Sudarshan
;
Bansal, Avijit
;
Chakrabarti, Anindya S.
- In:
The European journal of finance
28
(
2022
)
13/15
,
pp. 1302-1323
Persistent link: https://www.econbiz.de/10013532199
Saved in:
8
Multivariate GARCH with dynamic beta
Raddant, Matthias
;
Wagner, Friedrich
- In:
The European journal of finance
28
(
2022
)
13/15
,
pp. 1324-1343
Persistent link: https://www.econbiz.de/10013532205
Saved in:
9
Industry portfolio allocation with asymmetric correlations
Kim, Myeong Hyeon
;
Park, Seyoung
;
Yoon, Jong Mun
- In:
The European journal of finance
27
(
2021
)
1/2
,
pp. 178-198
Persistent link: https://www.econbiz.de/10012424937
Saved in:
10
Quantile dependencies between discontinuities and time-varying rare disaster risks
Gillas, Konstantinos Gkillas
;
Floros, Christos
; …
- In:
The European journal of finance
27
(
2021
)
10
,
pp. 932-962
Persistent link: https://www.econbiz.de/10012609242
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