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subject:"OECD countries"
type_genre:"Amtsdruckschrift"
~isPartOf:"Journal of empirical finance"
~subject:"ARCH model"
~type_genre:"Aufsatz in Zeitschrift"
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OECD countries
ARCH model
Estimation
252
Schätzung
252
Capital income
118
Kapitaleinkommen
118
Theorie
99
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99
Börsenkurs
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Amtsdruckschrift
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English
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Conrad, Christian
2
Karanasos, Menelaos
2
Agosto, Arianna
1
Ali, Faek Menla
1
Aragó Manzana, Vicent
1
Bakas, Dimitrios
1
Bee, Marco
1
BenSaïda, Ahmed
1
Bera, Anil K.
1
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1
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1
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1
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Cavaliere, Giuseppe
1
Chang, Li-Han
1
Chen Zhou
1
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1
Cheng, Wan-hsiu
1
Chiang, Min-Hsien
1
Cipollini, Andrea
1
Clements, Adam
1
De Lira Salvatierra, Irving Arturo
1
Dijk, Dick van
1
Dong, Yingjie
1
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1
Durand, Robert B.
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Enders, Walter
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Ericsson, Jan
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Floros, Christos
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Ghonghadze, Jaba
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He, Xue-zhong
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Heaney, Richard A.
1
Heimonen, Kari
1
Herrera, Rodrigo
1
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Huang, Hsin-yi
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Journal of empirical finance
Applied economics
121
Energy economics
88
Economic modelling
85
Applied economics letters
72
Finance research letters
58
International review of economics & finance : IREF
57
The North American journal of economics and finance : a journal of financial economics studies
51
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
49
Economics letters
45
International review of financial analysis
45
Journal of international financial markets, institutions & money
43
Journal of international money and finance
38
Research in international business and finance
34
Applied financial economics
32
Journal of econometrics
32
Journal of risk and financial management : JRFM
32
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
30
International journal of economics and financial issues : IJEFI
26
Journal of banking & finance
26
International journal of economics and finance
25
International journal of forecasting
25
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
25
The empirical economics letters : a monthly international journal of economics
24
International journal of finance & economics : IJFE
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
Journal of international economics
22
International Journal of Energy Economics and Policy : IJEEP
21
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
21
The journal of futures markets
21
Empirica : journal of european economics
18
Journal of macroeconomics
18
Journal of risk
18
Empirical economics : a quarterly journal of the Institute for Advanced Studies
17
Review of quantitative finance and accounting
17
Cogent economics & finance
16
Journal of economic studies
16
Review of international economics
16
European economic review : EER
15
The European journal of finance
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ECONIS (ZBW)
44
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44
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1
Empirical performance of component GARCH models in pricing VIX term structure and VIX futures
Cheng, Hung-Wen
;
Chang, Li-Han
;
Lo, Chien-Ling
;
Tsai, …
- In:
Journal of empirical finance
72
(
2023
),
pp. 122-142
Persistent link: https://www.econbiz.de/10014476812
Saved in:
2
Forecasting intraday market risk : a marked self-exciting point process with exogenous renewals
Stindl, Tom
- In:
Journal of empirical finance
70
(
2023
),
pp. 182-198
Persistent link: https://www.econbiz.de/10014423627
Saved in:
3
Intraday VaR : a copula-based approach
Wang, Keli
;
Liu, Xiaoquan
;
Ye, Wuyi
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477064
Saved in:
4
Do structural breaks in volatility cause spurious volatility transmission?
Caporin, Massimiliano
;
Malik, Farooq
- In:
Journal of empirical finance
55
(
2020
),
pp. 60-82
Persistent link: https://www.econbiz.de/10012175260
Saved in:
5
Volatility in equity markets and monetary policy rate uncertainty
Kaminska, Iryna
;
Roberts-Sklar, Matt
- In:
Journal of empirical finance
45
(
2018
),
pp. 68-83
Persistent link: https://www.econbiz.de/10012102459
Saved in:
6
The decomposition of jump risks in individual stock returns
Xiao, Xiao
;
Chen Zhou
- In:
Journal of empirical finance
47
(
2018
),
pp. 207-228
Persistent link: https://www.econbiz.de/10012103499
Saved in:
7
Time-varying volatility and the power law distribution of stock returns
Warusawitharana, Missaka
- In:
Journal of empirical finance
49
(
2018
),
pp. 123-141
Persistent link: https://www.econbiz.de/10012117726
Saved in:
8
Multiple risk measures for multivariate dynamic heavy-tailed models
Bernardi, Mauro
;
Maruotti, Antonello
;
Petrella, Lea
- In:
Journal of empirical finance
43
(
2017
),
pp. 1-32
Persistent link: https://www.econbiz.de/10011817885
Saved in:
9
Oil price volatility and macroeconomic fundamentals : a regime switching GARCH-MIDAS model
Pan, Zhiyuan
;
Wang, Yudong
;
Wu, Chongfeng
;
Yin, Libo
- In:
Journal of empirical finance
43
(
2017
),
pp. 130-142
Persistent link: https://www.econbiz.de/10011817944
Saved in:
10
Realizing the extremes : estimation of tail-risk measures from a high-frequency perspective
Bee, Marco
;
Dupuis, Debbie J.
;
Trapin, Luca
- In:
Journal of empirical finance
36
(
2016
),
pp. 86-99
Persistent link: https://www.econbiz.de/10011662757
Saved in:
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