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~isPartOf:"Applied financial economics"
~isPartOf:"Jingji-lunwen"
~language:"eng"
~person:"Engle, Robert F."
~person:"McAleer, Michael"
~subject:"ARCH-Modell"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
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ARCH-Modell
Zeitreihenanalyse
Commodity derivative
3
Rohstoffderivat
3
Theorie
3
Theory
3
ARCH model
2
Correlation
2
Erdöl
2
Estimation
2
Korrelation
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Article in journal
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Engle, Robert F.
McAleer, Michael
Gil-Alaña, Luis A.
4
McMillan, David G.
4
Speight, Alan E. H.
3
Barkoulas, John T.
2
Baum, Christopher F.
2
Brooks, Robert
2
Caporale, Guglielmo Maria
2
Chen, Yi-ting
2
Chiang, Min-Hsien
2
Cuñado Eizaguirre, Juncal
2
Degiannakis, Stavros
2
Dijk, Dick van
2
Gupta, Rangan
2
Hamori, Shigeyuki
2
Hegerty, Scott W.
2
Henry, Ólan Thomas John
2
Huang, Han-Ching
2
Kunst, Robert M.
2
Lee, Hsiang-tai
2
Lin, Jin-lung
2
McKenzie, Michael D.
2
Su, Yong-chern
2
Yang, Lu
2
Abad, Pilar
1
Adrangi, Bahram
1
Aguirre, Maria Sophia
1
Ahn, Eun S.
1
Ajmi, Ahdi Noomen
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Akdemir, A.
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Akgül, Işıl
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Alberg, Dima
1
Alles, Lakshman
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Anatolyev, Stanislav
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Andrikopulos, Andreas A.
1
Antonakakis, Nikolaos
1
Ané, Thierry
1
Aparicio, Teresa
1
Armah, Nii Ayi
1
Asēmakopulos, Iōannēs
1
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Applied financial economics
Jingji-lunwen
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Econometric reviews
7
Journal of econometrics
7
Journal of economic surveys
7
Econometrics : open access journal
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Applied economics
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Journal of risk and financial management : JRFM
4
Econometric theory
3
Energy economics
3
International review of economics & finance : IREF
3
Journal of applied econometrics
3
The North American journal of economics and finance : a journal of financial economics studies
3
The review of financial studies
3
Finance research letters
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International journal of forecasting
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Journal of forecasting
2
Journal of time series econometrics
2
Risks : open access journal
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The Japanese economic review : the journal of the Japanese Economic Association
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Advances in futures and options research : a research annual
1
Computational economics
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Economia : revista da ANPEC
1
Economics letters
1
International Journal of Financial Studies : open access journal
1
International journal of hospitality management
1
Journal of banking & finance
1
Journal of economic literature
1
Journal of empirical finance
1
Journal of international money and finance
1
Journal of monetary economics
1
Journal of money, credit and banking : JMCB
1
Journal of risk
1
Oxford bulletin of economics and statistics
1
Practical issues in cointegration analysis
1
Revista brasileira de economia : RBE ; revista da Escola de Pós-Graduação em Economia da Fundação Getúlio Vargas
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ECONIS (ZBW)
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1
Estimating smooth transition autoregressive models with GARCH errors in the presence of extreme observations and outliers
Chan, Felix
;
McAleer, Michael
- In:
Applied financial economics
13
(
2003
)
8
,
pp. 581-592
Persistent link: https://www.econbiz.de/10001770826
Saved in:
2
Large scale conditional covariance matrix modeling, estimation and testing
Ding, Zhuanxin
;
Engle, Robert F.
- In:
Jingji-lunwen
29
(
2001
)
2
,
pp. 157-184
Persistent link: https://www.econbiz.de/10001652987
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