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~isPartOf:"Applied financial economics"
~subject:"ARCH model"
~subject:"Germany"
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ARCH model
Germany
Estimation
444
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444
USA
385
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355
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355
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330
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176
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McMillan, David G.
4
Speight, Alan E. H.
3
Chatrath, Arjun
2
Chiang, Min-Hsien
2
Coakley, Jerry
2
Degiannakis, Stavros
2
Dijk, Dick van
2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
Abad, Pilar
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
Akdemir, A.
1
Akgül, Işıl
1
Alberg, Dima
1
Alper, C. Emre
1
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1
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1
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1
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1
Antonakakis, Nikolaos
1
Ané, Thierry
1
Balbás de la Corte, Alejandro
1
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1
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1
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Applied financial economics
Discussion paper series / IZA
645
Jahrbücher für Nationalökonomie und Statistik
600
SpringerLink / Bücher
590
Journal of business economics : JBE
459
Applied economics
436
Agrarwirtschaft : Zeitschrift für Betriebswirtschaft, Marktforschung und Agrarpolitik
425
Springer eBook Collection / Business and Economics
404
Discussion paper
402
Energy economics
400
Schmollers Jahrbuch : journal of contextual economics
323
Europäische Hochschulschriften / 5
252
Economics letters
249
University of Lüneburg Working paper series in economics
245
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
221
Applied economics letters
219
Discussion paper / Centre for Economic Policy Research
215
Wirtschaft und Wettbewerb
183
International review of economics & finance : IREF
157
Kieler Arbeitspapiere
148
Working Paper Series in Economics
141
Labour economics : official journal of the European Association of Labour Economists
136
The North American journal of economics and finance : a journal of financial economics studies
135
Springer-Lehrbuch
130
Springer eBook Collection
127
Konjunkturpolitik : applied economics quarterly ; Zeitschrift für angewandte Wirtschaftsforschung
120
Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
118
CESifo working papers
115
Lehrbuch
115
Working paper
115
IZA Discussion Papers
111
Review of economics
110
Intereconomics
109
The European journal of health economics : HEPAC ; health economics in prevention and care
108
Working paper series
102
Small business economics : an entrepreneurship journal
99
Kiel working paper
96
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
95
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
91
International Journal of Energy Economics and Policy : IJEEP
91
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ECONIS (ZBW)
176
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1
Financial instability and the short-term dynamics of volatility expectations
Maghrebi, Nabil
;
Holmes, Mark J.
;
Oya, Kosuke
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 377-395
Persistent link: https://www.econbiz.de/10010399697
Saved in:
2
Forecasting stock return volatility at the quarterly frequency : an evaluation of time series approaches
Reeves, Jonathan J.
;
Xie, Xuan
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 347-356
Persistent link: https://www.econbiz.de/10010399705
Saved in:
3
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:
4
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:
5
Volatility forecasting performance of two-scale realized volatility
Garg, S.
;
Vipul
- In:
Applied financial economics
24
(
2014
)
16/18
,
pp. 1111-1121
Persistent link: https://www.econbiz.de/10010418949
Saved in:
6
The Black-Litterman model : the definition of views based on volatility forecasts
Duqi, Andi
;
Franci, Leonardo
;
Torluccio, Giuseppe
- In:
Applied financial economics
24
(
2014
)
19/21
,
pp. 1285-1296
Persistent link: https://www.econbiz.de/10010460181
Saved in:
7
Volatility transmission across currencies and stock markets : GIIPS in crisis
Andrikopulos, Andreas A.
;
Samitas, Aristeidis
; …
- In:
Applied financial economics
24
(
2014
)
19/21
,
pp. 1261-1283
Persistent link: https://www.econbiz.de/10010460183
Saved in:
8
Interest-rate volatility and volatility transmission in nine Latin American countries
Hegerty, Scott W.
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 927-937
Persistent link: https://www.econbiz.de/10010410391
Saved in:
9
Do domestic and cross-border M & As differ? : cross-country evidence from the banking sector
Caiazza, Stefano
;
Pozzolo, Alberto Franco
;
Trovato, Giovanni
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 967-981
Persistent link: https://www.econbiz.de/10010414748
Saved in:
10
Gold prices and exchange rates : a time-varying copula analysis
Yang, Lu
;
Hamori, Shigeyuki
- In:
Applied financial economics
24
(
2014
)
1/3
,
pp. 41-50
Persistent link: https://www.econbiz.de/10010389374
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