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~isPartOf:"Computational economics"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of empirical finance"
~language:"eng"
~subject:"ARCH-Modell"
~subject:"Statistische Verteilung"
~type_genre:"Article in journal"
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ARCH-Modell
Statistische Verteilung
Theorie
2,535
Theory
2,535
Estimation theory
1,782
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1,782
Time series analysis
895
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895
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792
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785
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685
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684
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602
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Francq, Christian
12
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7
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6
Maheu, John M.
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Meddahi, Nour
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Patton, Andrew J.
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Swanson, Norman R.
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4
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4
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4
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Sentana, Enrique
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4
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3
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3
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3
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3
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3
Gospodinov, Nikolaj
3
Hafner, Christian M.
3
Hallin, Marc
3
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3
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3
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HFDF <2, 1998, Zürich>
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Computational economics
Journal of econometrics
Journal of empirical finance
Energy economics
267
Finance research letters
208
Insurance / Mathematics & economics
203
Applied economics
200
Economics letters
197
Economic modelling
186
International review of financial analysis
165
Journal of banking & finance
161
International journal of forecasting
160
The North American journal of economics and finance : a journal of financial economics studies
145
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
136
Research in international business and finance
133
International review of economics & finance : IREF
128
Econometric theory
123
Journal of forecasting
119
Journal of international financial markets, institutions & money
118
Applied financial economics
117
Applied economics letters
115
Journal of risk and financial management : JRFM
108
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
101
Econometric reviews
99
Risks : open access journal
99
The journal of futures markets
98
The European journal of finance
92
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
88
Journal of financial econometrics : official journal of the Society for Financial Econometrics
84
European journal of operational research : EJOR
76
International journal of theoretical and applied finance
74
Journal of applied econometrics
68
Quantitative finance
65
International Journal of Energy Economics and Policy : IJEEP
64
Journal of risk
62
The econometrics journal
62
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
60
Review of quantitative finance and accounting
57
Journal of international money and finance
54
Journal of economic dynamics & control
53
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ECONIS (ZBW)
524
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524
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1
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
Saved in:
2
Bayesian inference for mixed Gaussian GARCH-type model by Hamiltonian Monte Carlo algorithm
Liang, Rubing
;
Qin, Binbin
;
Xia, Qiang
- In:
Computational economics
63
(
2024
)
1
,
pp. 193-220
Persistent link: https://www.econbiz.de/10014472071
Saved in:
3
Comparison of Value at Risk (VaR) multivariate forecast models
Müller, Fernanda Maria
;
Righi, Marcelo Brutti
- In:
Computational economics
63
(
2024
)
1
,
pp. 75-110
Persistent link: https://www.econbiz.de/10014471980
Saved in:
4
Forecasting Value at Risk and expected shortfall of foreign exchange rate volatility of major African currencies via GARCH and dynamic conditional correlation analysis
Afuecheta, Emmanuel
;
Okorie, Idika E.
;
Nadarajah, Saralees
- In:
Computational economics
63
(
2024
)
1
,
pp. 271-304
Persistent link: https://www.econbiz.de/10014472109
Saved in:
5
An application of the IFM method for the risk assessment of financial instruments
Pons, Adrià
;
Cristobal-Fransi, Eduard
;
Vintrò, Carla
; …
- In:
Computational economics
61
(
2023
)
1
,
pp. 295-315
Persistent link: https://www.econbiz.de/10014228427
Saved in:
6
CO2 emission allowances risk prediction with gas and GARCH models
Trabelsi, Nader
;
Tiwari, Aviral Kumar
- In:
Computational economics
61
(
2023
)
2
,
pp. 775-805
Persistent link: https://www.econbiz.de/10014228462
Saved in:
7
Conditional asymmetry in Power ARCH(∞) models
Royer, Julien
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 178-204
Persistent link: https://www.econbiz.de/10014364731
Saved in:
8
Conditional out-of-sample predictability of aggregate equity returns and aggregate equity return volatility using economic variables
Nonejad, Nima
- In:
Journal of empirical finance
70
(
2023
),
pp. 91-122
Persistent link: https://www.econbiz.de/10014423619
Saved in:
9
The contribution of jump signs and activity to forecasting stock price volatility
Bu, Ruijun
;
Hizmeri, Rodrigo
;
Izzeldin, Marwan
;
Murphy, …
- In:
Journal of empirical finance
70
(
2023
),
pp. 144-164
Persistent link: https://www.econbiz.de/10014423623
Saved in:
10
CRPS learning
Berrisch, Jonathan
;
Ziel, Florian
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014471798
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