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~isPartOf:"Computational economics"
~isPartOf:"Journal of econometrics"
~language:"eng"
~subject:"ARCH-Modell"
~subject:"Statistische Verteilung"
~subject:"Theorie"
~type_genre:"Article in journal"
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ARCH-Modell
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Lee, Lung-fei
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14
Pesaran, M. Hashem
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Aït-Sahalia, Yacine
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Bollerslev, Tim
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Chib, Siddhartha
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Corradi, Valentina
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Francq, Christian
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9
Kohn, Robert
9
Li, Yong
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Patton, Andrew J.
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(EC)2 Conference <1, 1990; 2, 1991>
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Computational economics
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The economic journal : the journal of the Royal Economic Society
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International economic review
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Public choice
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Social choice and welfare
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International journal of production economics
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Journal of international economics
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Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
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Energy economics
1,181
American journal of agricultural economics
1,160
International journal of industrial organization
1,154
Applied economics letters
1,144
Journal of mathematical economics
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1,110
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1,052
The Canadian journal of economics
1,047
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1,022
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Operations research letters
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Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
1,014
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
995
Macroeconomic dynamics
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ECONIS (ZBW)
2,328
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1
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
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2
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:
3
Convertible bond arbitrage smart beta
Zeitsch, Peter J.
- In:
Computational economics
63
(
2024
)
1
,
pp. 159-192
Persistent link: https://www.econbiz.de/10014472067
Saved in:
4
Enhancement of neural networks model's predictions of currencies exchange rates by phase space reconstruction and harris hawks’ optimization
Khan, Haider Ali
;
Ghorbani, Shahryar
;
Shabani, Elham
; …
- In:
Computational economics
63
(
2024
)
2
,
pp. 835-860
Persistent link: https://www.econbiz.de/10014475063
Saved in:
5
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:
6
Modeling the paths of China's systemic financial risk contagion : a ripple network perspective analysis
Xu, Fuwei
- In:
Computational economics
63
(
2024
)
1
,
pp. 47-73
Persistent link: https://www.econbiz.de/10014471955
Saved in:
7
Nonparametric test for volatility in clustered multiple time series
Barrios, Erniel B.
;
Redondo, Paolo Victor T.
- In:
Computational economics
63
(
2024
)
2
,
pp. 861-876
Persistent link: https://www.econbiz.de/10014475068
Saved in:
8
On ESG portfolio construction : a multi-objective optimization approach
Xidonas, Panos
;
Essner, Eric
- In:
Computational economics
63
(
2024
)
1
,
pp. 21-45
Persistent link: https://www.econbiz.de/10014471935
Saved in:
9
Predicting natural gas prices based on a novel hybrid model with variational mode decomposition
Lu, Qin
;
Liao, Jingwen
;
Chen, Kechi
;
Liang, Yanhui
;
Lin, Yu
- In:
Computational economics
63
(
2024
)
2
,
pp. 639-678
Persistent link: https://www.econbiz.de/10014472537
Saved in:
10
Quantum optimized cost based feature selection and credit scoring for mobile micro-financing
Chen, Chi Ming
;
Tso, Kwok Fai Geoffrey
;
He, Kaijian
- In:
Computational economics
63
(
2024
)
2
,
pp. 919-950
Persistent link: https://www.econbiz.de/10014475076
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