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~isPartOf:"Econometric reviews"
~isPartOf:"Journal of financial econometrics"
~subject:"Share price"
~subject:"Theorie"
~subject:"Welt"
~type:"article"
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Search: subject_exact:"ARCH-Modell"
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Share price
Theorie
Welt
ARCH model
80
ARCH-Modell
80
Volatility
47
Volatilität
47
Theory
42
Time series analysis
27
Zeitreihenanalyse
27
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25
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multivariate GARCH
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Caporin, Massimiliano
3
McAleer, Michael
3
Hansen, Peter Reinhard
2
Iglesias, Emma M.
2
Jawadi, Fredj
2
Ledoit, Olivier
2
Phillips, Garry D. A.
2
Wolf, Michael
2
Alexander, Carol
1
Alghalith, Moawia
1
Anyfantaki, Sofia
1
Asai, Manabu
1
Baur, Dirk G.
1
Bauwens, Luc
1
Bordignon, Silvano
1
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1
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1
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1
Cenesizoglu, Tolga
1
Chan, Felix
1
Chan, Nigel
1
Christensen, Kim
1
Christodoulakis, George A.
1
De Nard, Gianluca
1
Dimpfl, Thomas
1
Dēmos, Antōnēs A.
1
Erdemlioglu, Deniz
1
Fabozzi, Francesco A.
1
Francq, Christian
1
Ftiti, Zied
1
Galbraith, John W.
1
Gonçalves, Sílvia
1
Gorgi, P.
1
Gospodinov, Nikolaj
1
Grigoletto, Matteo
1
Hafner, Christian M.
1
Han, Ai
1
Hansen, Anne Lundgaard
1
He, Yanan
1
Hidalgo, Javier
1
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Econometric reviews
Journal of financial econometrics
Energy economics
128
Finance research letters
98
Applied economics
89
Journal of empirical finance
78
Journal of econometrics
77
International review of economics & finance : IREF
73
International review of financial analysis
71
Economic modelling
70
Research in international business and finance
70
The North American journal of economics and finance : a journal of financial economics studies
66
International journal of forecasting
59
Journal of risk and financial management : JRFM
55
Journal of banking & finance
54
Journal of international financial markets, institutions & money
53
Journal of forecasting
51
Economics letters
50
Applied economics letters
41
International Journal of Energy Economics and Policy : IJEEP
39
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
39
Econometric theory
38
The European journal of finance
38
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
36
Journal of financial econometrics : official journal of the Society for Financial Econometrics
32
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
26
Journal of applied econometrics
25
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
25
Applied financial economics
24
International journal of finance & economics : IJFE
24
Journal of international money and finance
23
International journal of economics and financial issues : IJEFI
22
Cogent economics & finance
21
The econometrics journal
21
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Quantitative finance
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Review of quantitative finance and accounting
20
Risks : open access journal
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Computational economics
19
The journal of futures markets
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ECONIS (ZBW)
50
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1
Realized GARCH, CBOE VIX, and the volatility risk premium
Hansen, Peter Reinhard
;
Huang, Zhuo
;
Tong, Chen
;
Wang, …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 187-223
Persistent link: https://www.econbiz.de/10014526311
Saved in:
2
Testing hypotheses on the innovations distribution in semi-parametric conditional volatility models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1443-1482
Persistent link: https://www.econbiz.de/10014444685
Saved in:
3
News arrival, time-varying jump intensity, and realized volatility : conditional testing approach
Erdemlioglu, Deniz
;
Yang, Xiye
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1519-1556
Persistent link: https://www.econbiz.de/10014444697
Saved in:
4
Time variation in cash flows and discount rates
Cenesizoglu, Tolga
;
Ibrushi, Denada
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1557-1589
Persistent link: https://www.econbiz.de/10014444702
Saved in:
5
A machine learning approach to volatility forecasting
Christensen, Kim
;
Siggaard, Mathias Voldum
;
Veliyev, …
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1680-1727
Persistent link: https://www.econbiz.de/10014444717
Saved in:
6
A joint model for the term structure of interest rates and realized volatility
Hansen, Anne Lundgaard
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1196-1227
Persistent link: https://www.econbiz.de/10014391449
Saved in:
7
Modeling and forecasting volatilities of financial assets with an asymmetric zero-drift GARCH model
Shi, Yanlin
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1308-1345
Persistent link: https://www.econbiz.de/10014391461
Saved in:
8
A new tail-based correlation measure and its application in global equity markets
Liu, Jinjing
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 959-987
Persistent link: https://www.econbiz.de/10014314844
Saved in:
9
Improving value-at-risk prediction under model uncertainty
Peng, Shige
;
Yang, Shuzhen
;
Yao, Jianfeng
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 228-259
Persistent link: https://www.econbiz.de/10013542865
Saved in:
10
Forecasting equity index volatility by measuring the linkage among component stocks
Qiu, Yue
;
Xie, Tian
;
Yu, Jun
;
Zhou, Qiankun
- In:
Journal of financial econometrics
20
(
2022
)
1
,
pp. 160-186
Persistent link: https://www.econbiz.de/10012878191
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