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~isPartOf:"International journal of economics and finance"
~subject:"ARCH model"
~subject:"Nichtparametrisches Verfahren"
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Search: subject_exact:"Markov process"
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ARCH model
Nichtparametrisches Verfahren
Markov chain
27
Markov-Kette
27
Theorie
15
Theory
15
Time series analysis
9
Zeitreihenanalyse
9
ARCH-Modell
7
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Econometric theory
International journal of economics and finance
Energy economics
20
Journal of econometrics
17
International journal of forecasting
13
Journal of empirical finance
13
Applied economics
12
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
12
Economic modelling
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
The North American journal of economics and finance : a journal of financial economics studies
10
Working paper / Department of Econometrics and Business Statistics, Monash University
8
Economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
International review of economics & finance : IREF
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Discussion paper / Tinbergen Institute
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Finance research letters
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Journal of forecasting
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European journal of operational research : EJOR
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International Journal of Financial Studies : open access journal
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International review of financial analysis
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Quantitative finance
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The European journal of finance
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CESifo working papers
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Department of Economics discussion paper series / University of Oxford
4
Emerging markets review
4
International journal of finance & economics : IJFE
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Research in international business and finance
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SFB 649 discussion paper
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CEMMAP working papers / Centre for Microdata Methods and Practice
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CREATES research paper
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Computational economics
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ECONIS (ZBW)
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1
A comparison study of copula models for European financial index returns
Tofoli, Paula V.
;
Ziegelmann, Flávio A.
;
Candido, Osvaldo
- In:
International journal of economics and finance
9
(
2017
)
10
,
pp. 155-178
Persistent link: https://www.econbiz.de/10011764112
Saved in:
2
Asymmetric reactions of China's stock market to short-term interest rates
Fang, Fang
;
Dong, Weijia
;
Lv, Xin
- In:
International journal of economics and finance
8
(
2016
)
5
,
pp. 260-270
Persistent link: https://www.econbiz.de/10011487610
Saved in:
3
Inflation and stock returns, [part] II
Azar, Samih Antoine
- In:
International journal of economics and finance
6
(
2014
)
1
,
pp. 208-216
Persistent link: https://www.econbiz.de/10010237306
Saved in:
4
Parameter estimation in nonlinear AR-GARCH models
Meitz, Mika
;
Saikkonen, Pentti
- In:
Econometric theory
27
(
2011
)
6
,
pp. 1236-1278
Persistent link: https://www.econbiz.de/10009489714
Saved in:
5
Characteristic function-based testing for multifactor continuous-time Markov models via nonparametric regression
Chen, Bin
;
Hong, Yongmiao
- In:
Econometric theory
26
(
2010
)
4
,
pp. 1115-1179
Persistent link: https://www.econbiz.de/10003993831
Saved in:
6
Integrated Markov-switching GARCH process
Liu, Ji-Chun
- In:
Econometric theory
25
(
2009
)
5
,
pp. 1277-1288
Persistent link: https://www.econbiz.de/10003885752
Saved in:
7
Ergodicity, mixing, and existence of moments of a class of Markov models with applications to GARCH and ACD models
Meitz, Mika
;
Saikkonen, Pentti
- In:
Econometric theory
24
(
2008
)
5
,
pp. 1291-1320
Persistent link: https://www.econbiz.de/10003748759
Saved in:
8
On the stationarity of Markov-switching GARCH processes
Abramson, Ari
;
Cohen, Israel
- In:
Econometric theory
23
(
2007
)
3
,
pp. 485-500
Persistent link: https://www.econbiz.de/10003541260
Saved in:
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