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Search: ("Einkommensverteilung" OR "Soziale Marktwirtschaft" OR "Ungleichheit" OR "Verteilung") AND NOT isPartOf:Wirtschaftsdienst
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ARCH model
Einkommensverteilung
146
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146
Theorie
124
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124
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87
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87
Estimation
66
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66
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42
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Stavroyiannis, Stavros
3
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Boubaker, Sabri
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Cai, Xiao Jing
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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
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Economic modelling
Global business & economics review
Quantitative finance
Energy economics
19
The European journal of finance
18
Finance research letters
17
International review of financial analysis
17
Journal of econometrics
17
Applied economics
16
Journal of empirical finance
16
Discussion paper / Tinbergen Institute
15
International journal of forecasting
15
The North American journal of economics and finance : a journal of financial economics studies
15
Journal of banking & finance
12
International review of economics & finance : IREF
11
Journal of risk
11
Journal of risk and financial management : JRFM
11
Journal of forecasting
10
Research paper series / Swiss Finance Institute
10
Swiss Finance Institute Research Paper
10
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Journal of international financial markets, institutions & money
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Applied economics letters
7
Econometrics : open access journal
7
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7
Review of quantitative finance and accounting
7
Risks : open access journal
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6
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6
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5
Cambridge working papers in economics
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
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1
Growth volatility and income inequality : asymmetric analysis for France
Ghosh, Sudeshna
- In:
Global business & economics review
24
(
2021
)
1
,
pp. 21-42
Persistent link: https://www.econbiz.de/10012504637
Saved in:
2
Improving the asymmetric stochastic volatility model with ex-post volatility : the identification of the asymmetry
Zhang, Zehua
;
Zhao, Ran
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 35-51
Persistent link: https://www.econbiz.de/10013490951
Saved in:
3
Dynamic dependence of futures basis between the Chinese and international grains markets
Wang, Hao
;
Dong, Yizhe
;
Sun, Mingli
;
Shi, Baofeng
;
Ji, Hao
- In:
Economic modelling
130
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014451147
Saved in:
4
Modelling long memory dependence structure using FIGARCH-copula approach : evidence from major Asian stock markets
Gupta, Pankaj Kumar
;
Mittal, Prabhat
- In:
Global business & economics review
30
(
2024
)
1
,
pp. 56-71
Persistent link: https://www.econbiz.de/10014490993
Saved in:
5
Improving the accuracy of tail risk forecasting models by combining several realized volatility estimators
Naimoli, Antonio
;
Gerlach, Richard
;
Storti, Giuseppe
- In:
Economic modelling
107
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013367470
Saved in:
6
Do realized higher moments have information content? : VaR forecasting based on the realized GARCH-RSRK model
Wang, Tianyi
;
Liang, Fang
;
Huang, Zhuo
;
Yan, Hong
- In:
Economic modelling
109
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013348237
Saved in:
7
Forecasting robust value-at-risk estimates : evidence from UK banks
Sampid, Marius Galabe
;
Hasim, Haslifah Mohamad
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1955-1975
Persistent link: https://www.econbiz.de/10012696799
Saved in:
8
Can asymmetric conditional volatility imply asymmetric tail dependence?
Kim, Jong-Min
;
Jung, Hojin
- In:
Economic modelling
64
(
2017
),
pp. 409-418
Persistent link: https://www.econbiz.de/10011761287
Saved in:
9
Hedge fund return higher moments over the business cycle
Racicot, François-Éric
;
Théoret, Raymond
- In:
Economic modelling
78
(
2019
),
pp. 73-97
Persistent link: https://www.econbiz.de/10012198849
Saved in:
10
Backtesting extreme value theory models of expected shortfall
Novales, Alfonso
;
Garcia-Jorcano, Laura
- In:
Quantitative finance
19
(
2019
)
5
,
pp. 799-825
Persistent link: https://www.econbiz.de/10012194717
Saved in:
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