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~subject:"ARCH model"
~subject:"Wechselkurs"
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Search: subject_exact:"Volatility"
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ARCH model
Wechselkurs
Volatility
341
Volatilität
339
Estimation
116
Schätzung
116
ARCH-Modell
108
Börsenkurs
93
Share price
93
Theorie
77
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62
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47
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46
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36
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30
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Huang, Zhuo
3
Kumar, Dilip
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Su, Jen-je
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2
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2
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2
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2
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2
Min, Hong-ghi
2
Pal, Debdatta
2
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2
Sadorsky, Perry A.
2
Yin, Libo
2
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1
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1
Aftab, Muhammad
1
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Economic modelling
Energy economics
247
Finance research letters
178
Applied economics
155
The North American journal of economics and finance : a journal of financial economics studies
138
International review of economics & finance : IREF
131
International review of financial analysis
129
Research in international business and finance
116
Journal of international financial markets, institutions & money
113
Journal of empirical finance
108
Journal of international money and finance
100
Applied financial economics
81
Journal of risk and financial management : JRFM
81
Applied economics letters
80
Journal of banking & finance
77
International journal of finance & economics : IJFE
75
International journal of forecasting
75
Journal of econometrics
75
Economics letters
74
International Journal of Energy Economics and Policy : IJEEP
73
NBER working paper series
70
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66
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NBER Working Paper
64
Journal of forecasting
62
International journal of economics and financial issues : IJEFI
58
The European journal of finance
56
CESifo working papers
54
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
51
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
51
Working paper / National Bureau of Economic Research, Inc.
51
The journal of futures markets
48
Cogent economics & finance
43
Journal of financial econometrics : official journal of the Society for Financial Econometrics
43
The empirical economics letters : a monthly international journal of economics
42
International journal of economics and finance
41
Econometric Institute research papers
40
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
38
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
36
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ECONIS (ZBW)
142
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1
Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? : a nonlinear bivariate approach
Bosupeng, Mpho
;
Naranpanawa, Athula
;
Su, Jen-je
- In:
Economic modelling
130
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451157
Saved in:
2
The impact of joint events on oil price volatility : evidence from a dynamic graphical news analysis model
Zhao, Lu-Tao
;
Wang, Dai-Song
;
Ren, Zhong-Yuan
- In:
Economic modelling
130
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014451154
Saved in:
3
How do monetary shock, financial crisis, and quotation reform affect the long memory of exchange rate volatility? : evidence from major currencies
Wang, Xinyu
;
Qi, Zikang
;
Huang, Jianglu
- In:
Economic modelling
120
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014383984
Saved in:
4
On the role of interest rate differentials in the dynamic asymmetry of exchange rates
Hambuckers, J.
;
Ulm, M.
- In:
Economic modelling
129
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014472153
Saved in:
5
The asymmetric dynamics of stock-bond liquidity correlation in China : the role of macro-financial determinants
Pan, Beier
- In:
Economic modelling
124
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463273
Saved in:
6
Regime-dependent effects of macroeconomic uncertainty on realized volatility in the US stock market
Liu, Wei
;
Garrett, Ian
- In:
Economic modelling
128
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014464307
Saved in:
7
Transition risk of a petroleum currency
Benedictow, Andreas
;
Hammersland, Roger
- In:
Economic modelling
128
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014464326
Saved in:
8
Extreme risk spillovers across financial markets under different crises
Cao, Yufei
- In:
Economic modelling
116
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014512465
Saved in:
9
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:
10
Exchange rates and the global transmission of equity market shocks
Ojea-Ferreiro, Javier
;
Reboredo, Juan Carlos
- In:
Economic modelling
114
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013367523
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