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~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~subject:"United States"
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Search: subject_exact:"Autoregressive conditional heteroscedasticity"
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Kanas, Angelos
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Chan, Wing Hong
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Freire, Gustavo
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
The journal of futures markets
29
Journal of empirical finance
19
Journal of banking & finance
17
Applied economics
16
Energy economics
16
Journal of international financial markets, institutions & money
16
Economic modelling
15
Applied financial economics
14
Economics letters
14
International review of financial analysis
14
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
12
Journal of multinational financial management
11
The North American journal of economics and finance : a journal of financial economics studies
11
Econometric Institute research papers
10
Working paper
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International review of economics & finance : IREF
9
Journal of applied econometrics
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Journal of economics and finance
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9
Discussion paper / Tinbergen Institute
8
CFS working paper series
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CORE discussion paper : DP
7
International journal of forecasting
7
The European journal of finance
7
The journal of real estate finance and economics
7
Working papers / University of Connecticut, Department of Economics
7
Econometric reviews
6
Global finance journal
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Journal of econometrics
6
Journal of international money and finance
6
Journal of risk and financial management : JRFM
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Research in international business and finance
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Southern economic journal
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International Journal of Energy Economics and Policy : IJEEP
5
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Pacific-Basin finance journal
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SFB 649 discussion paper
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Conditional growth volatility and sectoral comovement in U.S. industrial production, 1828-1915
Freire, Gustavo
;
Resende, Marcelo
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
6
,
pp. 3063-3084
Persistent link: https://www.econbiz.de/10012504357
Saved in:
2
On the pernicious effects of oil price uncertainty on US real economic activities
Charles, Amélie
;
Chua, Chew Lian
;
Darné, Olivier
; …
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
6
,
pp. 2689-2715
Persistent link: https://www.econbiz.de/10012498637
Saved in:
3
Robust estimation of the simplified multivariate GARCH model
Iqbal, Farhat
- In:
Empirical economics : a journal of the Institute for …
44
(
2013
)
3
,
pp. 1353-1372
Persistent link: https://www.econbiz.de/10009749477
Saved in:
4
A copula-GARCH model for macro asset allocation of a portfolio with commodities : an out-of-sample analysis
Riccetti, Luca
- In:
Empirical economics : a journal of the Institute for …
44
(
2013
)
3
,
pp. 1315-1336
Persistent link: https://www.econbiz.de/10009749481
Saved in:
5
The risk-return relation and VIX: evidence from the S&P 500
Kanas, Angelos
- In:
Empirical economics : a journal of the Institute for …
44
(
2013
)
3
,
pp. 1291-1314
Persistent link: https://www.econbiz.de/10009749482
Saved in:
6
The risk-return relation and VIX: evidence from the S&P 500
Kanas, Angelos
- In:
Empirical economics : a journal of the Institute for …
44
(
2013
)
3
,
pp. 1291-1314
Persistent link: https://www.econbiz.de/10009749483
Saved in:
7
Exchange rate volatility and United Kingdom trade : evidence from Canada, Japan and New Zealand
Choudhry, Taufiq
- In:
Empirical economics : a journal of the Institute for …
35
(
2008
)
3
,
pp. 607-619
Persistent link: https://www.econbiz.de/10003776785
Saved in:
8
Commodity price cycles and heterogeneous speculators : a STAR-GARCH model
Reitz, Stefan
;
Westerhoff, Frank H.
- In:
Empirical economics : a journal of the Institute for …
33
(
2007
)
2
,
pp. 231-244
Persistent link: https://www.econbiz.de/10003529579
Saved in:
9
Modelling financial transaction price movements : a dynamic integer count data model
Liesenfeld, Roman
;
Nolte, Ingmar
;
Pohlmeier, Winfried
- In:
Empirical economics : a journal of the Institute for …
30
(
2005
)
4
,
pp. 795-825
Persistent link: https://www.econbiz.de/10003233759
Saved in:
10
A correlated bivariate poisson jump model for foreign exchange
Chan, Wing Hong
- In:
Empirical economics : a journal of the Institute for …
28
(
2003
)
4
,
pp. 669-685
Persistent link: https://www.econbiz.de/10001798156
Saved in:
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