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~isPartOf:"Energy economics"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of financial econometrics"
~subject:"Theorie"
~subject:"Welt"
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Search: subject_exact:"ARCH-Modell"
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Theorie
Welt
ARCH model
461
ARCH-Modell
461
Volatility
315
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315
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157
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157
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116
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Hammoudeh, Shawkat
4
Laurent, Sébastien
4
Ma, Feng
4
Wei, Yu
4
Bouri, Elie
3
Gong, Xu
3
Hallin, Marc
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Sadorsky, Perry A.
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2
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Rombouts, Jeroen V. K.
2
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2
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Energy economics
Journal of econometrics
Journal of economic dynamics & control
Journal of financial econometrics
Journal of empirical finance
64
Finance research letters
59
Applied economics
57
International journal of forecasting
48
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47
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44
Research in international business and finance
43
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42
International review of financial analysis
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39
The North American journal of economics and finance : a journal of financial economics studies
39
Discussion paper / Tinbergen Institute
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34
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Econometric reviews
26
Applied economics letters
25
Journal of applied econometrics
25
International Journal of Energy Economics and Policy : IJEEP
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Econometric Institute research papers
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Journal of international money and finance
22
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
21
The econometrics journal
20
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18
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International journal of finance & economics : IJFE
17
CORE discussion paper : DP
16
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
14
Risks : open access journal
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ECONIS (ZBW)
187
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187
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1
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
2
A practical multivariate approach to testing volatility spillover
Leong, Soon Heng
;
Urga, Giovanni
- In:
Journal of economic dynamics & control
153
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014479289
Saved in:
3
Co-volatility and asymmetric transmission of risks between the global oil and China's futures markets
Luo, Jiawen
;
Marfatia, Hardik A.
;
Ji, Qiang
;
Klein, Tony
- In:
Energy economics
117
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014437127
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Quasi score-driven models
Blasques, F.
;
Francq, Christian
;
Laurent, Sébastien
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 251-275
Persistent link: https://www.econbiz.de/10014364807
Saved in:
10
Transformer-based forecasting for intraday trading in the Shanghai crude oil market : Analyzing open-high-low-close prices
Huang, Wenyang
;
Gao, Tianxiao
;
Hao, Yun
;
Wang, Xiuqing
- In:
Energy economics
127
(
2023
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10014487500
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