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~isPartOf:"Journal of applied econometrics"
~subject:"Finanzmarkt"
~subject:"Portfolio-Management"
~subject:"Theorie"
~subject:"Volatility"
~subject:"Welt"
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Finanzmarkt
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ARCH model
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Hansen, Peter Reinhard
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Journal of applied econometrics
Energy economics
228
Finance research letters
145
Applied economics
132
Economic modelling
128
International review of financial analysis
118
Journal of empirical finance
114
The North American journal of economics and finance : a journal of financial economics studies
113
Research in international business and finance
104
Journal of econometrics
101
International review of economics & finance : IREF
96
Journal of international financial markets, institutions & money
89
Journal of banking & finance
85
Journal of risk and financial management : JRFM
81
International journal of forecasting
80
Economics letters
72
Applied financial economics
70
Discussion paper / Tinbergen Institute
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Journal of forecasting
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Applied economics letters
59
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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International Journal of Energy Economics and Policy : IJEEP
52
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Working paper
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Econometric Institute research papers
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The European journal of finance
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The journal of futures markets
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Econometric theory
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International journal of finance & economics : IJFE
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Journal of international money and finance
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Econometric reviews
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International journal of economics and financial issues : IJEFI
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Review of quantitative finance and accounting
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Cogent economics & finance
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International journal of economics and finance
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
31
The empirical economics letters : a monthly international journal of economics
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ECONIS (ZBW)
31
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1
Density forecasting with Bayesian Vector Autoregressive models under macroeconomic data uncertainty
Clements, Michael P.
;
Galvão, Ana Beatriz C.
- In:
Journal of applied econometrics
38
(
2023
)
2
,
pp. 164-185
Persistent link: https://www.econbiz.de/10014287961
Saved in:
2
Recurrent conditional heteroskedasticity
Trong-Nghia Nguyen
;
Minh-Ngoc Tran
;
Kohn, Robert
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 1031-1054
Persistent link: https://www.econbiz.de/10013464647
Saved in:
3
The global component of inflation volatility
Carriero, Andrea
;
Corsello, Francesco
;
Marcellino, …
- In:
Journal of applied econometrics
37
(
2022
)
4
,
pp. 700-721
Persistent link: https://www.econbiz.de/10013332682
Saved in:
4
Macroeconomic forecasting performance under alternative specifications of time-varying volatility
Clark, Todd E.
;
Ravazzolo, Francesco
- In:
Journal of applied econometrics
30
(
2015
)
4
,
pp. 551-575
Persistent link: https://www.econbiz.de/10011332869
Saved in:
5
The role of conditional heteroskedasticity in identifying and estimating linear triangular systems, with applications to asset pricing models that include a mismeasured factor
Prono, Todd
- In:
Journal of applied econometrics
29
(
2014
)
5
,
pp. 800-824
Persistent link: https://www.econbiz.de/10010414845
Saved in:
6
Realized beta GARCH : a multivariate GARCH model with realized measures of volatility
Hansen, Peter Reinhard
;
Lunde, Asger
;
Voev, Valeri
- In:
Journal of applied econometrics
29
(
2014
)
5
,
pp. 774-799
Persistent link: https://www.econbiz.de/10010414850
Saved in:
7
Conditionally heteroskedastic factor models with skewness and leverage effects
Dovonon, Prosper
- In:
Journal of applied econometrics
28
(
2013
)
7
,
pp. 1110-1137
Persistent link: https://www.econbiz.de/10010351082
Saved in:
8
Multivariate volatility modeling of electricity futures
Bauwens, Luc
;
Hafner, Christian M.
;
Pierret, Diane
- In:
Journal of applied econometrics
28
(
2013
)
5
,
pp. 743-761
Persistent link: https://www.econbiz.de/10010351104
Saved in:
9
Realized GARCH: a joint model for returns and realized measures of volatility
Hansen, Peter Reinhard
;
Huang, Zhuo
;
Shek, Howard Howan
- In:
Journal of applied econometrics
27
(
2012
)
6
,
pp. 877-906
Persistent link: https://www.econbiz.de/10010219741
Saved in:
10
Multivariate high-frequency-based volatility (heavy) models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
- In:
Journal of applied econometrics
27
(
2012
)
6
,
pp. 907-933
Persistent link: https://www.econbiz.de/10010219743
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