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Search: subject_exact:"GARCH-Modell"
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ARCH model
113
ARCH-Modell
113
Volatility
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Kim, Young Shin
4
Bali, Turan G.
3
Bianchi, Michele Leonardo
3
Duan, Jin-Chuan
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Dungey, Mardi H.
3
Fabozzi, Frank J.
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León Valle, Ángel Manuel
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Račev, Svetlozar T.
3
Stentoft, Lars
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Taylor, Stephen
3
Alizadeh-Masoodian, Amir H.
2
Bartram, Söhnke M.
2
Brooks, Chris
2
Chevapatrakul, Thanaset
2
Christiansen, Charlotte
2
Darrat, Ali F.
2
Giamouridis, Daniel
2
Milunovich, George
2
Poon, Ser-Huang
2
Rombouts, Jeroen V. K.
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Thorp, Susan
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Weiß, Gregor
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Zhong, Maosen
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Journal of banking & finance
Energy economics
253
Finance research letters
176
Applied economics
160
Economic modelling
155
Journal of econometrics
147
International review of financial analysis
136
Journal of empirical finance
132
Research in international business and finance
125
The North American journal of economics and finance : a journal of financial economics studies
123
International review of economics & finance : IREF
113
Economics letters
109
Journal of international financial markets, institutions & money
107
Applied financial economics
101
Discussion paper / Tinbergen Institute
98
International journal of forecasting
93
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88
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Applied economics letters
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Econometric theory
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The European journal of finance
70
The journal of futures markets
70
Econometric Institute research papers
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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International Journal of Energy Economics and Policy : IJEEP
62
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
56
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
54
International journal of economics and financial issues : IJEFI
49
Econometric reviews
46
International journal of finance & economics : IJFE
46
Journal of international money and finance
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International journal of economics and finance
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Review of quantitative finance and accounting
44
CREATES research paper
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Journal of risk
40
The econometrics journal
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ECONIS (ZBW)
113
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61
Time series analysis for financial market meltdowns
Kim, Young Shin
;
Račev, Svetlozar T.
;
Bianchi, Michele …
- In:
Journal of banking & finance
35
(
2011
)
8
,
pp. 1879-1891
Persistent link: https://www.econbiz.de/10009247416
Saved in:
62
Asymmetric herding as a source of asymmetric return volatility
Park, Beum-jo
- In:
Journal of banking & finance
35
(
2011
)
10
,
pp. 2657-2665
Persistent link: https://www.econbiz.de/10009273272
Saved in:
63
The information content of implied volatilities and model-free volatility expectations : evidence from options written on individual stocks
Taylor, Stephen
;
Yadav, Pradeep
;
Zhang, Yuanyuan
- In:
Journal of banking & finance
34
(
2010
)
4
,
pp. 871-881
Persistent link: https://www.econbiz.de/10003966119
Saved in:
64
Tempered stable and tempered infinitely divisible GARCH models
Kim, Young Shin
;
Račev, Svetlozar T.
;
Bianchi, Michele …
- In:
Journal of banking & finance
34
(
2010
)
9
,
pp. 2096-2109
Persistent link: https://www.econbiz.de/10008732109
Saved in:
65
Regime switching correlation hedging
Lee, Hsiang-tai
- In:
Journal of banking & finance
34
(
2010
)
11
,
pp. 2728-2741
Persistent link: https://www.econbiz.de/10008858841
Saved in:
66
A multi-horizon comparison of density forecasts for the S&P 500 using index returns and option prices
Shackleton, Mark B.
;
Taylor, Stephen
;
Yu, Peng
- In:
Journal of banking & finance
34
(
2010
)
11
,
pp. 2678-2693
Persistent link: https://www.econbiz.de/10008858849
Saved in:
67
Risk and the January effect
Sun, Qian
;
Tong, Wilson H.
- In:
Journal of banking & finance
34
(
2010
)
5
,
pp. 965-974
Persistent link: https://www.econbiz.de/10003971318
Saved in:
68
Unobservable shocks as carriers of contagion
Dungey, Mardi H.
;
Milunovich, George
;
Thorp, Susan
- In:
Journal of banking & finance
34
(
2010
)
5
,
pp. 1008-1021
Persistent link: https://www.econbiz.de/10003971329
Saved in:
69
Regime switching in the relationship between equity returns and short-term interest rates in the UK
Henry, Ólan Thomas John
- In:
Journal of banking & finance
33
(
2009
)
2
,
pp. 405-414
Persistent link: https://www.econbiz.de/10003803123
Saved in:
70
Stock price reaction following large one-day price changes : UK evidence
Mazouz, Khelifa
;
Joseph, Nathan Lael
;
Joulmer, Joulmer
- In:
Journal of banking & finance
33
(
2009
)
8
,
pp. 1481-1493
Persistent link: https://www.econbiz.de/10003855553
Saved in:
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