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~isPartOf:"Journal of econometrics"
~isPartOf:"Review of quantitative finance and accounting"
~isPartOf:"The European journal of finance"
~language:"eng"
~subject:"ARCH-Modell"
~subject:"Statistische Verteilung"
~type_genre:"Article in journal"
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ARCH-Modell
Statistische Verteilung
Theorie
2,239
Theory
2,239
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1,650
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808
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802
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Francq, Christian
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Zhu, Ke
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4
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4
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4
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3
Kapetanios, George
3
Kim, Donggyu
3
Laurent, Sébastien
3
Lewbel, Arthur
3
Li, Bingxin
3
Li, Dong
3
Li, Guodong
3
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Journal of econometrics
Review of quantitative finance and accounting
The European journal of finance
Energy economics
267
Finance research letters
208
Insurance / Mathematics & economics
203
Applied economics
200
Economics letters
197
Economic modelling
186
International review of financial analysis
165
Journal of banking & finance
161
International journal of forecasting
160
Journal of empirical finance
157
The North American journal of economics and finance : a journal of financial economics studies
145
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
136
Research in international business and finance
133
International review of economics & finance : IREF
128
Econometric theory
123
Journal of forecasting
119
Journal of international financial markets, institutions & money
118
Applied financial economics
117
Applied economics letters
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Journal of risk and financial management : JRFM
108
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
101
Econometric reviews
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Risks : open access journal
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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
88
Journal of financial econometrics : official journal of the Society for Financial Econometrics
84
European journal of operational research : EJOR
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International journal of theoretical and applied finance
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Computational economics
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Journal of applied econometrics
68
Quantitative finance
65
International Journal of Energy Economics and Policy : IJEEP
64
Journal of risk
62
The econometrics journal
62
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
60
Journal of international money and finance
54
Journal of economic dynamics & control
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ECONIS (ZBW)
445
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445
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1
Identifying accounting conservatism in the presence of skewness
Jarva, Henry
;
Lof, Matthijs
- In:
Review of quantitative finance and accounting
62
(
2024
)
2
,
pp. 553-577
Persistent link: https://www.econbiz.de/10014503120
Saved in:
2
Non-linear volatility with normal inverse Gaussian innovations : ad-hoc analytic option pricing
Mozumder, Sharif
;
Talukdar, Bakhtear
;
Kabir, M. Humayun
; …
- In:
Review of quantitative finance and accounting
62
(
2024
)
1
,
pp. 97-133
Persistent link: https://www.econbiz.de/10014502965
Saved in:
3
Realized higher moments and trading activity
Yuan, Shu-Fang
- In:
Review of quantitative finance and accounting
62
(
2024
)
3
,
pp. 971-1005
Persistent link: https://www.econbiz.de/10014503204
Saved in:
4
Conditional asymmetry in Power ARCH(∞) models
Royer, Julien
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 178-204
Persistent link: https://www.econbiz.de/10014364731
Saved in:
5
CRPS learning
Berrisch, Jonathan
;
Ziel, Florian
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014471798
Saved in:
6
A discrete-time hedging framework with multiple factors and fat tails : on what matters
Augustyniak, Maciej
;
Badescu, Alexandru
;
Bégin, …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 416-444
Persistent link: https://www.econbiz.de/10014339997
Saved in:
7
Dynamic conditional eigenvalue GARCH
Hetland, Simon Thinggaard
;
Pedersen, Rasmus Søndergaard
; …
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014471517
Saved in:
8
Dynamic factor copula models with estimated cluster assignments
Oh, Dong Hwan
;
Patton, Andrew J.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471820
Saved in:
9
A flexible predictive density combination for large financial data sets in regular and crisis periods
Casarin, Roberto
;
Grassi, Stefano
;
Ravazzolo, Francesco
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014471818
Saved in:
10
The information content of currency option-implied volatilities : implications for ex-ante forecasts of global equity correlations
Figueiredo, Antonio
;
Parhizgari, Ali M.
;
Dupoyet, Brice
- In:
The European journal of finance
29
(
2023
)
18
,
pp. 2128-2153
Persistent link: https://www.econbiz.de/10014418133
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