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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"The European journal of finance"
~subject:"Börsenkurs"
~subject:"Schätzung"
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Search: subject:"GARCH"
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Börsenkurs
Schätzung
ARCH model
135
ARCH-Modell
135
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60
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60
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40
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Chen, Yi-ting
2
Engle, Robert F.
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Ghysels, Eric
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Mittnik, Stefan
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Olmo, Jose
2
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2
Aguilar, Mike
1
Ahoniemi, Katja
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Algaba, Andres
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1
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1
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1
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1
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1
Cui, Zhenyu
1
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1
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1
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1
Geweke, John
1
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1
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1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
The European journal of finance
Energy economics
99
Finance research letters
96
Applied economics
93
Economic modelling
77
International review of economics & finance : IREF
75
The North American journal of economics and finance : a journal of financial economics studies
73
International review of financial analysis
71
Research in international business and finance
66
Journal of empirical finance
59
Journal of international financial markets, institutions & money
55
Journal of risk and financial management : JRFM
53
Applied economics letters
47
Journal of econometrics
43
International Journal of Energy Economics and Policy : IJEEP
36
Journal of banking & finance
36
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
36
International journal of forecasting
34
Economics letters
32
Applied financial economics
31
Discussion paper / Tinbergen Institute
31
International journal of economics and financial issues : IJEFI
31
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
31
International journal of economics and finance
30
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
29
International journal of finance & economics : IJFE
27
The journal of futures markets
26
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
25
The empirical economics letters : a monthly international journal of economics
25
Journal of forecasting
24
Working paper
24
Cogent economics & finance
23
International Journal of Financial Studies : open access journal
23
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
23
Review of quantitative finance and accounting
23
Pacific-Basin finance journal
21
Econometric Institute research papers
20
Emerging markets, finance and trade : EMFT
19
Journal of financial econometrics
19
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ECONIS (ZBW)
56
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1
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
Saved in:
2
The variance implied conditional correlation
Algaba, Andres
;
Boudt, Kris
;
Vanduffel, Steven
- In:
The European journal of finance
26
(
2020
)
2/3
,
pp. 200-222
Persistent link: https://www.econbiz.de/10012207197
Saved in:
3
Industry portfolio allocation with asymmetric correlations
Kim, Myeong Hyeon
;
Park, Seyoung
;
Yoon, Jong Mun
- In:
The European journal of finance
27
(
2021
)
1/2
,
pp. 178-198
Persistent link: https://www.econbiz.de/10012424937
Saved in:
4
Quantile dependencies between discontinuities and time-varying rare disaster risks
Gillas, Konstantinos Gkillas
;
Floros, Christos
; …
- In:
The European journal of finance
27
(
2021
)
10
,
pp. 932-962
Persistent link: https://www.econbiz.de/10012609242
Saved in:
5
Density forecasts and the leverage effect : evidence from observation and parameter-driven volatility models
Catania, Leopoldo
;
Nonejad, Nima
- In:
The European journal of finance
26
(
2020
)
2/3
,
pp. 100-118
Persistent link: https://www.econbiz.de/10012207189
Saved in:
6
Asymmetric dependence in international currency markets
Paltalidis, Nikos
;
Patsika, Victoria
- In:
The European journal of finance
26
(
2020
)
10
,
pp. 994-1017
Persistent link: https://www.econbiz.de/10012207352
Saved in:
7
Dynamic conditional beta
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 643-667
Persistent link: https://www.econbiz.de/10011623818
Saved in:
8
Real-Time
GARCH
Smetanina, Ekaterina
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
4
,
pp. 561-601
Persistent link: https://www.econbiz.de/10011987644
Saved in:
9
Non-affine
GARCH
option pricing models, variance-dependent kernels, and diffusion limits
Badescu, Alexandru
;
Cui, Zhenyu
;
Ortega, Juan-Pablo
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
4
,
pp. 602-648
Persistent link: https://www.econbiz.de/10011987648
Saved in:
10
Exceedance correlation tests for financial returns
Chen, Yi-ting
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 581-616
Persistent link: https://www.econbiz.de/10011623694
Saved in:
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