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~isPartOf:"Review of quantitative finance and accounting"
~isPartOf:"The empirical economics letters : a monthly international journal of economics"
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Search: subject_exact:"Autoregressive conditional heteroscedasticity"
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Review of quantitative finance and accounting
The empirical economics letters : a monthly international journal of economics
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51
Copula-GARCH versus dynamic conditional correlation : an empirical study on VaR and ES forecasting accuracy
Weiß, Gregor
- In:
Review of quantitative finance and accounting
41
(
2013
)
2
,
pp. 179-202
Persistent link: https://www.econbiz.de/10009774463
Saved in:
52
Exact inference for Value-at-Risk
Rhee, Hongjai
- In:
The empirical economics letters : a monthly …
12
(
2013
)
9
,
pp. 967-974
Persistent link: https://www.econbiz.de/10010362324
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53
Nonlinear investigation for the impact of oil price volatility on the fundamental analysis
Nieh, Chien-chung
;
Yao, Hsueh-chu
- In:
The empirical economics letters : a monthly …
12
(
2013
)
8
,
pp. 825-834
Persistent link: https://www.econbiz.de/10010363111
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54
Speed of reaction of share price indices to macroeconomic information
Sree Vinutha V.
;
Rao, S. V. D. Nageswara
- In:
The empirical economics letters : a monthly …
12
(
2013
)
10
,
pp. 1141-1153
Persistent link: https://www.econbiz.de/10010363750
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55
Analysis of the contagion during the subprime financial crisis using GARCH BEKK model
Bouaziz, Meriam Chihi
;
Boujelbene, Younes
- In:
The empirical economics letters : a monthly …
11
(
2012
)
4
,
pp. 377-389
Persistent link: https://www.econbiz.de/10009758197
Saved in:
56
Relationship between inflation and inflation uncertainty in Ghana
Aidoo, Eric N.
;
Saeed, Bashiru I. I.
;
Boadi, Emmanuel A.
- In:
The empirical economics letters : a monthly …
11
(
2012
)
4
,
pp. 323-331
Persistent link: https://www.econbiz.de/10009758204
Saved in:
57
Effectiveness of copula-extreme value theory in estimating value-at-risk : empirical evidence from Asian emerging markets
Hsu, Chun-pin
;
Huang, Chin-wen
;
Chiou, Wan-jiun Paul
- In:
Review of quantitative finance and accounting
39
(
2012
)
4
,
pp. 447-468
Persistent link: https://www.econbiz.de/10009690403
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58
Alternative statistical distributions for estimating value-at-risk : theory and evidence
Lee, Cheng F.
;
Su, Jung-bin
- In:
Review of quantitative finance and accounting
39
(
2012
)
3
,
pp. 309-331
Persistent link: https://www.econbiz.de/10009673712
Saved in:
59
Long memory volatility in the stock market returns : evidence from the crisis in Hong Kong
Selmi, Nadhem
;
Hachicha, Nejib
;
Ajmi, Ahdi Noomen
- In:
The empirical economics letters : a monthly …
10
(
2011
)
3
,
pp. 269-280
Persistent link: https://www.econbiz.de/10009507371
Saved in:
60
Volatility transmission between exchange rate and interest rate in the G7 countries
Kao, Chiu-fen
;
Shyu, David
;
Chen, Ming-chi
- In:
The empirical economics letters : a monthly …
10
(
2011
)
1
,
pp. 87-95
Persistent link: https://www.econbiz.de/10009507457
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