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~isPartOf:"The European journal of finance"
~isPartOf:"The econometrics journal"
~subject:"Theorie"
~subject:"Welt"
~type_genre:"Article in journal"
~type_genre:"Sammlung"
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Search: subject_exact:"ARCH-Modell"
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Welt
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110
ARCH-Modell
110
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50
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50
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50
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28
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28
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Bauwens, Luc
2
Catania, Leopoldo
2
Loperfido, Nicola
2
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1
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The European journal of finance
The econometrics journal
Energy economics
98
Journal of empirical finance
64
Finance research letters
59
Applied economics
57
Journal of econometrics
55
International journal of forecasting
48
Economic modelling
47
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44
Research in international business and finance
43
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42
International review of financial analysis
41
International review of economics & finance : IREF
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The North American journal of economics and finance : a journal of financial economics studies
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Economics letters
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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28
Econometric reviews
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Applied economics letters
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International Journal of Energy Economics and Policy : IJEEP
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Journal of international money and finance
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
21
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International journal of finance & economics : IJFE
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The journal of futures markets
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Review of quantitative finance and accounting
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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ECONIS (ZBW)
54
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1
Testing for parameter change epochs in GARCH time series
Richter, Stefan
;
Wang, Weining
;
Wu, Wei Biao
- In:
The econometrics journal
26
(
2023
)
3
,
pp. 467-491
Persistent link: https://www.econbiz.de/10014391712
Saved in:
2
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:
3
Polynomial adjusted student-t densities for modeling asset returns
León Valle, Ángel Manuel
;
Ñíguez, Trino-Manuel
- In:
The European journal of finance
28
(
2022
)
9
,
pp. 907-929
Persistent link: https://www.econbiz.de/10013373353
Saved in:
4
Rank-invariance conditions for the comparison of volatility forecasts
Palandri, Alessandro
- In:
The econometrics journal
25
(
2022
)
1
,
pp. 155-175
Persistent link: https://www.econbiz.de/10012878903
Saved in:
5
Multivariate GARCH with dynamic beta
Raddant, Matthias
;
Wagner, Friedrich
- In:
The European journal of finance
28
(
2022
)
13/15
,
pp. 1324-1343
Persistent link: https://www.econbiz.de/10013532205
Saved in:
6
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:
7
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:
8
Dynamics among global asset portfolios
Bratis, Theodoros
;
Laopodis, Nikiforos
;
Kouretas, …
- In:
The European journal of finance
26
(
2020
)
18
,
pp. 1876-1899
Persistent link: https://www.econbiz.de/10012314662
Saved in:
9
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:
10
Kurtosis-based projection pursuit for outlier detection in financial time series
Loperfido, Nicola
- In:
The European journal of finance
26
(
2020
)
2/3
,
pp. 142-164
Persistent link: https://www.econbiz.de/10012207191
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