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~subject:"ARCH-Modell"
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ARCH-Modell
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McAleer, Michael
39
Chang, Chia-Lin
15
Caporin, Massimiliano
9
Teräsvirta, Timo
9
Fang, Wen-shwo
8
Miller, Stephen M.
8
Weber, Enzo
8
Caporale, Guglielmo Maria
7
Conrad, Christian
7
Rombouts, Jeroen V. K.
7
Stavroyiannis, Stavros
7
Andersen, Torben
6
Bauwens, Luc
6
Silvennoinen, Annastiina
6
Xu, Yongdeng
6
Allen, David E.
5
Gupta, Rangan
5
Hafner, Christian M.
5
Mittnik, Stefan
5
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5
Polasek, Wolfgang
5
Asai, Manabu
4
Bollerslev, Tim
4
Chen, Chi-chung
4
Engle, Robert F.
4
Haas, Markus
4
Karanasos, Menelaos
4
Moore, Tomoe
4
Nelson, Daniel B.
4
Roengchai Tansuchat
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Serletis, Apostolos
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Shephard, Neil G.
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Zarangas, Leonidas P.
4
Billio, Monica
3
Canarella, Giorgio
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2
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1
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1
Universität Bremen / Fachbereich Wirtschaftswissenschaft
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Wettbewerbspolitik und Regulierung in einer Globalen Wirtschaftsordnung <Veranstaltung> <2013, Düsseldorf>
1
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35
Global business & economics review
16
Energy economics
14
CREATES research paper
13
Econometric Institute research papers
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Journal of business economics and management
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The North American journal of economics and finance : a journal of financial economics studies
13
Journal of Asian finance, economics and business : JAFEB
11
Economics and finance working paper series
10
Zagreb international review of economics & business
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CORE discussion papers : DP
9
SFB 649 discussion paper
9
CFS working paper series
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Indian journal of economics & business : IJEB
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International journal of finance & economics : IJFE
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Working papers / University of Connecticut, Department of Economics
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Cardiff economics working papers
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International journal of economics and business research
7
SSE EFI working paper series in economics and finance
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ECON PhD dissertations
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International review of economics & finance : IREF
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Journal of international business and economics : JIBE
5
Meddelanden från Svenska Handelshögskolan
5
Working paper series / European Central Bank
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Working paper series economics and econometrics
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Discussion paper series / University of Heidelberg, Department of Economics
4
Journal of economics & business
4
School of Accounting, Finance and Economics & FEMARC working paper series
4
SpringerLink / Bücher
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Acta Universitatis Oeconomicae Helsingiensis / A
3
Applied financial economics
3
CORE discussion paper : DP
3
Department of Economics discussion paper series / University of Oxford
3
Department of Economics working paper series
3
Discussion paper / Department of Business and Management Science
3
Discussion paper series
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ECONIS (ZBW)
551
EconStor
1
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51
Is small beautiful? : size effects of volatility spillovers for firm performance and exchange rates in tourism
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009701646
Saved in:
52
Discussion of "Principal Volatility Component Analysis" by Yu-Pin Hu and Ruey Tsay
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010348324
Saved in:
53
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410186
Saved in:
54
Volatility spillovers from Australia's major trading partners across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2014
Persistent link: https://www.econbiz.de/10010410189
Saved in:
55
On the invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410195
Saved in:
56
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010410204
Saved in:
57
Volatility discovery
Dias, Gustavo Fruet
;
Scherrer, Cristina Mabel
; …
-
2016
Persistent link: https://www.econbiz.de/10011447786
Saved in:
58
COVID-19's impact of the return and volatility spillovers between the US and Asian stock markets
Hwang, Jae-Kwang
- In:
Journal of international business and economics : JIBE
22
(
2022
)
3
,
pp. 5-10
Persistent link: https://www.econbiz.de/10014246658
Saved in:
59
Asymmetry and persistence in return volatility of commodity futures
Hassan, Aun
- In:
Journal of international business and economics : JIBE
22
(
2022
)
4
,
pp. 26-36
Persistent link: https://www.econbiz.de/10014246694
Saved in:
60
Disentangling the relationship between Bitcoin and market attention measures
Figà-Talamanca, Gianna
;
Patacca, Marco
- In:
Journal of industrial and business economics
47
(
2020
)
1
,
pp. 71-91
Persistent link: https://www.econbiz.de/10012237349
Saved in:
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