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~subject:"USA"
~type_genre:"Arbeitspapier"
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USA
ARCH model
1,681
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1,681
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850
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849
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594
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594
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448
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McAleer, Michael
20
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10
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7
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7
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7
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6
Gupta, Rangan
6
Mittnik, Stefan
6
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5
Asai, Manabu
5
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5
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4
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Lunde, Asger
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4
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4
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3
Audrino, Francesco
3
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3
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3
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3
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3
Fountas, Stilianos
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Haas, Markus
3
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3
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3
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1
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7
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5
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4
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4
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4
CREATES research paper
3
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3
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3
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3
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3
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3
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3
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Reihe Ökonomie
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Working paper series / Federal Reserve Bank of Atlanta
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ECONIS (ZBW)
217
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41
Exchange return co-movements and volatility spillovers before and after the introduction of euro
Antonakakis, Nikolaos
-
2012
Persistent link: https://www.econbiz.de/10009559164
Saved in:
42
Integration of China stock markets with international stock markets : an application of smooth transition conditional correlation with double transition functions
Öztek, M. Fatih
;
Öcal, Nadir
-
2012
Persistent link: https://www.econbiz.de/10009691118
Saved in:
43
Interest rates and the volatility and correlation of commodity prices
Gruber, Jospeh W.
;
Vigfusson, Robert J.
-
2012
Persistent link: https://www.econbiz.de/10009667459
Saved in:
44
On the empirical importance of periodicity in the volatility of financial time series
Mazur, Błażej
;
Pipień, Mateusz
-
2012
Persistent link: https://www.econbiz.de/10009669899
Saved in:
45
Financial development and growth volatility : time series evidence for Mexico and the United States
Cermeño, Rodolfo
;
Roa García, María
;
González Vega, …
-
2012
Persistent link: https://www.econbiz.de/10010467645
Saved in:
46
On the risk return relationship
Wang, Jian-xin
;
Yang, Minxian
-
2012
Persistent link: https://www.econbiz.de/10009775894
Saved in:
47
Modeling volatility spillovers between the variabilities of US inflation and output : the UECCC
GARCH
model
Conrad, Christian
;
Karanasos, Menelaos
-
2008
This paper employs the unrestricted extended constant conditional correlation
GARCH
specification proposed in Conrad …
Persistent link: https://www.econbiz.de/10003770689
Saved in:
48
Mean-variance cointegration and the expectations hypothesis
Strohsal, Till
;
Weber, Enzo
-
2011
Premium ; Persistence ; Cointegration ;
GARCH
…
Persistent link: https://www.econbiz.de/10008906080
Saved in:
49
Real effects of inflation uncertainty in the US
Caglayan, Mustafa
;
Kandemir, Ozge
;
Muratidēs, Kōstas
-
2011
Persistent link: https://www.econbiz.de/10008856060
Saved in:
50
Time variation in the dynamics of worker flows : evidence from the US and Canada
Campolieti, Michele
;
Gefang, Deborah
;
Koop, Gary
-
2011
Persistent link: https://www.econbiz.de/10009531109
Saved in:
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