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~subject:"Volatilität"
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Volatilität
Multivariate GARCH
345
ARCH-Modell
319
ARCH model
302
multivariate GARCH
274
Volatility
244
Schätzung
127
Estimation
125
Multivariate Analyse
104
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95
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94
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91
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90
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85
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80
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76
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73
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72
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71
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71
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67
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64
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52
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51
multivariate GARCH models
48
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48
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46
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46
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38
Welt
38
CAPM
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36
volatility spillovers
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Teräsvirta, Timo
7
Manera, Matteo
6
Silvennoinen, Annastiina
5
De Nard, Gianluca
4
Dhaene, Geert
4
Engle, Robert F.
4
Ledoit, Olivier
4
Nicolini, Marcella
4
Wolf, Michael
4
Wu, Jianbin
4
Yelkenci, Tezer
4
Ahmed, Abdullahi Dahir
3
Antonakakis, Nikolaos
3
Cifarelli, Giulio
3
Conrad, Christian
3
Haas, Markus
3
Jain, Payal
3
McAleer, Michael
3
Mensi, Walid
3
Sehgal, Sanjay
3
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3
Wei, Ching Chun
3
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2
Ahmad, Wasim
2
Al-Jarrah, Idries Mohammad Wanas
2
Al-Yahyaee, Khamis Hamed
2
Alessi, Lucia
2
Amendola, Alessandra
2
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2
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2
Baklaci, Hasan Fehmi
2
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2
Behmiri, Niaz Bashiri
2
Bos, Charles S.
2
Bouri, Elie
2
Capasso, Marco
2
Chen, Chung-Hsuan
2
Chevapatrakul, Thanaset
2
Elder, John
2
Fengler, Matthias
2
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Wettbewerbspolitik und Regulierung in einer Globalen Wirtschaftsordnung <Veranstaltung> <2013, Düsseldorf>
1
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Energy economics
14
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9
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7
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6
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5
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5
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4
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4
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4
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4
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3
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3
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3
International review of financial analysis
3
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3
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2
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2
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2
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2
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2
Global business review
2
International journal of bonds and derivatives
2
International journal of economics and business research
2
International journal of finance & economics : IJFE
2
International review of economics & finance : IREF
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
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2
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2
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ECONIS (ZBW)
218
EconStor
13
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61
Business-linkage volatility spillovers between US industries
Nguyen, Linh
;
Mateut, Simona
;
Chevapatrakul, Thanaset
- In:
Journal of banking & finance
111
(
2020
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012221052
Saved in:
62
Pricing individual stock options using both stock and market index information
Rombouts, Jeroen V. K.
;
Stentoft, Lars
;
Violante, Francesco
- In:
Journal of banking & finance
111
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012221075
Saved in:
63
Volatility transmission in the South African white maize futures market
Sayed, Ayesha
;
Auret, C.
- In:
Eurasian economic review : a journal in applied …
10
(
2020
)
1
,
pp. 71-88
Persistent link: https://www.econbiz.de/10012224439
Saved in:
64
Incorporating overnight and intraday returns into
multivariate
GARCH
volatility models
Dhaene, Geert
;
Wu, Jianbin
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 471-495
Persistent link: https://www.econbiz.de/10012482817
Saved in:
65
Dynamic volatility transmission and portfolio management across major cryptocurrencies : evidence from hourly data
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Al-Jarrah, …
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012665455
Saved in:
66
Large dynamic covariance matrices: enhancements based on intraday data
De Nard, Gianluca
;
Engle, Robert F.
;
Ledoit, Olivier
; …
-
2020
as Markowitz portfolio selection. A popular tool to this end are
multivariate
GARCH
models. Historically, such models did …
Persistent link: https://www.econbiz.de/10012253083
Saved in:
67
Volatility transmission between commodities and Ibovespa in the period 2000-2016 : Is there a possibility of diversification?
Vartanian, Pedro Raffy
- In:
International economics and economic policy : IEEP
17
(
2020
)
2
,
pp. 483-501
Persistent link: https://www.econbiz.de/10012256842
Saved in:
68
An analysis of major Moroccan domestic sectors interdependencies and volatility spillovers using
multivariate
GARCH
models
El Jebari, Ouael
;
Hakmaoui, Abdelati
- In:
International journal of computational economics and …
10
(
2020
)
3
,
pp. 291-307
Persistent link: https://www.econbiz.de/10012271063
Saved in:
69
Big data analysis of volatility spillovers of brands across social media and stock markets
Dieijen, Myrthe van
;
Borah, Abhishek
;
Tellis, Gerard J.
; …
- In:
Industrial marketing management : the international …
88
(
2020
),
pp. 465-484
Persistent link: https://www.econbiz.de/10012285387
Saved in:
70
Affine
multivariate
GARCH
models
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012521059
Saved in:
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