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Search: subject:"Autoregressive conditional heteroskedasticity"
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McAleer, Michael
224
Chang, Chia-Lin
91
Gupta, Rangan
91
Hafner, Christian M.
68
Teräsvirta, Timo
67
Bauwens, Luc
66
Engle, Robert F.
62
Caporale, Guglielmo Maria
60
Caporin, Massimiliano
57
Ma, Feng
51
Karanasos, Menelaos
50
Francq, Christian
46
Bouri, Elie
45
Rombouts, Jeroen V. K.
45
Herwartz, Helmut
42
Koopman, Siem Jan
42
Asai, Manabu
41
Conrad, Christian
41
Laurent, Sébastien
41
Bollerslev, Tim
40
Paolella, Marc S.
40
Kang, Sang Hoon
39
Linton, Oliver
39
Rahbek, Anders
39
Zakoïan, Jean-Michel
38
Saikkonen, Pentti
35
Serletis, Apostolos
35
Kumar, Dilip
34
Lucas, André
33
McMillan, David G.
33
Ardia, David
32
Allen, David E.
31
Degiannakis, Stavros
31
Christoffersen, Peter F.
30
Silvennoinen, Annastiina
30
Mittnik, Stefan
29
Spagnolo, Nicola
29
Hansen, Peter Reinhard
28
Lütkepohl, Helmut
28
Salisu, Afees A.
27
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National Bureau of Economic Research
21
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
16
Ekonomiska forskningsinstitutet <Stockholm>
14
Centre for Analytical Finance <Århus>
10
Econometrisch Instituut <Rotterdam>
8
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Shakai-Keizai-Kenkyūsho <Osaka>
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İktisat Bölümü, İktisadi ve İdari Bilimler Fakültesi
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Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
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2
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1
Banca nazionale del lavoro / Ufficio studi
1
Bank of Canada
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Energy economics
269
Finance research letters
211
Journal of econometrics
173
Economic modelling
169
Applied economics
164
Journal of empirical finance
140
International review of economics & finance : IREF
139
International review of financial analysis
139
Research in international business and finance
133
The North American journal of economics and finance : a journal of financial economics studies
128
Economics letters
122
Journal of banking & finance
117
Discussion paper / Tinbergen Institute
116
International journal of forecasting
112
Journal of forecasting
111
Journal of international financial markets, institutions & money
105
Applied financial economics
103
Journal of risk and financial management : JRFM
91
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
87
Applied economics letters
85
The European journal of finance
84
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
83
Econometric theory
80
The journal of futures markets
79
Journal of financial econometrics : official journal of the Society for Financial Econometrics
75
Working paper
75
International Journal of Energy Economics and Policy : IJEEP
73
Econometric Institute research papers
69
Computational economics
57
International journal of finance & economics : IJFE
55
Econometric reviews
54
International journal of economics and financial issues : IJEFI
54
CREATES research paper
53
Cogent economics & finance
51
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
51
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
51
Journal of international money and finance
50
Review of quantitative finance and accounting
48
International journal of economics and finance
46
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
44
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ECONIS (ZBW)
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RePEc
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EconStor
11
USB Cologne (EcoSocSci)
9
BASE
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11411
Large fluctuations in financial models
Borkovec, Milan
-
1999
Persistent link: https://www.econbiz.de/10001377628
Saved in:
11412
Modelling exchange rates volatility with multivariate long memory ARCH processes
Teyssière, Gilles
-
1999
-
Rev. version
Persistent link: https://www.econbiz.de/10001377680
Saved in:
11413
Testing for linear autoregressive dynamics under heteroskedasticity
Hafner, Christian M.
;
Herwartz, Helmut
-
1999
Persistent link: https://www.econbiz.de/10001377688
Saved in:
11414
Exchange rate volatility and accounting for the impact of economic events : evidence from a GARCH model
Apergēs, Nikolaos
- In:
The Indian economic journal
46
(
1998/1999
)
3
,
pp. 110-115
Persistent link: https://www.econbiz.de/10001381703
Saved in:
11415
Distribution theory for unit root tests with conditional heteroskedasticity
Seo, Byeongseon
- In:
Journal of econometrics
91
(
1999
)
1
,
pp. 113-144
Persistent link: https://www.econbiz.de/10001382163
Saved in:
11416
Value at risk : on the stability and forecasting of the variance-covariance matrix
Engel, James
;
Gizycki, Marianne C.
-
1999
Persistent link: https://www.econbiz.de/10001389901
Saved in:
11417
Higher-order dependence in the general power arch process and a special case
He, Changli
;
Teräsvirta, Timo
-
1999
Persistent link: https://www.econbiz.de/10001393098
Saved in:
11418
The volatility of real exchange rates : the Australian case
Henry, Ólan Thomas John
;
Summers, Peter M.
- In:
Australian economic papers
38
(
1999
)
2
,
pp. 79-90
Persistent link: https://www.econbiz.de/10001393982
Saved in:
11419
A simple linear time series model with misleading nonlinear properties
Eklund, Bruno
;
Eklund, Bruno
;
Lyhagen, Johan
-
1999
Persistent link: https://www.econbiz.de/10001394200
Saved in:
11420
An ARCH robust STAR test
Andersson, Michael K.
;
Eklund, Bruno
;
Lyhagen, Johan
-
1999
Persistent link: https://www.econbiz.de/10001394208
Saved in:
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