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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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Ekonomiska forskningsinstitutet <Stockholm>
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8
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İktisat Bölümü, İktisadi ve İdari Bilimler Fakültesi
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Banca nazionale del lavoro / Ufficio studi
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Bank of Canada
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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
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169
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164
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140
International review of economics & finance : IREF
139
International review of financial analysis
139
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133
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128
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117
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116
International journal of forecasting
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111
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91
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
87
Applied economics letters
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The European journal of finance
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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
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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
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ECONIS (ZBW)
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RePEc
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EconStor
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USB Cologne (EcoSocSci)
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BASE
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11431
Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis
Hafner, Christian M.
;
Herwartz, Helmut
-
1999
Persistent link: https://www.econbiz.de/10001413478
Saved in:
11432
The effect of exchange rate volatility on trade in durables
Yi, Chae-u
- In:
Review of international economics
7
(
1999
)
2
,
pp. 189-201
Persistent link: https://www.econbiz.de/10001413518
Saved in:
11433
Cross-border transmission of stock price volatility : evidence from the overlapping hours
Jeong, Jin-gil
- In:
Global finance journal
10
(
1999
)
1
,
pp. 53-70
Persistent link: https://www.econbiz.de/10001417650
Saved in:
11434
Has the effect of money shocks on interest rates really vanished? : Further evidence of the liquidity effect
Kim, Benjamin Jin Chun
;
Noor Azlan Ghazali
- In:
Applied economics
31
(
1999
)
6
,
pp. 743-754
Persistent link: https://www.econbiz.de/10001419061
Saved in:
11435
Essays in GARCH and regime switching models : some applications to financial markets
Santos, André Oliveira
-
1999
Persistent link: https://www.econbiz.de/10001678390
Saved in:
11436
Stock returns volatility in an emerging market : the Pakistani evidence
Husain, Fazal
;
Uppal, Jamshed Y.
- In:
Pakistan journal of applied economics
15
(
1999
)
1/2
,
pp. 19-40
Persistent link: https://www.econbiz.de/10001729894
Saved in:
11437
Exchange rate uncertainty and the law of one price
Maloney, William F.
- In:
Review of international economics
7
(
1999
)
2
,
pp. 328-341
Persistent link: https://www.econbiz.de/10001414564
Saved in:
11438
To raise the golden anchor? : Financial crises and uncertainty during the Great Depression
Ferderer, J. Peter
;
Zalewski, David A.
- In:
The journal of economic history
59
(
1999
)
3
,
pp. 624-658
Persistent link: https://www.econbiz.de/10001415029
Saved in:
11439
Capital standard, forbearance and deposit insurance pricing under GARCH
Duan, Jin-Chuan
;
Yu, Min-Teh
- In:
Journal of banking & finance
23
(
1999
)
11
,
pp. 1691-1706
Persistent link: https://www.econbiz.de/10001415173
Saved in:
11440
The impact of news on the exchange rate of the Lira and long-term interest rates
Fornari, Fabio
;
Monticelli, Carlo
;
Pericoli, Marcello
; …
-
1999
Persistent link: https://www.econbiz.de/10013439190
Saved in:
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