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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
University of Canterbury / Dept. of Economics and Finance
8
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
6
Instituto Valenciano de Investigaciones Económicas
6
Shakai-Keizai-Kenkyūsho <Osaka>
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Tinbergen Instituut
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3
National Institute of Economic and Social Research
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Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
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İktisat Bölümü, İktisadi ve İdari Bilimler Fakültesi
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Brown University / Department of Economics
2
Center for Economic Research <Tilburg>
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Department of Economics, Oxford University
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Erasmus University Rotterdam, Econometric Institute
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Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
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Federal Reserve Bank of St. Louis
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2
London School of Economics and Political Science
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Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
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Queen Mary College / Department of Economics
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School of Finance and Business Economics <Perth, Western Australia>
2
Springer Fachmedien Wiesbaden
2
Svenska Handelshögskolan <Helsinki>
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
Université de Montréal / Département de sciences économiques
2
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
2
William Davidson Institute <Ann Arbor, Mich.>
2
African Association of Agricultural Economists - AAAE
1
Agricultural Economics Association of South Africa - AEASA
1
Agricultural and Applied Economics Association - AAEA
1
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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)
11,537
RePEc
58
EconStor
11
USB Cologne (EcoSocSci)
9
BASE
5
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11461
Das CAPM mit zeitabhängigen Beta-Faktoren : eine empirische Untersuchung am deutschen Kapitalmarkt
Linnenbrink, Karin
-
1998
-
1. Aufl.
Persistent link: https://www.econbiz.de/10000672629
Saved in:
11462
Adäquate Modellierung von Finanzzeitreihen und Parameterschätzung in Modellen mit autoregressiver bedingter Heteroskedastie
Brechtmann, Markus
-
1998
Persistent link: https://www.econbiz.de/10000675119
Saved in:
11463
Option pricing in arch-type models
Kallsen, Jan
- In:
Mathematical finance : an international journal of …
8
(
1998
)
1
,
pp. 13-26
Persistent link: https://www.econbiz.de/10001240800
Saved in:
11464
Modelos Garch y la tasa de interés nominal de corto plazo en Chile
Parisi, Franco
;
Parisi, Antonio
- In:
El trimestre económico
65
(
1998
)
4
,
pp. 519-534
Persistent link: https://www.econbiz.de/10001364335
Saved in:
11465
Los modelos CAPM y ARCH-M : obtención de los coeficientes beta para una muestra de 33 acciones que cotizan en la Bolsa Mexicana de Valores
Guzmán Plata, María de la Paz
- In:
Economía: teoría y práctica
(
1998
),
pp. 63-76
Persistent link: https://www.econbiz.de/10001377406
Saved in:
11466
Forecasting inflation from the term structure of interest rates
Hewarathna, Ramya
;
Silvapulle, Param
-
1998
Persistent link: https://www.econbiz.de/10001378676
Saved in:
11467
Evidence of market inefficiency in a war environment
Chappell, David
;
Eldridge, Robert M.
-
1998
Persistent link: https://www.econbiz.de/10001379373
Saved in:
11468
The relation between the level and uncertainty of inflation
Ruiz, Esther
;
Lorenzo, F.
-
1998
Persistent link: https://www.econbiz.de/10001380364
Saved in:
11469
A note on hedging in ARCH and stochastic volatility option pricing models
Garcia, René
- In:
Mathematical finance : an international journal of …
8
(
1998
)
2
,
pp. 153-161
Persistent link: https://www.econbiz.de/10001242838
Saved in:
11470
Common short-term volatility on international stock markets
Knif, Johan
;
Pynnönen, Seppo
-
1998
Persistent link: https://www.econbiz.de/10001543455
Saved in:
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