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Search: subject:"Autoregressive conditional heteroskedasticity"
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McAleer, Michael
224
Chang, Chia-Lin
91
Gupta, Rangan
91
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68
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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
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Lütkepohl, Helmut
28
Salisu, Afees A.
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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
Economics letters
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117
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116
International journal of forecasting
112
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111
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105
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103
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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
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
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International Journal of Energy Economics and Policy : IJEEP
73
Econometric Institute research papers
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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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BASE
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11531
Price and volatility spillovers in Scandinavian stock markets
Booth, G. Geoffrey
;
Martikainen, Teppo
;
Tse, Yiuman
-
1995
Persistent link: https://www.econbiz.de/10000921824
Saved in:
11532
Quadratic ARCH models
Sentana, Enrique
-
1995
Persistent link: https://www.econbiz.de/10000924230
Saved in:
11533
Modelling long memory in stock market volatility : a fractionally integrated generalised ARCH approach
Psaradakis, Zacharias G.
;
Sola, Martin
-
1995
Persistent link: https://www.econbiz.de/10000906276
Saved in:
11534
Modelling UK inflation uncertainty : the impact of news and the relationship with inflation
Joyce, Michael A. S.
-
1995
Persistent link: https://www.econbiz.de/10000907418
Saved in:
11535
Random coefficient formulation of conditional heteroskedasticity and augmented Arch models
Bera, Anil K.
;
Higgins, Matthew Lawrence
;
Lee, Sangkyu
-
1995
Persistent link: https://www.econbiz.de/10000911331
Saved in:
11536
GARCH gamma
Engle, Robert F.
-
1995
Persistent link: https://www.econbiz.de/10000911609
Saved in:
11537
Evaluating the predictive accuracy of volatility models
López, José A.
-
1995
Persistent link: https://www.econbiz.de/10000945422
Saved in:
11538
The effect of non-normal disturbances and conditional heteroskedasticity on multiple cointegration tests
Silvapulle, Paramsothy
-
1995
Persistent link: https://www.econbiz.de/10000947718
Saved in:
11539
Forecasting the frequency of changes in quoted foreign exchange prices with the autoregressive conditional duration model
Engle, Robert F.
;
Russell, Jeffrey R.
-
1995
Persistent link: https://www.econbiz.de/10000929607
Saved in:
11540
Dan Nelson remembered
Bollerslev, Tim
- In:
Journal of business & economic statistics : JBES ; a …
13
(
1995
)
4
,
pp. 361-364
Persistent link: https://www.econbiz.de/10001190316
Saved in:
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