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Search: subject:"Autoregressive conditional heteroskedasticity"
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McAleer, Michael
223
Chang, Chia-Lin
91
Gupta, Rangan
89
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
Rombouts, Jeroen V. K.
45
Bouri, Elie
44
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
Degiannakis, Stavros
31
Allen, David E.
30
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
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Economics Institute for Research (SIR), Handelshögskolan i Stockholm
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Instituto Valenciano de Investigaciones Económicas
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Shakai-Keizai-Kenkyūsho <Osaka>
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Tinbergen Instituut
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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
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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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London School of Economics and Political Science
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Springer Fachmedien Wiesbaden
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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William Davidson Institute <Ann Arbor, Mich.>
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African Association of Agricultural Economists - AAAE
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Agricultural and Applied Economics Association - AAEA
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1
Banca nazionale del lavoro / Ufficio studi
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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
209
Journal of econometrics
173
Economic modelling
169
Applied economics
164
International review of economics & finance : IREF
139
International review of financial analysis
139
Journal of empirical finance
138
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
Applied financial economics
103
Journal of international financial markets, institutions & money
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
74
International Journal of Energy Economics and Policy : IJEEP
72
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
58
EconStor
11
USB Cologne (EcoSocSci)
9
BASE
5
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51
Persistent and transient variance components in option pricing models with variance-dependent Kernel
Ghanbari, Hamed
- In:
Journal of empirical finance
79
(
2024
),
pp. 1-32
Persistent link: https://www.econbiz.de/10015179565
Saved in:
52
Unconditional volatility framework : theoretical and empirical insights
Rey, Sebastián A.
- In:
Annals of financial economics
19
(
2024
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10015323532
Saved in:
53
Oil price uncertainty and consumer sentiment in advanced economies
Azad, Nahiyan Faisal
;
Serletis, Apostolos
- In:
The energy journal
45
(
2024
)
6
,
pp. 159-175
Persistent link: https://www.econbiz.de/10015323984
Saved in:
54
Multivariate rough volatility
Dugo, Ranieri
;
Giorgio, Giacomo
;
Pigato, Paolo
-
2024
Persistent link: https://www.econbiz.de/10015326256
Saved in:
55
What fuels the volatility of electricity prices?
Saretto, Alessio
;
Shcherbakova, Anastasia
;
Lin, Jeremy
-
2024
Persistent link: https://www.econbiz.de/10015206937
Saved in:
56
Does regime-dependent volatility drive dynamism in investor herding?
Jindal, Komal
;
Bamba, Meera
;
Aggarwal, Mamta
- In:
Colombo business journal : international journal of …
15
(
2024
)
1
,
pp. 54-79
Persistent link: https://www.econbiz.de/10015210672
Saved in:
57
Interconnectedness and spillover effects amongst stock markets of the US, China, Germany, Japan and India using DCC-GARCH model and Diebold yilmaz method
Agarwal, Archana
;
Dhankhar, Nidhi
;
Mehla, Sunita
- In:
Colombo business journal : international journal of …
15
(
2024
)
2
,
pp. 162-189
Persistent link: https://www.econbiz.de/10015210715
Saved in:
58
Dynamic spillover between green cryptocurrencies and stocks : a portfolio implication
Yousaf, Imran
;
Cui, Jinxin
;
Ali, Shoaib
- In:
International review of economics & finance : IREF
96
(
2024
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10015211784
Saved in:
59
Collateral, output growth, mortgage spread volatility and subsidies in Colombia
López, Martha
;
Sarmiento Gómez, Eduardo
-
2024
Persistent link: https://www.econbiz.de/10015145548
Saved in:
60
Estimating and forecasting bitcoin daily prices using ARIMA-GARCH models
Quang Phung Duy
;
Oanh Nguyen Thi
;
Phuong Hao Le Thi
; …
- In:
Business analyst journal : BAJ
45
(
2024
)
1
,
pp. 11-23
Persistent link: https://www.econbiz.de/10015188090
Saved in:
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