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Search: subject:"Conditional Heteroskedasticity"
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ARCH-Modell
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McAleer, Michael
243
Chang, Chia-Lin
94
Gupta, Rangan
91
Teräsvirta, Timo
81
Hafner, Christian M.
68
Bauwens, Luc
66
Engle, Robert F.
62
Caporale, Guglielmo Maria
60
Caporin, Massimiliano
57
Ma, Feng
51
Karanasos, Menelaos
50
Francq, Christian
49
Rahbek, Anders
46
Bouri, Elie
45
Rombouts, Jeroen V. K.
45
Lütkepohl, Helmut
43
Herwartz, Helmut
42
Koopman, Siem Jan
42
Allen, David E.
41
Asai, Manabu
41
Conrad, Christian
41
Laurent, Sébastien
41
Bollerslev, Tim
40
Linton, Oliver
40
Paolella, Marc S.
40
Zakoïan, Jean-Michel
40
Kang, Sang Hoon
39
Serletis, Apostolos
38
Saikkonen, Pentti
35
Kumar, Dilip
34
Lucas, André
33
McMillan, David G.
33
Ardia, David
32
Degiannakis, Stavros
31
Christoffersen, Peter F.
30
Silvennoinen, Annastiina
30
Mittnik, Stefan
29
Spagnolo, Nicola
29
Hansen, Peter Reinhard
28
Wolf, Michael
28
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National Bureau of Economic Research
21
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
16
Ekonomiska forskningsinstitutet <Stockholm>
14
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
11
Centre for Analytical Finance <Århus>
10
Tinbergen Instituut
9
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
9
Cowles Foundation for Research in Economics, Yale University
8
Econometrisch Instituut <Rotterdam>
8
University of Canterbury / Dept. of Economics and Finance
8
Instituto Valenciano de Investigaciones Económicas
6
Shakai-Keizai-Kenkyūsho <Osaka>
6
Tinbergen Institute
5
DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
4
Department of Economics, Boston University
4
Instituto Valenciano de Investigaciones Económicas (IVIE)
4
School of Economics and Management, University of Aarhus
4
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
3
Centre de Recherche sur l'Emploi et les Fluctuations Économiques (CREFÉ), École des Sciences de la Gestion (ESG)
3
Department of Economics and Finance, College of Business and Economics
3
European University Institute / Department of Economics
3
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
3
National Institute of Economic and Social Research
3
Núcleo de Investigação em Políticas Económicas (NIPE), Universidade do Minho
3
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
3
İktisat Bölümü, İktisadi ve İdari Bilimler Fakültesi
3
Brown University / Department of Economics
2
CESifo
2
Center for Economic Research <Tilburg>
2
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
2
Department of Economics, Oxford University
2
Erasmus University Rotterdam, Econometric Institute
2
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
2
Federal Reserve Bank of St. Louis
2
Gottfried Wilhelm Leibniz Universität Hannover
2
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2
Institute for the Study of Labor (IZA)
2
London School of Economics and Political Science
2
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
2
Queen Mary College / Department of Economics
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Energy economics
269
Finance research letters
211
Journal of econometrics
177
Economic modelling
170
Applied economics
164
Journal of empirical finance
142
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
123
Discussion paper / Tinbergen Institute
119
Journal of banking & finance
117
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
93
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
87
Applied economics letters
85
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
84
The European journal of finance
84
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
74
Econometric Institute research papers
69
Computational economics
57
International journal of finance & economics : IJFE
55
CREATES research paper
54
Econometric reviews
54
International journal of economics and financial issues : IJEFI
54
Journal of international money and finance
52
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
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)
11,575
RePEc
208
EconStor
54
USB Cologne (EcoSocSci)
9
BASE
7
Other ZBW resources
3
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11051
The Maastricht criteria and the euro : has the convergence continued?
Polasek, Wolfgang
;
Amplatz, Christian
- In:
Journal of economic integration
18
(
2003
)
4
,
pp. 661-688
Persistent link: https://www.econbiz.de/10001849525
Saved in:
11052
Macroeconomic effects of reallocation shocks : a generalised impulse response function analysis for three European countries
Panagiōtidēs, Theodōros
;
Pelloni, Gianluigi
; …
- In:
Journal of economic integration
18
(
2003
)
4
,
pp. 794-816
Persistent link: https://www.econbiz.de/10001849589
Saved in:
11053
A coupling of extreme-value theory and volatility updating with value-at-risk estimation in emerging markets : a South African test
Seymour, Anthony J.
;
Polakow, Daniel A.
- In:
Multinational finance journal : MF ; quarterly …
7
(
2003
)
1/2
,
pp. 3-23
Persistent link: https://www.econbiz.de/10001849974
Saved in:
11054
Long memory ARCH models : specification and quasi-maximum likelihood estimation
Koulikov, Dmitri
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851132
Saved in:
11055
Simulation-based exact jump tests in models with
conditional
heteroskedasticity
Khalaf, Lynda
;
Saphores, Jean-Daniel
;
Bilodeau, …
- In:
Journal of economic dynamics & control
28
(
2003
)
3
,
pp. 531-553
Persistent link: https://www.econbiz.de/10001853762
Saved in:
11056
Economic reforms and evolution of producer prices in Kenya : an ARCH-M approach
Karanja, Andrew M.
;
Kuyvenhoven, Arie
;
Moll, Henk A. J.
- In:
African development review
15
(
2003
)
2/3
,
pp. 271-296
Persistent link: https://www.econbiz.de/10001860133
Saved in:
11057
Choosing the best volatility models : the model confidence set approach
Hansen, Peter Reinhard
;
Lunde, Asger
;
Nason, James Michael
- In:
Oxford bulletin of economics and statistics
65
(
2003
)
suppl
,
pp. 839-861
Persistent link: https://www.econbiz.de/10001860213
Saved in:
11058
Evidence of long memory in short-term interest rates
Meade, Nigel
;
Maier, Margaret R.
- In:
Journal of forecasting
22
(
2003
)
8
,
pp. 553-568
Persistent link: https://www.econbiz.de/10001863395
Saved in:
11059
Testing for ARCH in the presence of nonlinearity of unknow form in the conditional mean
Blake, Andrew P.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001868024
Saved in:
11060
Testing of purchasing power parity theory using the doubly truncated ARMA-GARCH model and MCMC algorithms
Kim, Suduk
;
Chen, Chyong-lin
;
Tsurumi, Hiroki
- In:
Journal of economic research
8
(
2003
)
2
,
pp. 111-138
Persistent link: https://www.econbiz.de/10001872373
Saved in:
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