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~type_genre:"Aufsatz im Buch"
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ARCH model
255
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255
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136
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88
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57
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GARCH
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265
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Aufsatz im Buch
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7,566
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7,566
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2,156
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1,796
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1,796
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1,778
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265
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222
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149
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Songsak Sriboonchitta
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Laurent, Sébastien
4
Lee, Cheng F.
4
Amilon, Henrik
3
Ben Ameur, Hachmi
3
Bollerslev, Tim
3
Karanasos, Menelaos
3
McAleer, Michael
3
Ñíguez, Trino-Manuel
3
Amado, Cristina
2
Brzeszczyński, Janusz
2
Chauveau, Thierry
2
Chen, Cathy W. S.
2
Christoffersen, Peter F.
2
Diebold, Francis X.
2
Engle, Robert F.
2
Faff, Robert W.
2
Ftiti, Zied
2
Füss, Roland
2
Harvey, Andrew C.
2
Jawadi, Fredj
2
Knight, John L.
2
Li, Wai Keung
2
Lindner, Alexander M.
2
Ling, Shiqing
2
Liu, Jianxu
2
Louhichi, Wael
2
Moroke, Ntebogang Dinah
2
Osiewalski, Jacek
2
Perote, Javier
2
Pipień, Mateusz
2
Polasek, Wolfgang
2
Raters, F. H. C.
2
Rubia, Antonio
2
Shapovalova, Kateryna
2
Silvennoinen, Annastiina
2
Sin, Chor-yiu
2
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Handbook of financial time series
9
Forecasting volatility in the financial markets
8
Econometric analysis of financial and economic time series ; part a
7
Applied quantitative finance
5
Handbook of research on emerging theories, models, and applications of financial econometrics
5
Stock market volatility
5
Uncertainty analysis in econometrics with applications : [This volume contains papers presented at TES 2013 - The Sixth International Conference of the Thailand Econometric Society, which is held in Chiang Mai, Thailand, during January 10th - 11th, 2013 ...]
5
Contributions to financial econometrics : theoretical and practical issues
4
Econometric analysis of financial and economic time series ; part B
4
Risk management decisions and value under uncertainty
4
Robustness in econometrics
4
Essays on financial models
3
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 2
3
OPEC, oil prices and LNG
3
Advances in Management Research : Emerging Challenges and Trends
2
Asia-Pacific financial markets : integration, innovation and challenges
2
Asymmetric dependence in finance : diversification, correlation and portfolio management in market downturns
2
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
2
China's rise and internationalization : regional and global challenges and impacts
2
Contemporary issues in business economics and finance
2
Dynamic optics in economics : quantitative, experimental and econometric analyses
2
East European transition and EU enlargement : a quantitative approach ; with 105 tables
2
Essays in nonlinear time series econometrics
2
Essays on Random Effects models and GARCH
2
Essays on financial time series models
2
Financial Market Dynamics after COVID 19 : The Contagion Effect of the Pandemic in Finance
2
Financial mathematics, volatility and covariance modelling
2
Financial modeling and risk management of energy and environmental instruments and derivates
2
Fractal approaches for modeling financial assets and predicting crises
2
Handbook of economic forecasting ; Vol. 1
2
Handbook of frontier markets : evidence from Mittle East North Africa and International Comparative Studies
2
Handbook of research methods and applications in empirical finance
2
Macromodels '99 : proceedings of the twenty six International Conference, december 1 - 4, 1999, Rydzyna - Poland
2
Mathematical and statistical methods in insurance and finance : [MAF2006 Conference, organized at the University of Salerno ; at the Campus of Fisciano]
2
Maximum likelihood estimation of misspecified models : twenty years later
2
New directions in macromodelling
2
Operations research models in banking management
2
Papers in efficiency, effectiveness and international competitiveness
2
Progress in financial markets research
2
Quantitative analysis in financial markets ; [Vol. 1]
2
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ECONIS (ZBW)
265
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1
Hedge ratios : theory and applications
Chen, Sheng-syan
;
Lee, Cheng F.
;
Lin, Fu-Lai
;
Shrestha, …
-
2024
Persistent link: https://www.econbiz.de/10015046797
Saved in:
2
Time-changed
GARCH
versus GARJI model for extreme events : an empirical study
Kao, Lie Jane
;
Wu, Po-Cheng
;
Lee, Cheng F.
-
2024
Persistent link: https://www.econbiz.de/10015046799
Saved in:
3
Oil price uncertainty : panel evidence from the G7 and BRICS countries
Serletis, Apostolos
;
Xu, Libo
- In:
Behavioral Finance and Asset Prices : The Influence of …
,
(pp. 3-21)
.
2023
Persistent link: https://www.econbiz.de/10014282544
Saved in:
4
Impact of the COVID-19 pandemic on volatility spillover across sectors in the US markets
Ahzam, Tariq Syed
- In:
Advances in Management Research : Emerging Challenges …
,
(pp. 229-236)
.
2022
Persistent link: https://www.econbiz.de/10014434885
Saved in:
5
Averaging heterogeneous autoregression models with heteroskedastic errors : theory and an application to cryptocurrency volatility forecasting
Gao, Ziwen
;
Lehrer, Steven F.
;
Xie, Tian
;
Zhang, Xinyu
- In:
Essays in honor of Subal Kumbhakar
,
(pp. 99-131)
.
2024
Persistent link: https://www.econbiz.de/10014559151
Saved in:
6
Diversification benefits and cross-volatility effects in cryptocurrency portfolios : a diagonal BEKK model perspective on Bitcoin and Bitgreen
Gupta, Muskan
;
Bhatnagar, Mukul
;
Kumar, Pawan
;
Taneja, …
- In:
Artificial intelligence and machine learning-powered …
,
(pp. 1-22)
.
2024
Persistent link: https://www.econbiz.de/10014524934
Saved in:
7
Stock returns and volatility on China's stock markets
Lee, Cheng F.
;
Rui, Oliver Meng
-
2024
Persistent link: https://www.econbiz.de/10015046859
Saved in:
8
Comparisons between the Markowitz model and the Black-Litterman model
Teng, Huei-Wen
-
2024
Persistent link: https://www.econbiz.de/10015047743
Saved in:
9
Forecasting and backtesting of market risks in emerging markets
Fantazzini, Dean
- In:
Risk assessment and financial regulation in emerging …
,
(pp. 199-223)
.
2021
-by-step analysis with R and Russian market data is provided. Four classes of models are considered (
GARCH
, HAR, ARFIMA, and realized-
GARCH
…
Persistent link: https://www.econbiz.de/10012591721
Saved in:
10
Return and volatility linkages between Bitcoin, gold price, and oil price : evidence from diagonal BEKK-
GARCH
model
Surachai Chancharat
;
Julaluk Butda
-
2022
Persistent link: https://www.econbiz.de/10013197429
Saved in:
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