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Search: subject:"Generalized Autoregressive conditional heteroscedasticity"
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McAleer, Michael
223
Chang, Chia-Lin
91
Gupta, Rangan
90
Hafner, Christian M.
67
Bauwens, Luc
66
Engle, Robert F.
61
Teräsvirta, Timo
60
Caporale, Guglielmo Maria
59
Caporin, Massimiliano
57
Ma, Feng
51
Karanasos, Menelaos
50
Francq, Christian
46
Bouri, Elie
45
Rombouts, Jeroen V. K.
45
Herwartz, Helmut
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
Serletis, Apostolos
35
Kumar, Dilip
33
McMillan, David G.
33
Ardia, David
32
Degiannakis, Stavros
31
Allen, David E.
30
Christoffersen, Peter F.
30
Koopman, Siem Jan
29
Saikkonen, Pentti
29
Spagnolo, Nicola
29
Hansen, Peter Reinhard
28
Lucas, André
28
Lütkepohl, Helmut
28
Mittnik, Stefan
28
Silvennoinen, Annastiina
28
Salisu, Afees A.
27
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National Bureau of Economic Research
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Ekonomiska forskningsinstitutet <Stockholm>
14
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Econometrisch Instituut <Rotterdam>
8
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Brown University / Department of Economics
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Center for Economic Research <Tilburg>
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Federal Reserve Bank of St. Louis
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Gottfried Wilhelm Leibniz Universität Hannover
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HFDF <2, 1998, Zürich>
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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>
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Springer Fachmedien Wiesbaden
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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1
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1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
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1
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1
Federal Reserve Bank of San Francisco
1
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1
International Center for Financial Asset Management and Engineering
1
International Workshop on Statistics and Finance <1999, Hongkong>
1
Konjunkturinstitutet <Stockholm>
1
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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
84
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
78
Journal of financial econometrics : official journal of the Society for Financial Econometrics
75
Working paper
75
Econometric Institute research papers
69
International Journal of Energy Economics and Policy : IJEEP
69
Computational economics
57
International journal of finance & economics : IJFE
55
Econometric reviews
54
CREATES research paper
53
International journal of economics and financial issues : IJEFI
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
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)
11,472
RePEc
3
EconStor
2
BASE
1
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11,381
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11,390
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11381
Chaos and conditional heteroskedasticity - an experimental study
Kam, Simon W.
-
1996
Persistent link: https://www.econbiz.de/10000933312
Saved in:
11382
Efficient estimation in semiparametric GARCH models
Drost, Feike C.
;
Klaassen, Chris A.
-
1996
Persistent link: https://www.econbiz.de/10000933993
Saved in:
11383
The dynamics of the correlations between the short- and long-run interest rates in the Nordic countries and Germany
Mundaca, B. Gabriela
;
Røste, Ole Bjørn
;
Valseth, Siri
-
1996
Persistent link: https://www.econbiz.de/10000940837
Saved in:
11384
Models of information, trading and volatility for stock returns
Zhu, Min
-
1996
Persistent link: https://www.econbiz.de/10001387639
Saved in:
11385
Testing for arch in the presence of additive outliers
Dijk, Dick van
;
Franses, Philip Hans
;
Lucas, André
-
1996
Persistent link: https://www.econbiz.de/10000966917
Saved in:
11386
Closing the GARCH gap : continuous time GARCH modeling
Drost, Feike C.
;
Werker, Bas J. M.
- In:
Journal of econometrics
74
(
1996
)
1
,
pp. 31-57
Persistent link: https://www.econbiz.de/10001755360
Saved in:
11387
Inflation uncertainty and output : an empirical investigation for Malaysia
Ibrahim, Mansor Haji
;
Anwar, Muhammad
- In:
Malaysian journal of economic studies
33
(
1996
)
2
,
pp. 67-75
Persistent link: https://www.econbiz.de/10001675872
Saved in:
11388
Testing constancy of correlation with an application to international equity returns
Bera, Anil K.
;
Kim, Sangwhan
-
1996
Persistent link: https://www.econbiz.de/10000959739
Saved in:
11389
Are stock returns long term dependent? : Some empirical evidence
Jacobsen, Ben
- In:
Journal of international financial markets, …
5
(
1995
)
2/3
,
pp. 37-52
Persistent link: https://www.econbiz.de/10001507986
Saved in:
11390
Long memory in foreign exchange rates revisited
Tschernig, Rolf
- In:
Journal of international financial markets, …
5
(
1995
)
2/3
,
pp. 53-78
Persistent link: https://www.econbiz.de/10001508144
Saved in:
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