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Search: subject:"Generalized autoregressive conditional heteroscedasticity"
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ARCH model
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McAleer, Michael
224
Chang, Chia-Lin
91
Gupta, Rangan
91
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
Allen, David E.
31
Degiannakis, Stavros
31
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
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
8
Instituto Valenciano de Investigaciones Económicas
6
Shakai-Keizai-Kenkyūsho <Osaka>
6
European University Institute / Department of Economics
3
National Institute of Economic and Social Research
3
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
3
Brown University / Department of Economics
2
Center for Economic Research <Tilburg>
2
Federal Reserve Bank of St. Louis
2
Gottfried Wilhelm Leibniz Universität Hannover
2
HFDF <2, 1998, Zürich>
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
2
School of Finance and Business Economics <Perth, Western Australia>
2
Springer Fachmedien Wiesbaden
2
Svenska Handelshögskolan <Helsinki>
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
Université de Montréal / Département de sciences économiques
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William Davidson Institute <Ann Arbor, Mich.>
2
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1
Banca nazionale del lavoro / Ufficio studi
1
Bank of Canada
1
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft
1
Deakin University
1
Erasmus Research Institute of Management
1
Fachhochschule Stralsund / Fachbereich Wirtschaft
1
Federal Reserve Bank of San Francisco
1
HFDF <1, 1995, Zürich>
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
211
Journal of econometrics
173
Economic modelling
169
Applied economics
164
Journal of empirical finance
140
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
122
Journal of banking & finance
117
Discussion paper / Tinbergen Institute
116
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
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
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
70
Econometric Institute research papers
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)
11,498
RePEc
3
EconStor
2
BASE
1
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10,281
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10281
Liberalisation and capital market performance : lessons from the Enron affair
Dias, Rui T.
;
Soares, M. Isabel
;
Tardivo, Giuseppe
- In:
Journal of financial regulation and compliance : an …
13
(
2005
)
3
,
pp. 229-253
Persistent link: https://www.econbiz.de/10003055948
Saved in:
10282
Modeling country risk and uncertainty in small island tourism economies
Hoti, Suhejla
;
McAleer, Michael
;
Shareef, Riaz
- In:
Tourism economics : the business and finance of tourism …
11
(
2005
)
2
,
pp. 159-183
Persistent link: https://www.econbiz.de/10003057269
Saved in:
10283
On the inflation-uncertainty hypothesis in the USA, Japan and the UK : a dual long memory approach
Conrad, C.
;
Karanasos, Menelaos
- In:
Japan and the world economy : international journal of …
17
(
2005
)
3
,
pp. 327-343
Persistent link: https://www.econbiz.de/10003057328
Saved in:
10284
Hedging with floor-traded and E-mini stock index futures
Chiu, Chien-liang
;
Wu, Pei-shan
;
Chen, Chun-Da
;
Cheng, …
- In:
Quarterly journal of business and economics : QJBE
44
(
2005
)
3/4
,
pp. 49-68
Persistent link: https://www.econbiz.de/10003059289
Saved in:
10285
Evaluating non-linear models on point and interval forecasts : an application with exchange rates
Boero, Gianna
;
Marrocu, Emanuela
- In:
Quarterly review / Banca Nazionale del Lavoro, Roma
58
(
2005
),
pp. 91-120
Persistent link: https://www.econbiz.de/10002979217
Saved in:
10286
Application of the IS-MP-IA model to the Slovene economy and policy implications
Hsing, Yu
- In:
Economia internazionale
58
(
2005
)
2
,
pp. 167-177
Persistent link: https://www.econbiz.de/10002980741
Saved in:
10287
Autoregressive conditional kurtosis
Brooks, Chris
;
Burke, Simon P.
;
Heravi, Saeed M.
; …
- In:
Journal of financial econometrics : official journal of …
3
(
2005
)
3
,
pp. 399-421
Persistent link: https://www.econbiz.de/10002989106
Saved in:
10288
Foreign exchange interventions in Croatia and Turkey : should we give a damn?
Égert, Balázs
(
contributor
);
Lang, Maroje
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10002993755
Saved in:
10289
Economic growth and income inequality : the case of the US
Hsing, Yu
- In:
International journal of social economics
32
(
2005
)
7
,
pp. 639-647
Persistent link: https://www.econbiz.de/10002994523
Saved in:
10290
Robust modelling of DTARCH models
Hui, Yer Van
;
Jiang, Jiancheng
- In:
The econometrics journal
8
(
2005
)
2
,
pp. 143-158
Persistent link: https://www.econbiz.de/10003018828
Saved in:
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