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Search: subject:"Generalized autoregressive conditional heteroscedasticity"
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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
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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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Shakai-Keizai-Kenkyūsho <Osaka>
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European University Institute / Department of Economics
3
National Institute of Economic and Social Research
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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>
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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
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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
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1
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1
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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)
11,499
RePEc
3
EconStor
2
BASE
1
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9331
Applied time series econometrics
Lütkepohl, Helmut
(
ed.
);
Krätzig, Markus
(
contributor
)
-
2009
-
Transferred to digital printing
Persistent link: https://www.econbiz.de/10009702029
Saved in:
9332
On stock market illiquidity of the NSE of India
Sen, Som Sankar
- In:
The Icfai University journal of financial economics
7
(
2009
)
3/4
,
pp. 95-104
Persistent link: https://www.econbiz.de/10008823928
Saved in:
9333
Stock returns and volatility : evidence from select emerging markets
Arora, Ravinder Kumar
;
Das, Himadri
;
Jain, Pramod Kumar
- In:
Review of Pacific Basin financial markets and policies
12
(
2009
)
4
,
pp. 567-592
Persistent link: https://www.econbiz.de/10008825091
Saved in:
9334
(I)rationality of investors on Croatian stock market : explaining the impact of American indices on Croatian stock market
Sajter, Domagoj
;
Ćorić, Tomislav
- In:
Zagreb international review of economics & business
12
(
2009
)
2
,
pp. 57-72
Persistent link: https://www.econbiz.de/10008858903
Saved in:
9335
Asymmetric impact of news on stock return volatility
Song, Joon-young
- In:
Banking and capital markets : new international perspectives
,
(pp. 373-409)
.
2009
Persistent link: https://www.econbiz.de/10008696109
Saved in:
9336
International transmission effects of volatility between financial markets in the G-7 since the introduction of the Euro
Morales, Lucía
- In:
Banking and capital markets : new international perspectives
,
(pp. 87-128)
.
2009
Persistent link: https://www.econbiz.de/10008696122
Saved in:
9337
Do futures stabilize the volatility of the agricultural spot prices? : evidence from Thailand
Pinjisakikool, Teerapong
- In:
EuroEconomica
(
2009
)
1
,
pp. 47-57
Persistent link: https://www.econbiz.de/10008702601
Saved in:
9338
Measuring market risk using extreme value theory
Suaiso, Jose Oliver Q.
;
Mapa, Dennis S.
- In:
The Philippine review of economics : a joint …
46
(
2009
)
2
,
pp. 91-121
Persistent link: https://www.econbiz.de/10008747249
Saved in:
9339
Multistep predictions for multivariate GARCH models : closed form solution and the value for portfolio management
Hlouskova, Jaroslava
;
Schmidheiny, Kurt
;
Wagner, Martin
- In:
Journal of empirical finance
16
(
2009
)
2
,
pp. 330-336
Persistent link: https://www.econbiz.de/10003839340
Saved in:
9340
Macroeconomic uncertainty and performance in Asian countries
Bredin, Donal
;
Elder, John
;
Fountas, Stilianos
- In:
Review of development economics
13
(
2009
)
2
,
pp. 215-229
Persistent link: https://www.econbiz.de/10003839636
Saved in:
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