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~subject:"USA"
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Search: subject:"conditional heteroscedasticity"
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ARCH model
159
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104
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Albulescu, Claudiu Tiberiu
1
Aubin, Christian
1
Auer, Benjamin R.
1
Blazsek, Szabolcs
1
Chang, Chia-Chien
1
Chang, Ya-Chi
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Chatzikonstanti, Vasiliki
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Chou, Heng-chih
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Frijns, Bart
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Goyeau, Daniel
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Hu, Te-Chung
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1
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1
Lin, Shiue-Fang
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Paul, Muthucattu Thomas
1
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Roca, Eduardo
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Su, Jen-je
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Xia, Xiaohua
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Yoder, Jonathan K.
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Yu, Keming
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Yuan, Di
1
Zaabar, Rim
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Applied economics
The journal of futures markets
29
Journal of empirical finance
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Energy economics
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Journal of banking & finance
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Economic modelling
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Economics letters
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International review of financial analysis
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of multinational financial management
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The North American journal of economics and finance : a journal of financial economics studies
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International journal of forecasting
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The journal of real estate finance and economics
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Econometric reviews
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Global finance journal
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of econometrics
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Journal of international money and finance
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Journal of risk and financial management : JRFM
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Research in international business and finance
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Southern economic journal
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International Journal of Energy Economics and Policy : IJEEP
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Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
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Pacific-Basin finance journal
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SFB 649 discussion paper
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1
Does economic policy uncertainty in the U.S. influence stock markets in China and India? : time-frequency evidence
Li, Rong
;
Li, Sufang
;
Yuan, Di
;
Yu, Keming
- In:
Applied economics
52
(
2020
)
39
,
pp. 4300-4316
Persistent link: https://www.econbiz.de/10012259034
Saved in:
2
Volatility spillovers among oil and stock markets in the US and Saudi Arabia
Finta, Marinela Adriana
;
Frijns, Bart
;
Tiurani-Rad, Alireza
- In:
Applied economics
51
(
2019
)
4
,
pp. 329-345
Persistent link: https://www.econbiz.de/10012160526
Saved in:
3
Interaction between oil and US dollar exchange rate : nonlinear causality, time-varying influence and structural breaks in volatility
Wen, Fenghua
;
Xiao, Jihong
;
Huang, Chuangxia
;
Xia, Xiaohua
- In:
Applied economics
50
(
2018
)
3
,
pp. 319-334
Persistent link: https://www.econbiz.de/10011846847
Saved in:
4
Dynamics of volatility transmission between the U.S. and the Chinese agricultural futures markets
Jiang, Huayun
;
Todorova, Neda
;
Roca, Eduardo
;
Su, Jen-je
- In:
Applied economics
49
(
2017
)
34/36
,
pp. 3435-3452
Persistent link: https://www.econbiz.de/10011774968
Saved in:
5
Stock prices, inflation and inflation uncertainty in the U.S. : testing the long-run relationship considering Dow Jones sector indexes
Albulescu, Claudiu Tiberiu
;
Aubin, Christian
;
Goyeau, Daniel
- In:
Applied economics
49
(
2017
)
18
,
pp. 1794-1807
Persistent link: https://www.econbiz.de/10011815423
Saved in:
6
Breaks and outliers when modelling the volatility of the U.S. stock market
Chatzikonstanti, Vasiliki
- In:
Applied economics
49
(
2017
)
46
,
pp. 4704-4717
Persistent link: https://www.econbiz.de/10011844777
Saved in:
7
The linkages, persistence, asymmetry in the volatility, the price discovery and efficiency, and the effect of the US subprime mortgage financial crisis on the spot and the futures...
Paul, Muthucattu Thomas
;
Kimata, James D.
- In:
Applied economics
48
(
2016
)
7/9
,
pp. 669-683
Persistent link: https://www.econbiz.de/10011413991
Saved in:
8
Is Beta-t-EGARCH(1,1) superior to GARCH(1,1)?
Blazsek, Szabolcs
;
Villatoro, Marco
- In:
Applied economics
47
(
2015
)
16/18
,
pp. 1764-1774
Persistent link: https://www.econbiz.de/10010511965
Saved in:
9
Superstitious seasonality in precious metals markets? : evidence from GARCH models with time-varying skewness and kurtosis
Auer, Benjamin R.
- In:
Applied economics
47
(
2015
)
25/27
,
pp. 2844-2859
Persistent link: https://www.econbiz.de/10010519853
Saved in:
10
Early warning signals using AVaRs of infinitely divisible GARCH models : evidence from stock index markets
Chang, Chia-Chien
;
Hu, Te-Chung
;
Kao, Chiu-Fen
;
Chang, …
- In:
Applied economics
47
(
2015
)
43/45
,
pp. 4630-4652
Persistent link: https://www.econbiz.de/10011380706
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