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~subject:"Kapitaleinkommen"
~isPartOf:"Economics letters"
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Search: subject:"conditional heteroskedasticity"
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Kapitaleinkommen
ARCH model
109
ARCH-Modell
109
Volatility
52
Volatilität
52
Theorie
33
Theory
33
Time series analysis
26
Zeitreihenanalyse
26
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20
Schätztheorie
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19
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19
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17
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17
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Heteroscedasticity
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Heteroskedastizität
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Markov chain
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Ardia, David
2
Demirer, Rıza
2
Hoogerheide, Lennart F.
2
Ali, Faek Menla
1
Anatolyev, Stanislav
1
Bertelsen, Kristoffer Pons
1
Borup, Daniel
1
Corré, Nienke
1
Dias, Gustavo Fruet
1
Eraslan, Sercan
1
Gupta, Rangan
1
Hellström, Jörgen
1
Jakobsen, Johan Stax
1
Kiss, Tamás
1
Lanne, Markku
1
Le Bris, David
1
Liu, Yuna
1
Omay, Tolga
1
Rezaee, Amir
1
Saikkonen, Pentti
1
Sjögren, Tomas
1
Tarasyuk, Irina
1
Yüksel, Aslı
1
Yüksel, Aydın
1
Österholm, Pär
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Economics letters
Finance research letters
53
Journal of empirical finance
49
International review of financial analysis
47
The North American journal of economics and finance : a journal of financial economics studies
46
Energy economics
41
International review of economics & finance : IREF
41
Research in international business and finance
38
Journal of international financial markets, institutions & money
35
International journal of forecasting
34
Economic modelling
33
Applied economics
31
Journal of banking & finance
30
Journal of forecasting
28
Journal of risk and financial management : JRFM
27
The European journal of finance
26
Journal of econometrics
25
Applied economics letters
22
Applied financial economics
22
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
18
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
17
Review of quantitative finance and accounting
17
International journal of economics and finance
16
Journal of financial econometrics
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Pacific-Basin finance journal
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International journal of finance & economics : IJFE
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Working paper
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Cogent economics & finance
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International journal of economics and financial issues : IJEFI
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Afro-Asian Journal of Finance and Accounting : AAJFA
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Discussion paper / Tinbergen Institute
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Global finance journal
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International Journal of Financial Studies : open access journal
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ECONIS (ZBW)
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1
Stock market volatility and public information flow : a non-linear perspective
Bertelsen, Kristoffer Pons
;
Borup, Daniel
;
Jakobsen, …
- In:
Economics letters
204
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012607808
Saved in:
2
Fat tails in leading indicators
Kiss, Tamás
;
Österholm, Pär
- In:
Economics letters
193
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012509103
Saved in:
3
Presidential cycles and time-varying bond-stock market correlations : evidence from more than two centuries of data
Demirer, Rıza
;
Gupta, Rangan
- In:
Economics letters
167
(
2018
),
pp. 36-39
Persistent link: https://www.econbiz.de/10012015767
Saved in:
4
Oil price shocks and stock return volatility : new evidence based on volatility impulse response analysis
Eraslan, Sercan
;
Ali, Faek Menla
- In:
Economics letters
172
(
2018
),
pp. 59-62
Persistent link: https://www.econbiz.de/10012022066
Saved in:
5
Global risk aversion and emerging market return comovements
Demirer, Rıza
;
Omay, Tolga
;
Yüksel, Aslı
;
Yüksel, Aydın
- In:
Economics letters
173
(
2018
),
pp. 118-121
Persistent link: https://www.econbiz.de/10012022952
Saved in:
6
Stocks and bonds during the gold standard
Le Bris, David
;
Rezaee, Amir
- In:
Economics letters
159
(
2017
),
pp. 119-122
Persistent link: https://www.econbiz.de/10011903450
Saved in:
7
The time-varying GARCH-in-mean model
Dias, Gustavo Fruet
- In:
Economics letters
157
(
2017
),
pp. 129-132
Persistent link: https://www.econbiz.de/10011847330
Saved in:
8
Missing mean does no harm to volatility!
Anatolyev, Stanislav
;
Tarasyuk, Irina
- In:
Economics letters
134
(
2015
),
pp. 62-64
Persistent link: https://www.econbiz.de/10011432253
Saved in:
9
GARCH models for daily stock returns : impact of estimation frequency on Value-at-Risk and Expected Shortfall forecasts
Ardia, David
;
Hoogerheide, Lennart F.
- In:
Economics letters
123
(
2014
)
2
,
pp. 187-190
Persistent link: https://www.econbiz.de/10010400299
Saved in:
10
Stock exchange mergers and return co-movement : a flexible dynamic component correlations model
Hellström, Jörgen
;
Liu, Yuna
;
Sjögren, Tomas
- In:
Economics letters
121
(
2013
)
3
,
pp. 511-515
Persistent link: https://www.econbiz.de/10010393039
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