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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"ARCH-Modell"
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ARCH-Modell
Capital income
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Engle, Robert F.
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Finance research letters
81
Energy economics
70
International review of economics & finance : IREF
69
Journal of empirical finance
67
International review of financial analysis
66
The North American journal of economics and finance : a journal of financial economics studies
66
Research in international business and finance
64
Applied economics
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Economic modelling
52
Journal of risk and financial management : JRFM
47
International journal of forecasting
39
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34
Applied economics letters
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The European journal of finance
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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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Applied financial economics
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
25
Economics letters
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International Journal of Energy Economics and Policy : IJEEP
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
22
Pacific-Basin finance journal
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Discussion paper / Tinbergen Institute
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International journal of economics and finance
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Journal of financial econometrics
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Cogent economics & finance
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International Journal of Financial Studies : open access journal
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International journal of economics and financial issues : IJEFI
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International journal of finance & economics : IJFE
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Review of quantitative finance and accounting
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
Global business review
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Global finance journal
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Afro-Asian Journal of Finance and Accounting : AAJFA
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Emerging markets, finance and trade : EMFT
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Overnight news and daily equity trading risk limits
Ahoniemi, Katja
;
Fuertes, Ana María
;
Olmo, Jose
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 525-551
Persistent link: https://www.econbiz.de/10011623670
Saved in:
2
Exceedance correlation tests for financial returns
Chen, Yi-ting
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 581-616
Persistent link: https://www.econbiz.de/10011623694
Saved in:
3
Dynamic conditional beta
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 643-667
Persistent link: https://www.econbiz.de/10011623818
Saved in:
4
Forecasting covariance matrices : a mixed approach
Halbleib, Roxana
;
Voev, Valeri
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 383-417
Persistent link: https://www.econbiz.de/10011589016
Saved in:
5
Mixed normal conditional heteroskedasticity
Haas, Markus
;
Mittnik, Stefan
;
Paolella, Marc S.
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
2
,
pp. 211-250
Persistent link: https://www.econbiz.de/10002214262
Saved in:
6
Modeling the conditional covariance between stock and bond returns : a multivariate GARCH approach
Goeij, Peter de
;
Marquering, Wessel A.
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
4
,
pp. 531-564
Persistent link: https://www.econbiz.de/10002349838
Saved in:
7
Improving asset price prediction when all models are false
Durham, Garland
;
Geweke, John
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
2
,
pp. 278-306
Persistent link: https://www.econbiz.de/10010351546
Saved in:
8
Can volatility models explain extreme events?
Trapin, Luca
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
2
,
pp. 297-315
Persistent link: https://www.econbiz.de/10011987768
Saved in:
9
Semi-parametric conditional quantile models for financial returns and realized volatility
Zikes, Filip
;
Barunik, Jozef
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
1
,
pp. 185-226
Persistent link: https://www.econbiz.de/10011588557
Saved in:
10
The impact of shocks on higher moments
Jondeau, Eric
;
Rockinger, Michael
- In:
Journal of financial econometrics : official journal of …
7
(
2009
)
2
,
pp. 77-105
Persistent link: https://www.econbiz.de/10003826483
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