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ARCH model
ARCH-Modell
11,547
Volatility
7,257
Volatilität
7,249
Theorie
3,246
Theory
3,242
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2,932
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Welt
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GARCH
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McAleer, Michael
224
Gupta, Rangan
94
Chang, Chia-Lin
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
Bouri, Elie
48
Francq, Christian
46
Rombouts, Jeroen V. K.
45
Herwartz, Helmut
42
Asai, Manabu
41
Conrad, Christian
41
Laurent, Sébastien
41
Bollerslev, Tim
40
Kang, Sang Hoon
40
Paolella, Marc S.
40
Linton, Oliver
39
Rahbek, Anders
39
Zakoïan, Jean-Michel
38
Serletis, Apostolos
35
Kumar, Dilip
33
McMillan, David G.
33
Ardia, David
32
Degiannakis, Stavros
32
Allen, David E.
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.
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National Bureau of Economic Research
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Ekonomiska forskningsinstitutet <Stockholm>
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Centre for Analytical Finance <Århus>
10
Econometrisch Instituut <Rotterdam>
8
University of Canterbury / Dept. of Economics and Finance
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Instituto Valenciano de Investigaciones Económicas
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Shakai-Keizai-Kenkyūsho <Osaka>
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European University Institute / Department of Economics
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National Institute of Economic and Social Research
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Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
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Brown University / Department of Economics
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Center for Economic Research <Tilburg>
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Federal Reserve Bank of St. Louis
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Gottfried Wilhelm Leibniz Universität Hannover
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HFDF <2, 1998, Zürich>
2
London School of Economics and Political Science
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Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
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Queen Mary College / Department of Economics
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School of Finance and Business Economics <Perth, Western Australia>
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Springer Fachmedien Wiesbaden
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Svenska Handelshögskolan <Helsinki>
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft
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Deakin University
1
Erasmus Research Institute of Management
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
Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
1
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Energy economics
269
Finance research letters
216
Journal of econometrics
173
Economic modelling
169
Applied economics
164
Journal of empirical finance
141
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
123
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
72
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)
11,545
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1
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11,545
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1
Empirical performance of Black-Scholes and GARCH option pricing models during turbulent times : the Indian evidence
Bhat, Aparna
;
Arekar, Kirti
- In:
International journal of economics and finance
8
(
2016
)
3
,
pp. 123-136
Persistent link: https://www.econbiz.de/10011447894
Saved in:
2
Do simple traders' rules perform better than the GARCH model? : evidence from currency options in India
Bhat, Aparna
- In:
International journal of financial markets and derivatives
6
(
2018
)
3
,
pp. 183-209
Persistent link: https://www.econbiz.de/10011870308
Saved in:
3
Alternative currency hedging strategies with known covariances
Chen, Wei
;
Kritzman, Mark
;
Turkington, David
- In:
Journal of investment management : JOIM
13
(
2015
)
2
,
pp. 6-24
Persistent link: https://www.econbiz.de/10011635273
Saved in:
4
Do it with a smile : forecasting volatility with currency options
Reus, Lorenzo
;
Carrasco, José A.
;
Pincheira, Pablo
- In:
Finance research letters
34
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012436844
Saved in:
5
Examining the impact of crude oil price on external reserves : evidence from Nigeria
Imarhiagbe, Samuel
- In:
International journal of economics and finance
7
(
2015
)
5
,
pp. 13-21
Persistent link: https://www.econbiz.de/10010528324
Saved in:
6
Impact of currency futures on volatility in exchange rate : a study of Indian currency market
Kumar, Ashish
- In:
Paradigm : the journal of Institute of Management Technology
19
(
2015
)
1
,
pp. 95-108
Persistent link: https://www.econbiz.de/10011761360
Saved in:
7
Do exchange rate volatility and public expenditures influence selected crop output in Nigeria?
Ali, Ayuba
;
Obekpa, Hephzibah Onyeje
;
Adejo, Moses Adejo
- In:
International journal of sustainable economies …
11
(
2022
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014290693
Saved in:
8
Flexible times series analysis
Härdle, Wolfgang
;
Tschernig, Rolf
-
2000
Persistent link: https://www.econbiz.de/10001509214
Saved in:
9
Testing the empirical performance of stochastic volatility models of the short-term interest rate
Bali, Turan G.
- In:
Journal of financial and quantitative analysis : JFQA
35
(
2000
)
2
,
pp. 191-215
Persistent link: https://www.econbiz.de/10001510057
Saved in:
10
Modeling financial volatility : extreme observations, nonlinearities and nonstationarities
Barnes, Michelle L.
(
contributor
); …
-
2000
Persistent link: https://www.econbiz.de/10001510273
Saved in:
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