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accessRights:"restricted"
~subject:"ARCH-Modell"
~subject:"Deutschland"
~type_genre:"Article in journal"
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ARCH-Modell
Deutschland
Estimation
18,401
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3,559
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Energy economics
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Jahrbücher für Nationalökonomie und Statistik
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International review of economics & finance : IREF
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The North American journal of economics and finance : a journal of financial economics studies
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International review of financial analysis
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Economics letters
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of empirical finance
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Labour economics : official journal of the European Association of Labour Economists
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International journal of forecasting
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of economic behavior & organization : JEBO
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Journal of international financial markets, institutions & money
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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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Journal of banking & finance
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Journal of international money and finance
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Schmollers Jahrbuch : journal of contextual economics
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Journal of financial econometrics
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Macroeconomic dynamics
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Emerging markets, finance and trade : EMFT
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Empirica : journal of european economics
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International journal of economics and finance
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International journal of finance & economics : IJFE
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Review of quantitative finance and accounting
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Schmalenbach business review : sbr
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Computational economics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of economic psychology : research in economic psychology and behavioral economics
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The European journal of finance
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The European journal of health economics : HEPAC ; health economics in prevention and care
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Journal of economics and finance
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ECONIS (ZBW)
2,008
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1
Dynamic spillover and connectedness in higher moments of European stock sector markets
Nekhili, Ramzi
;
Mensi, Walid
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
Research in international business and finance
68
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014451818
Saved in:
2
Forecasting Value at Risk and expected shortfall of foreign exchange rate volatility of major African currencies via GARCH and dynamic conditional correlation analysis
Afuecheta, Emmanuel
;
Okorie, Idika E.
;
Nadarajah, Saralees
- In:
Computational economics
63
(
2024
)
1
,
pp. 271-304
Persistent link: https://www.econbiz.de/10014472109
Saved in:
3
Forecasting VaR and ES in emerging markets : the role of time-varying higher moments
Trung Hai Le
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 402-414
Persistent link: https://www.econbiz.de/10014475347
Saved in:
4
Choose the school, choose the performance : new evidence on determinants of students' performance in eight European countries
Bonacini, Luca
;
Brunetti, Irene
;
Gallo, Giovanni
- In:
Applied economics
56
(
2024
)
6
,
pp. 692-707
Persistent link: https://www.econbiz.de/10014440119
Saved in:
5
Liquidity premiums, interest rate differentials, and nominal exchange rate prediction
Wang, Yi-Chiuan
;
Wu, Jyh-lin
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 138-158
Persistent link: https://www.econbiz.de/10014443191
Saved in:
6
Right and yet wrong : a politico-economic perspective on Germany's early COVID-19 policy
Berlemann, Michael
;
Haustein, Erik
- In:
Regional studies : official journal of the Regional …
58
(
2024
)
2
,
pp. 306-321
Persistent link: https://www.econbiz.de/10014460406
Saved in:
7
Epidemic-economic complexity of COVID-19 policies across skill groups and geographies
Dall Schmidt, Torben
;
Mitze, Timo
- In:
Regional studies : official journal of the Regional …
58
(
2024
)
2
,
pp. 322-335
Persistent link: https://www.econbiz.de/10014460407
Saved in:
8
Macroeconomic determinants of the long-term correlation between stock and exchange rate markets in China : a DCC-MIDAS-X approach considering structural breaks
Xiong, Youlin
;
Shen, Jun
;
Yoon, Seong-min
;
Dong, Xiyong
- In:
Finance research letters
61
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014490845
Saved in:
9
Forecasting Chinese stock market volatility with option-implied risk aversion : evidence from extended realized EGARCH-MIDAS approach
Wu, Xinyu
;
Qian, Jia
;
Zhao, Xiaohan
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014491122
Saved in:
10
Managing portfolio risk during crisis times : a dynamic conditional correlation perspective
Zhang, Hanyu
;
Dufour, Alfonso
- In:
The quarterly review of economics and finance
94
(
2024
),
pp. 241-251
Persistent link: https://www.econbiz.de/10014494675
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