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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Journal of international financial markets, institutions & money"
~person:"Brooks, Robert"
~person:"Chen, Yi-ting"
~subject:"Kapitaleinkommen"
~subject:"Korrelation"
~subject:"Share price"
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Search: subject_exact:"Generalized autoregressive conditional heteroscedasticity"
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Kapitaleinkommen
Korrelation
Share price
ARCH model
3
ARCH-Modell
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Börsenkurs
2
Capital income
2
Correlation
2
Estimation
2
Schätzung
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1997-1998
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Australia
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Australien
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Betriebsgröße
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Estimation theory
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Firm size
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GARCH
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Gaussian QML method
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Multivariate Verteilung
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Statistical test
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conditional correlation
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conditional correlation models
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copula
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correlation symmetry
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Brooks, Robert
Chen, Yi-ting
Engle, Robert F.
3
Narayan, Paresh Kumar
3
Nguyen, Duc Khuong
3
Aloui, Chaker
2
Chkili, Walid
2
Filis, George
2
Floros, Christos
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Hammoudeh, Shawkat
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Hou, Ai Jun
2
Li, Yan
2
Liang, Chao
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Liu, Ruipeng
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Luu Duc Toan Huynh
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Moore, Tomoe
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Wagner, Niklas F.
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Aboura, Sofiane
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1
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Ané, Thierry
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Apostolakis, George N.
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Baillie, Richard
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Barunik, Jozef
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Bhatti, Muhammad Ishaq
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Bonato, Matteo
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1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of international financial markets, institutions & money
International review of economics & finance : IREF
2
International review of financial analysis
2
Journal of applied econometrics
2
Australian journal of management
1
Economics bulletin : EB
1
Emerging markets review
1
Global finance journal
1
Journal of accounting & management information systems : JAMIS
1
Journal of business finance & accounting : JBFA
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Journal of international money and finance
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Papers in efficiency, effectiveness and international competitiveness
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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
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2
On the optimal estimating function method for conditional correlation models
Chen, Yi-ting
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 83-125
Persistent link: https://www.econbiz.de/10010519661
Saved in:
3
GARCH modelling of individual stock data : the impact of censoring, firm size and trading volume
Brooks, Robert
;
Faff, Robert W.
;
Fry, Tim R. L.
- In:
Journal of international financial markets, …
11
(
2001
)
2
,
pp. 215-222
Persistent link: https://www.econbiz.de/10001575257
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