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source:"econis"
subject:"Estimation"
~accessRights:"restricted"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"ARCH model"
~type_genre:"Article in journal"
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Estimation
ARCH model
Theorie
292
Theory
292
Time series analysis
91
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91
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75
Nichtlineare Regression
46
Nonlinear regression
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Aknouche, Abdelhakim
2
Dimitrakopoulos, Stefanos
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Fazzari, Steven M.
2
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Economic modelling
133
Economics letters
107
Applied economics
104
Finance research letters
83
Journal of econometrics
83
International review of economics & finance : IREF
81
Journal of economic dynamics & control
79
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
74
International journal of forecasting
73
Applied economics letters
71
Journal of empirical finance
71
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
64
The North American journal of economics and finance : a journal of financial economics studies
61
Journal of banking & finance
60
Energy economics
59
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58
Journal of international money and finance
56
Journal of macroeconomics
55
International review of financial analysis
52
Journal of financial economics
40
Journal of monetary economics
39
European economic review : EER
38
Quantitative finance
37
Econometric reviews
36
Journal of forecasting
34
Journal of international economics
34
Management science : journal of the Institute for Operations Research and the Management Sciences
33
The European journal of finance
31
Review of economic dynamics
30
Computational economics
29
Journal of financial econometrics
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Journal of international financial markets, institutions & money
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Journal of applied econometrics
27
Research in international business and finance
27
European journal of operational research : EJOR
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
24
Empirical economics : a quarterly journal of the Institute for Advanced Studies
23
International journal of finance & economics : IJFE
23
The B.E. journal of macroeconomics
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ECONIS (ZBW)
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1
Asymmetry in stochastic volatility models with threshold and time-dependent correlation
Schäfers, Torben
;
Teng, Long
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
2
,
pp. 131-146
Persistent link: https://www.econbiz.de/10014288879
Saved in:
2
Forecasting transaction counts with integer-valued GARCH models
Aknouche, Abdelhakim
;
Almohaimeed, Bader S.
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
4
,
pp. 529-539
Persistent link: https://www.econbiz.de/10013453761
Saved in:
3
Consumption, aggregate wealth and expected stock returns : a quantile cointegration approach
Quineche, Ricardo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
5
,
pp. 693-703
Persistent link: https://www.econbiz.de/10013554939
Saved in:
4
Testing constant cross-sectional dependence with time-varying marginal distributions in parametric models
Kaldorf, Matthias
;
Wied, Dominik
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10013334611
Saved in:
5
Bayesian inference for unit root in smooth transition autoregressive models and its application to OECD countries
Jaiswal, Shivam
;
Chaturvedi, Anoop
;
Bhatti, Muhammad Ishaq
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 25-34
Persistent link: https://www.econbiz.de/10013334612
Saved in:
6
Time-varying threshold cointegration with an application to the Fisher hypothesis
Yang, Lixiong
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
2
,
pp. 257-274
Persistent link: https://www.econbiz.de/10013334720
Saved in:
7
Bayesian analysis of structural correlated unobserved components and identification via heteroskedasticity
Li, Mengheng
;
Mendieta-Muñoz, Ivan
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
3
,
pp. 337-359
Persistent link: https://www.econbiz.de/10013334751
Saved in:
8
Modelling and forecasting stock volatility and return : a new approach based on quantile Rogers-Satchell volatility measure with asymmetric bilinear CARR model
Tan, Shay Kee
;
Chan, Jennifer So Kuen
;
Kok Haur Ng
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
3
,
pp. 437-474
Persistent link: https://www.econbiz.de/10013334835
Saved in:
9
When is discretionary fiscal policy effective?
Fazzari, Steven M.
;
Morley, James C.
;
Panovska, Irina
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
4
,
pp. 229-254
Persistent link: https://www.econbiz.de/10012657688
Saved in:
10
Statistical characteristics of price impact in high-frequency trading
Jia, Can
;
Zhou, Tianmin
;
Li, Handong
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
3
,
pp. 19-34
Persistent link: https://www.econbiz.de/10012594148
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