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subject:"ARCH model"
subject:"Volatilität"
~person:"Döpke, Jörg"
~person:"Härdle, Wolfgang"
~type_genre:"Aufsatz in Zeitschrift"
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ARCH model
Volatilität
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Döpke, Jörg
Härdle, Wolfgang
Gupta, Rangan
63
Bahmani-Oskooee, Mohsen
35
Ma, Feng
26
Bouri, Elie
24
McAleer, Michael
24
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24
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22
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Xuan Vinh Vo
22
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20
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20
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19
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18
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17
Mensi, Walid
17
Yoon, Seong-min
17
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16
Caporale, Guglielmo Maria
16
Gil-Alaña, Luis A.
16
Asai, Manabu
15
Rashid, Abdul
15
Li, Jia
14
Wei, Yu
14
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13
Apergēs, Nikolaos
13
McMillan, David G.
13
Tauchen, George Eugene
13
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13
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13
Zhu, Huiming
13
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12
Lee, Chien-chiang
12
Malik, Farooq
12
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12
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12
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11
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11
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11
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1
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1
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1
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1
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ECONIS (ZBW)
10
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1
Downside risk and stock returns in the G7 countries : an empirical analysis of their long-run and short-run dynamics
Chen, Yi-Hsuan
;
Chiang, Thomas C.
;
Härdle, Wolfgang
- In:
Journal of banking & finance
93
(
2018
),
pp. 21-32
Persistent link: https://www.econbiz.de/10011964613
Saved in:
2
Distillation of news flow into analysis of stock reactions
Zhang, Junni L.
;
Härdle, Wolfgang
;
Chen, Cathy Y.
; …
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
4
,
pp. 547-563
Persistent link: https://www.econbiz.de/10011692403
Saved in:
3
Forecasting volatility with support vector machine-based GARCH model
Shiyi, Chen
;
Härdle, Wolfgang
;
Jeong, Kiho
- In:
Journal of forecasting
29
(
2010
)
4
,
pp. 406-433
Persistent link: https://www.econbiz.de/10003989791
Saved in:
4
Does export openness increase firm-level output volatility?
Buch, Claudia M.
;
Döpke, Jörg
;
Strotmann, Harald
- In:
The world economy : the leading journal on …
32
(
2009
)
4
,
pp. 531-551
Persistent link: https://www.econbiz.de/10003837575
Saved in:
5
Forecasting stock market volatility with macroeconomic variables in real time
Pierdzioch, Christian
;
Döpke, Jörg
;
Hartmann, Daniel
- In:
Journal of economics & business
60
(
2008
)
3
,
pp. 256-276
Persistent link: https://www.econbiz.de/10003749133
Saved in:
6
Financial openness and business cycle volatility
Buch, Claudia M.
;
Döpke, Jörg
;
Pierdzioch, Christian
- In:
Journal of international money and finance
24
(
2005
)
5
,
pp. 744-765
Persistent link: https://www.econbiz.de/10002972550
Saved in:
7
How robust is the empirical link between business-cycle volatility and long-run growth in OECD countries?
Döpke, Jörg
- In:
International review of applied economics
18
(
2004
)
1
,
pp. 103-121
Persistent link: https://www.econbiz.de/10001908462
Saved in:
8
Business cycle volatility in Germany
Buch, Claudia M.
;
Döpke, Jörg
;
Pierdzioch, Christian
- In:
German economic review
5
(
2004
)
4
,
pp. 451-479
Persistent link: https://www.econbiz.de/10003356364
Saved in:
9
The dynamics of implied volatilities : a common principal components approach
Fengler, Matthias R.
;
Härdle, Wolfgang
;
Villa, Christophe
- In:
Review of derivatives research
6
(
2003
)
3
,
pp. 179-202
Persistent link: https://www.econbiz.de/10001905297
Saved in:
10
Brokers and business cycles: does financial market volatility cause real fluctuations?
Döpke, Jörg
;
Pierdzioch, Christian
- In:
Kredit und Kapital
34
(
2001
)
3
,
pp. 327-355
Persistent link: https://www.econbiz.de/10001623779
Saved in:
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