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subject:"ARCH-Modell"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"The European journal of finance"
~type:"article"
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Search: subject_exact:"Market circuit breakers"
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ARCH-Modell
Volatility
311
Volatilität
311
Theorie
132
Theory
132
Estimation
108
Schätzung
108
Capital income
93
Kapitaleinkommen
93
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84
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84
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75
Stochastischer Prozess
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ARCH model
71
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71
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Catania, Leopoldo
3
Bauwens, Luc
2
Corsi, Fulvio
2
Lucas, André
2
Pereira, Pedro L. Valls
2
Algaba, Andres
1
Amado, Cristina
1
Ammann, Manuel
1
Areal, Nelson
1
Augustyniak, Maciej
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Awartani, Basel
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Bansal, Avijit
1
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1
Bayar, Asli
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Bernardi, Mauro
1
Blazsek, Szabolcs
1
Bormetti, Giacomo
1
Boudt, Kris
1
Brandt, Michael W.
1
Buccheri, Giuseppe
1
Cavicchioli, Maddalena
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Chan, Wing Hong
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1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
The European journal of finance
Energy economics
226
Finance research letters
153
International review of financial analysis
110
Economic modelling
108
Applied economics
106
The North American journal of economics and finance : a journal of financial economics studies
101
International review of economics & finance : IREF
97
Research in international business and finance
93
Journal of empirical finance
92
Journal of international financial markets, institutions & money
73
Journal of risk and financial management : JRFM
69
Journal of econometrics
66
International journal of forecasting
64
Applied financial economics
60
Journal of forecasting
57
Journal of banking & finance
55
Economics letters
52
Applied economics letters
51
International Journal of Energy Economics and Policy : IJEEP
50
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
45
International journal of finance & economics : IJFE
43
The journal of futures markets
42
Journal of financial econometrics : official journal of the Society for Financial Econometrics
39
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
38
International journal of economics and financial issues : IJEFI
33
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
32
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
30
International journal of economics and finance
30
Cogent economics & finance
29
Pacific-Basin finance journal
28
Review of quantitative finance and accounting
28
The empirical economics letters : a monthly international journal of economics
28
Journal of international money and finance
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Journal of financial econometrics
25
Quantitative finance
25
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Risks : open access journal
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ECONIS (ZBW)
71
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41
Conditional correlation models of autoregressive conditional heteroscedasticity with nonstationary GARCH equations
Amado, Cristina
;
Teräsvirta, Timo
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
1
,
pp. 69-87
Persistent link: https://www.econbiz.de/10010380478
Saved in:
42
Principal volatility component analysis
Hu, Yu-Pin
;
Tsay, Ruey S.
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
2
,
pp. 153-177
Persistent link: https://www.econbiz.de/10010410764
Saved in:
43
Bayesian analysis of latent threshold dynamic models
Nakajima, Jouchi
;
West, Mike
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
2
,
pp. 151-164
Persistent link: https://www.econbiz.de/10009754013
Saved in:
44
Forecasting hedge fund volatility : a Markov regime-switching approach
Blazsek, Szabolcs
;
Downarowicz, Anna
- In:
The European journal of finance
19
(
2013
)
3/4
,
pp. 243-275
Persistent link: https://www.econbiz.de/10010243653
Saved in:
45
A simple two-component model for the distribution of intraday returns
Coroneo, Laura
;
Veredas, David
- In:
The European journal of finance
18
(
2012
)
9/10
,
pp. 775-797
Persistent link: https://www.econbiz.de/10009691780
Saved in:
46
A stochastic volatility model with conditional skewness
Feunou, Bruno
;
Tédongap, Roméo
- In:
Journal of business & economic statistics : JBES ; a …
30
(
2012
)
4
,
pp. 576-591
Persistent link: https://www.econbiz.de/10009667026
Saved in:
47
Estimation of high-frequency volatility : an autoregressive conditional duration approach
Tse, Yiu Kuen
;
Yang, Thomas Tao
- In:
Journal of business & economic statistics : JBES ; a …
30
(
2012
)
4
,
pp. 533-545
Persistent link: https://www.econbiz.de/10009667044
Saved in:
48
Do banks' buy and sell recommendations influence stock market volatility? : evidence from the German DAX30
Hendriks, Torben W.
;
Kempa, Bernd
;
Pierdzioch, Christian
- In:
The European journal of finance
18
(
2012
)
1/2
,
pp. 29-39
Persistent link: https://www.econbiz.de/10009565257
Saved in:
49
Discrete-time volatility forecasting with persistent leverage effect and the link with continuous-time volatility modeling
Corsi, Fulvio
;
Renò, Roberto
- In:
Journal of business & economic statistics : JBES ; a …
30
(
2012
)
3
,
pp. 368-380
Persistent link: https://www.econbiz.de/10009657273
Saved in:
50
A dynamic multivariate heavy-tailed model for time-varying volatilities and correlations
Creal, Drew
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
4
,
pp. 552-563
Persistent link: https://www.econbiz.de/10009355592
Saved in:
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