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subject:"Aktienmarkt"
~accessRights:"restricted"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"ARCH-Modell"
~subject:"Oil price"
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Aktienmarkt
ARCH-Modell
Oil price
Volatility
101
Volatilität
101
ARCH model
45
Theorie
42
Theory
42
Estimation
41
Schätzung
41
Time series analysis
33
Zeitreihenanalyse
33
Capital income
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Kapitaleinkommen
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stochastic volatility
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English
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Blazsek, Szabolcs
2
Chan, Jennifer So Kuen
2
Haas, Markus
2
Jawadi, Fredj
2
Kok Haur Ng
2
Abbara, Omar
1
Aknouche, Abdelhakim
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Anatolyev, Stanislav
1
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Bu, Ruijun
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Cappuccio, Nunzio
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Carnero, M. Angeles
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Chen, Ping
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Energy economics
362
Finance research letters
284
The North American journal of economics and finance : a journal of financial economics studies
159
International review of financial analysis
150
International review of economics & finance : IREF
138
Applied economics
123
Research in international business and finance
120
Economic modelling
102
Journal of international financial markets, institutions & money
70
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
64
Pacific-Basin finance journal
59
Applied economics letters
58
Journal of empirical finance
58
International journal of forecasting
54
Emerging markets, finance and trade : EMFT
51
International journal of finance & economics : IJFE
49
Economics letters
44
Journal of banking & finance
44
Journal of econometrics
40
Journal of forecasting
34
Discussion paper / Centre for Economic Policy Research
32
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
31
Global finance journal
31
Quantitative finance
31
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
28
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
28
Journal of international money and finance
28
The journal of futures markets
28
Computational economics
27
Journal of financial econometrics
27
The European journal of finance
27
Review of quantitative finance and accounting
26
Theoretical economics letters
26
International journal of emerging markets
25
Investment management and financial innovations
25
Economic research
21
International journal of economics and finance
21
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
21
Journal of commodity markets
21
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ECONIS (ZBW)
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1
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
2
Volatility and dependence in cryptocurrency and financial markets : a copula approach
Liu, Jinan
;
Serletis, Apostolos
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 119-149
Persistent link: https://www.econbiz.de/10014506890
Saved in:
3
Score-driven multi-regime Markov-switching EGARCH : empirical evidence using the Meixner distribution
Blazsek, Szabolcs
;
Haddad, Michel Ferreira Cardia
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
4
,
pp. 589-634
Persistent link: https://www.econbiz.de/10014372917
Saved in:
4
Estimation and forecasting of long memory stochastic volatility models
Abbara, Omar
;
Zevallos, Mauricio
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014288818
Saved in:
5
Bidirectional volatility transmission between stocks and bond in East Asia : the quantile estimates based on wavelets
Živkov, Dejan
;
Kovačević, Jelena
;
Stankov, Biljana
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 49-65
Persistent link: https://www.econbiz.de/10014288820
Saved in:
6
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:
7
Unrestricted, restricted, and regularized models for forecasting multivariate volatility
Anatolyev, Stanislav
;
Staněk, Filip
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
2
,
pp. 199-218
Persistent link: https://www.econbiz.de/10014288890
Saved in:
8
Are multifractal processes suited to forecasting electricity price volatility? : evidence from Australian intraday data
Segnon, Mawuli
;
Lau, Chi Keung
;
Wilfling, Bernd
;
Gupta, …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 73-98
Persistent link: https://www.econbiz.de/10013334628
Saved in:
9
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:
10
The co-integration of CDS and bonds in time-varying volatility dynamics : do credit risk swaps lower bond risks?
Li, Leon
;
Scrimgeour, Frank G.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
3
,
pp. 475-497
Persistent link: https://www.econbiz.de/10013334844
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