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subject:"Prognoseverfahren"
~isPartOf:"Economic modelling"
~subject:"ARCH model"
~subject:"United Kingdom"
~subject:"Volatilität"
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Prognoseverfahren
ARCH model
United Kingdom
Volatilität
Estimation
819
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818
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191
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191
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116
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114
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114
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Gupta, Rangan
5
Narayan, Paresh Kumar
4
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3
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3
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3
Balcilar, Mehmet
2
Bekiros, Stelios
2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
Sharma, Susan Sunila
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2
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2
Wei, Yu
2
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2
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1
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1
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1
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1
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1
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1
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Economic modelling
Applied economics
304
Discussion paper series / IZA
252
Discussion paper / Centre for Economic Policy Research
199
Working paper / National Bureau of Economic Research, Inc.
195
Finance research letters
189
NBER working paper series
181
Energy economics
175
NBER Working Paper
167
International journal of forecasting
159
International review of economics & finance : IREF
159
Journal of econometrics
158
Applied economics letters
154
International review of financial analysis
152
Journal of banking & finance
152
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150
Applied financial economics
142
Journal of empirical finance
142
CESifo working papers
136
The North American journal of economics and finance : a journal of financial economics studies
134
Journal of international money and finance
128
Economics letters
122
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
122
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115
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
107
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101
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101
IZA Discussion Paper
96
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94
Research in international business and finance
92
The journal of futures markets
92
The European journal of finance
89
Journal of financial economics
87
International journal of finance & economics : IJFE
75
Journal of risk and financial management : JRFM
73
Journal of applied econometrics
71
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
67
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
65
Pacific-Basin finance journal
60
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ECONIS (ZBW)
193
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1
Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? : a nonlinear bivariate approach
Bosupeng, Mpho
;
Naranpanawa, Athula
;
Su, Jen-je
- In:
Economic modelling
130
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451157
Saved in:
2
Risk-return tradeoff and serial correlation in the Chinese stock market : a bailout-driven crash feedback hypothesis
Yao, Jing
;
Yang, Yiwen
- In:
Economic modelling
129
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014472100
Saved in:
3
On the role of interest rate differentials in the dynamic asymmetry of exchange rates
Hambuckers, J.
;
Ulm, M.
- In:
Economic modelling
129
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014472153
Saved in:
4
Do decreases in Distance-to-Default predict rating downgrades?
Aggarwal, Nidhi
;
Singh, Manish K.
;
Thomas, Susan
- In:
Economic modelling
129
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014472233
Saved in:
5
Heterogeneity in prices and cost of living within a country : new evidence on the north-south divide in Italy
Menon, Martina
;
Perali, Federico
;
Ray, Ranjan
;
Tommasi, …
- In:
Economic modelling
126
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014462125
Saved in:
6
Flexible inflation targeting and stock market volatility : evidence from emerging market economies
Dridi, Ichrak
;
Boughrara, Adel
- In:
Economic modelling
126
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462464
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7
A time-varying Phillips curve with global factors : are global factors important?
Kabundi, Alain
;
Poon, Aubrey
;
Wu, Ping
- In:
Economic modelling
126
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014462575
Saved in:
8
UK household-sector money demand during Brexit and the pandemic
Fleissig, Adrian R.
;
Jones, Barry E.
- In:
Economic modelling
123
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014462579
Saved in:
9
Sequential Bayesian analysis for semiparametric stochastic volatility model with applications
Wang, Nianling
;
Lou, Zhusheng
- In:
Economic modelling
123
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014462582
Saved in:
10
Effects of external shocks on macroeconomic fluctuations in Pacific Alliance countries
Rodriguez, Gabriel
;
Vassallo, Renato
;
Castillo B., Paul
- In:
Economic modelling
124
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014463282
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