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subject:"Schätztheorie"
~isPartOf:"Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society"
~isPartOf:"Applied economics"
~subject:"ARCH-Modell"
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Schätztheorie
ARCH-Modell
Theorie
1,693
Theory
1,693
Estimation
325
Schätzung
325
USA
164
United States
163
Time series analysis
128
Zeitreihenanalyse
128
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96
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120
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Hansen, Gerd
3
Stahlecker, Peter
3
Abberger, Klaus
2
Augustin, Thomas
2
Blazsek, Szabolcs
2
Bonham, Carl Stanley
2
McAleer, Michael
2
Schlittgen, Rainer
2
Schmidt, Karsten
2
Singh, Housila P.
2
Singh, Sarjinder
2
Smith, Jeremy
2
Wang, Yi-Hsien
2
Abid, Ilyes
1
Abuzayed, Bana
1
Al-Fayoumi, Nedal
1
Allen, David E.
1
Anderson, David P.
1
Arestis, Philip
1
Arndt, Channing
1
Arnold, Bernhard
1
Barai, Parama
1
Barnum, Darold T.
1
Baruphakēs, Giannēs
1
Belhachemi, Rachid
1
Belongia, Michael T.
1
Benlagha, Noureddine
1
Berk, Jan Marc
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Bianchi, Marco
1
Biller, Clemens
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Bitzer, Jürgen
1
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1
Breitung, Jörg
1
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1
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1
Böker, Fred
1
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
Applied economics
Journal of econometrics
423
Economics letters
414
Econometric theory
312
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
246
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
228
Série des documents de travail / Centre de Recherche en Économie et Statistique
160
Journal of applied econometrics
159
Econometric reviews
155
Journal of quantitative economics : official journal of the Indian Econometric Society
139
The review of economics and statistics
124
Discussion paper / Tinbergen Institute
110
Oxford bulletin of economics and statistics
106
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
96
CORE discussion paper : DP
90
Working paper / National Bureau of Economic Research, Inc.
90
Discussion paper / Center for Economic Research, Tilburg University
86
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
83
Journal of forecasting
82
Statistical papers
82
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
76
Journal of empirical finance
68
International journal of forecasting
62
International economic review
60
The review of economic studies
60
Annales d'économie et de statistique
59
Working paper
58
Metrika : international journal for theoretical and applied statistics
57
Technical working paper / National Bureau of Economic Research
54
Working paper series
53
American journal of agricultural economics
51
Discussion paper series / IZA
51
Journal of economic dynamics & control
51
The econometrics journal
51
SFB 649 discussion paper
48
Journal of banking & finance
46
Europäische Hochschulschriften / 5
45
Journal of the Royal Statistical Society
41
Cowles Foundation discussion paper
39
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ECONIS (ZBW)
137
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1
Spillovers from stock markets to currency markets : evidence from Copula-CoVar with time-varying higher moments
Usman, Muhammad
;
Umar, Zaghum
;
Gubareva, Mariya
;
Dang …
- In:
Applied economics
55
(
2023
)
52
,
pp. 6091-6114
Persistent link: https://www.econbiz.de/10014381519
Saved in:
2
Modelling and forecasting COVID-19 stock returns using asymmetric GARCH-ICAPM with mixture and heavy-tailed distributions
Rewat Khanthaporn
;
Wichitaksorn, Nuttanan
- In:
Applied economics
55
(
2023
)
51
,
pp. 6042-6061
Persistent link: https://www.econbiz.de/10014335891
Saved in:
3
Linear time-varying regression with copula-DCC-asymmetric-GARCH models for volatility : the co-movement between industrial electricity demand and financial factors
Kim, Yunsun
;
Hwang, Sun Young
;
Kim, Jong-Min
;
Kim, Sahm
- In:
Applied economics
55
(
2023
)
3
,
pp. 255-272
Persistent link: https://www.econbiz.de/10013494421
Saved in:
4
Modelling asset returns in the presence of price limits with Markov-switching mixture of truncated normal GARCH distribution : evidence from China
Wang, Donghua
;
Ding, Jin
;
Chu, Guoqing
;
Xu, Dinghai
; …
- In:
Applied economics
53
(
2021
)
7
,
pp. 781-804
Persistent link: https://www.econbiz.de/10012416088
Saved in:
5
Oil volatility forecasting and risk allocation : evidence from an extended mixed-frequency volatility model
Shang, Yuhuang
;
Dong, Qingma
- In:
Applied economics
53
(
2021
)
10
,
pp. 1127-1142
Persistent link: https://www.econbiz.de/10012425453
Saved in:
6
Measuring systemic risk with a dynamic copula-based approach
Jang, Hyun Jin
;
Pan, Xiao
;
Park, Sumin
- In:
Applied economics
53
(
2021
)
50
,
pp. 5843-5863
Persistent link: https://www.econbiz.de/10012627102
Saved in:
7
The impact of liquidity on portfolio value-at-risk forecasts
Hung, Jui-Cheng
;
Su, Jung-bin
;
Chang, Matthew C.
;
Wang, …
- In:
Applied economics
52
(
2020
)
3
,
pp. 242-259
Persistent link: https://www.econbiz.de/10012197387
Saved in:
8
Spillover effects in the global copper futures markets: asymmetric multivariate GARCH approaches
Lee, Hyun-Bock
;
Park, Cheol-Ho
- In:
Applied economics
52
(
2020
)
54
,
pp. 5909-5920
Persistent link: https://www.econbiz.de/10012308379
Saved in:
9
Hedging and diversification across commodity assets
Abid, Ilyes
;
Dhaoui, Abderrazak
;
Goutte, Stéphane
; …
- In:
Applied economics
52
(
2020
)
23
,
pp. 2472-2492
Persistent link: https://www.econbiz.de/10012210890
Saved in:
10
Volatility forecasting : long memory, regime switching and heteroscedasticity
Ma, Feng
;
Lu, Xinjie
;
Yang, Ke
;
Zhang, Yaojie
- In:
Applied economics
51
(
2019
)
38
,
pp. 4151-4163
Persistent link: https://www.econbiz.de/10012196974
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