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subject:"Schätztheorie"
~isPartOf:"Applied economics"
~subject:"ARCH-Modell"
~subject:"World"
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Schätztheorie
ARCH-Modell
World
Theorie
1,517
Theory
1,517
Estimation
316
Schätzung
316
USA
163
United States
162
Time series analysis
102
Zeitreihenanalyse
102
Großbritannien
77
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77
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75
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67
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44
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39
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149
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2
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151
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Taylor, Mark P.
3
Blazsek, Szabolcs
2
Bonham, Carl Stanley
2
Fraser, Iain M.
2
McAleer, Michael
2
Smith, Jeremy
2
Wang, Yi-Hsien
2
Abid, Ilyes
1
Abuzayed, Bana
1
Al-Fayoumi, Nedal
1
Allen, David E.
1
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1
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1
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1
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1
Arndt, Channing
1
Balcombe, Kelvin G.
1
Bandaogo, Mahama Samir
1
Barai, Parama
1
Barnum, Darold T.
1
Baruphakēs, Giannēs
1
Belhachemi, Rachid
1
Belongia, Michael T.
1
Benlagha, Noureddine
1
Berk, Jan Marc
1
Bianchi, Marco
1
Bitzer, Jürgen
1
Bogetić, Željko
1
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1
Bottecchia, L. C.
1
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1
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1
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1
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1
Caporin, Massimiliano
1
Cette, Gilbert
1
Chang, Chia-Chien
1
Chang, Matthew C.
1
Chang, Ya-Chi
1
Charfeddine, Lanouar
1
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Applied economics
Economics letters
494
Journal of econometrics
433
Working paper / National Bureau of Economic Research, Inc.
426
NBER working paper series
408
NBER Working Paper
372
Econometric theory
315
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
249
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
230
CESifo working papers
217
Discussion paper / Centre for Economic Policy Research
217
SpringerLink / Bücher
186
Working paper
176
Journal of applied econometrics
174
Discussion paper / Tinbergen Institute
172
Série des documents de travail / Centre de Recherche en Économie et Statistique
161
Econometric reviews
160
Journal of international money and finance
148
The review of economics and statistics
147
Journal of international economics
144
Journal of quantitative economics : official journal of the Indian Econometric Society
141
Europäische Hochschulschriften / 5
140
Discussion paper series / IZA
122
Economic modelling
112
An Elgar reference collection
111
Oxford bulletin of economics and statistics
110
IMF working papers
103
Journal of banking & finance
102
Discussion paper / Center for Economic Research, Tilburg University
99
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
99
CORE discussion paper : DP
97
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
96
IMF working paper
95
Discussion paper
94
Journal of economic literature
93
Journal of forecasting
93
The international library of critical writings in economics
93
Edward Elgar E-Book Archive
89
International journal of forecasting
86
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ECONIS (ZBW)
151
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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
The good, the bad, and the ugly : new evidence on alternative views of corruption
Bogetić, Željko
;
Naeher, Dominik
- In:
Applied economics
56
(
2024
)
33
,
pp. 4019-4032
Persistent link: https://www.econbiz.de/10014559251
Saved in:
3
Duration of fixed exchange rate regimes : the role of central bank independence
Bandaogo, Mahama Samir
;
Lartey, Emmanuel
- In:
Applied economics
56
(
2024
)
17
,
pp. 2025-2038
Persistent link: https://www.econbiz.de/10014475243
Saved in:
4
Bilateral environmental aid and trade
Yoon, Sang Won
;
Kim, Younjun
;
Park, Byoung Gun
;
Yun, …
- In:
Applied economics
56
(
2024
)
7
,
pp. 836-850
Persistent link: https://www.econbiz.de/10014440144
Saved in:
5
RTAs and firm energy-related carbon emissions : from the perspective of trade creation and trade diversion in intermediates import
He, Ling-yun
;
Dang, Kai
- In:
Applied economics
56
(
2024
)
20
,
pp. 2407-2421
Persistent link: https://www.econbiz.de/10014521128
Saved in:
6
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:
7
Market volatility, market skewness, and the cross-section of expected returns in Chinese equity markets
Liu, Qing
;
Wang, Shouyang
;
Sui, Cong
- In:
Applied economics
55
(
2023
)
49
,
pp. 5816-5832
Persistent link: https://www.econbiz.de/10014335824
Saved in:
8
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:
9
Choosing factors : the international evidence
Grobys, Klaus
;
Kolari, James W.
- In:
Applied economics
54
(
2022
)
6
,
pp. 633-647
Persistent link: https://www.econbiz.de/10012874235
Saved in:
10
Does policy uncertainty affect economic globalization? : an empirical investigation
Fang, Jianchun
;
Gozgor, Giray
;
Lau, Chi Keung
; …
- In:
Applied economics
54
(
2022
)
22
,
pp. 2510-2528
Persistent link: https://www.econbiz.de/10013171095
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