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subject:"United Kingdom"
~isPartOf:"Applied financial economics"
~isPartOf:"Journal of applied econometrics"
~subject:"ARCH-Modell"
~subject:"Deutschland"
~type:"article"
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United Kingdom
ARCH-Modell
Deutschland
Estimation
799
Schätzung
799
Theorie
237
Theory
237
USA
194
United States
194
Volatility
99
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99
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94
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94
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93
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72
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54
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141
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Danbolt, Jo
3
Moosa, Imad A.
3
Bevan, Alan A.
2
Blundell, Richard W.
2
Brooks, Chris
2
Chatrath, Arjun
2
Coakley, Jerry
2
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2
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Jiang, Christine X.
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1
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Applied financial economics
Journal of applied econometrics
Applied economics
259
Jahrbücher für Nationalökonomie und Statistik
141
Applied economics letters
116
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
113
Economic modelling
100
Energy economics
96
Economics letters
76
Labour economics : official journal of the European Association of Labour Economists
73
International review of economics & finance : IREF
65
Journal of international money and finance
65
Schmollers Jahrbuch : journal of contextual economics
64
Journal for labour market research
62
Finance research letters
61
International review of financial analysis
60
The North American journal of economics and finance : a journal of financial economics studies
55
Journal of empirical finance
54
Journal of banking & finance
51
The European journal of finance
50
Journal of econometrics
49
Journal of international financial markets, institutions & money
47
Oxford bulletin of economics and statistics
46
The economic journal : the journal of the Royal Economic Society
46
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
45
Journal of population economics
44
International journal of finance & economics : IJFE
43
The journal of futures markets
41
Research in international business and finance
40
German economic review
39
International journal of forecasting
39
European economic review : EER
38
Scottish journal of political economy : the journal of the Scottish Economic Society
38
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
37
Kredit und Kapital
36
Journal of risk and financial management : JRFM
35
Journal of economic behavior & organization : JEBO
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Economica
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Review of world economics
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International journal of economics and financial issues : IJEFI
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ECONIS (ZBW)
141
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51
Estimating the risk premium of swap spreads. : two econometric GARCH-based techniques
Castagnetti, Carolina
- In:
Applied financial economics
14
(
2004
)
2
,
pp. 93-104
Persistent link: https://www.econbiz.de/10001908577
Saved in:
52
An empirical analysis of the German long-term interest rate
Butter, Frank A. G. den
;
Jansen, Pieter W.
- In:
Applied financial economics
14
(
2004
)
10
,
pp. 731-741
Persistent link: https://www.econbiz.de/10002111050
Saved in:
53
European stock market dependencies when price changes are unusually large
Schich, Sebastian T.
- In:
Applied financial economics
14
(
2004
)
3
,
pp. 165-177
Persistent link: https://www.econbiz.de/10001915455
Saved in:
54
Does the day of the week effect exist once transaction costs have been accounted for? : Evidence from the UK
Gregoriou, Andros
;
Kontonikas, A.
;
Tsitsianis, N.
- In:
Applied financial economics
14
(
2004
)
3
,
pp. 215-220
Persistent link: https://www.econbiz.de/10001915548
Saved in:
55
Temporary layoffs and split population models
Mavromaras, Kostas G.
;
Orme, Chris D.
- In:
Journal of applied econometrics
19
(
2004
)
1
,
pp. 49-67
Persistent link: https://www.econbiz.de/10001924645
Saved in:
56
Short patches of outliers, ARCH and volatility modelling
Franses, Philip Hans
;
Dijk, Dick van
;
Lucas, André
- In:
Applied financial economics
14
(
2004
)
4
,
pp. 221-231
Persistent link: https://www.econbiz.de/10001939247
Saved in:
57
The volatility impact of the European monetary system on member and non-member currencies
Hu, Michael Y.
;
Jiang, Christine X.
;
Tsoukalas, Christos
- In:
Applied financial economics
14
(
2004
)
5
,
pp. 313-325
Persistent link: https://www.econbiz.de/10001939388
Saved in:
58
Estimating time-varying risk premia in UK long-term government bonds
Steeley, James M.
- In:
Applied financial economics
14
(
2004
)
5
,
pp. 367-373
Persistent link: https://www.econbiz.de/10001939618
Saved in:
59
Cross-border banking and transmission mechanisms in Europe : evidence from German data
Buch, Claudia M.
- In:
Applied financial economics
14
(
2004
)
16
,
pp. 1137-1149
Persistent link: https://www.econbiz.de/10002408911
Saved in:
60
Modelling low income transitions
Cappellari, Lorenzo
;
Jenkins, Stephen
- In:
Journal of applied econometrics
19
(
2004
)
5
,
pp. 593-610
Persistent link: https://www.econbiz.de/10002342779
Saved in:
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