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subject:"Volatilität"
~isPartOf:"Applied financial economics"
~person:"Andersen, Torben"
~person:"Gupta, Rangan"
~subject:"Schätztheorie"
~type_genre:"Article in journal"
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Volatilität
Schätztheorie
ARCH model
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Estimation
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Andersen, Torben
Gupta, Rangan
McMillan, David G.
3
Fraser, Patricia
2
Jiang, Christine X.
2
Niizeki, Mikiyo Kii
2
Phylaktis, Kate
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Sengupta, Jati K.
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Zheng, Yijuan
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Applied financial economics
The North American journal of economics and finance : a journal of financial economics studies
7
Journal of econometrics
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Economics and Business Letters : EBL
3
Research in international business and finance
3
Applied economics letters
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Economic modelling
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Economics letters
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Finance research letters
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International journal of finance & economics : IJFE
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International review of economics & finance : IREF
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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Journal of economics and finance
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Journal of financial markets
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Journal of multinational financial management
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The European journal of finance
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Applied economics
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Defence and peace economics
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Economics, management and financial markets
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Emerging markets review
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Emerging markets, finance and trade : EMFT
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Energy economics
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International economic review
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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International economics and economic policy : IEEP
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International journal of forecasting
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Journal of applied econometrics
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Journal of behavioral and experimental finance
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Journal of emerging market finance
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Journal of financial economics
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Journal of international commerce, economics and policy
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Journal of macroeconomics
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Journal of policy modeling : JPMOD ; a social science forum of world issues
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Journal of risk
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Journal of the Operational Research Society
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Modelling the volatility of the Dow Jones Islamic Market World Index using a fractionally integrated time-varying GARCH (FITVGARCH) model
Nasr, Adnen Ben
;
Ajmi, Ahdi Noomen
;
Gupta, Rangan
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 993-1004
Persistent link: https://www.econbiz.de/10010415355
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