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type_genre:"Article in journal"
~isPartOf:"Applied economics"
~subject:"ARCH-Modell"
~subject:"Schätztheorie"
~type_genre:"Aufsatz im Buch"
~type_genre:"Reprint"
~type_genre:"Sammlung"
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ARCH-Modell
Schätztheorie
Theorie
1,495
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316
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156
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156
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Blazsek, Szabolcs
2
Bonham, Carl Stanley
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2
Smith, Jeremy
2
Wang, Yi-Hsien
2
Abid, Ilyes
1
Abuzayed, Bana
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1
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Applied economics
Journal of econometrics
420
Economics letters
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245
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
224
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
Oxford bulletin of economics and statistics
105
Journal of forecasting
83
Statistical papers
82
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
76
Journal of empirical finance
67
International journal of forecasting
64
International economic review
60
The review of economic studies
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Annales d'économie et de statistique
59
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57
American journal of agricultural economics
51
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51
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51
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
50
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46
Journal of the Royal Statistical Society
41
Finance research letters
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Economic modelling
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Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
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The European journal of finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of international money and finance
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International economic journal
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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International review of financial analysis
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The journal of finance : the journal of the American Finance Association
28
The journal of futures markets
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ECONIS (ZBW)
86
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86
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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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