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~accessRights:"restricted"
~isPartOf:"Advanced studies in theoretical and applied econometrics : ASTA"
~isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"Bauwens, Luc"
~person:"Gallo, Giampiero M."
~person:"Haas, Markus"
~subject:"ARCH-Modell"
~subject:"Börse"
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Search: subject_exact:"ARCH model"
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ARCH-Modell
Börse
ARCH model
6
Volatility
5
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3
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3
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2
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Bauwens, Luc
Gallo, Giampiero M.
Haas, Markus
Francq, Christian
9
Huang, Zhuo
5
Ma, Feng
5
Zakoïan, Jean-Michel
5
Zhu, Ke
5
Jawadi, Fredj
4
Wang, Tianyi
4
Zhang, Yaojie
4
Aknouche, Abdelhakim
3
Ghysels, Eric
3
Hallin, Marc
3
Kim, Donggyu
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Li, Dong
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Li, Guodong
3
Maheu, John M.
3
Pedersen, Rasmus Søndergaard
3
Rahbek, Anders
3
Shi, Yanlin
3
Todorova, Neda
3
Wang, Yudong
3
Ahmed, Abdullahi Dahir
2
Barigozzi, Matteo
2
BenSaïda, Ahmed
2
Blasques, F.
2
Blazsek, Szabolcs
2
Bollerslev, Tim
2
Bu, Ruijun
2
Caporin, Massimiliano
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Carnero, M. Angeles
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Cavaliere, Giuseppe
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Chan, Jennifer So Kuen
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Charfeddine, Lanouar
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Cheffou, Abdoulkarim Idi
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Chung, Huimin
2
Dimitrakopoulos, Stefanos
2
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Advanced studies in theoretical and applied econometrics : ASTA
Discussion paper / Department of Economics, University of California San Diego
Economic modelling
Journal of econometrics
Journal of empirical finance
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
International journal of forecasting
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Advanced Studies in Theoretical and Applied Econometrics
1
Oxford bulletin of economics and statistics
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ECONIS (ZBW)
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1
Nonlinearities and regimes in conditional correlations with different dynamics
Bauwens, Luc
;
Otranto, Edoardo
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 496-522
Persistent link: https://www.econbiz.de/10012482819
Saved in:
2
On the asymmetric impact of macro-variables on volatility
Amendola, Alessandra
;
Candila, Vincenzo
;
Gallo, Giampiero M.
- In:
Economic modelling
76
(
2019
),
pp. 135-152
Persistent link: https://www.econbiz.de/10012198276
Saved in:
3
A multivariate regime-switching GARCH model with an application to global stock market and real estate equity returns
Haas, Markus
;
Liu, Ji-Chun
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011897499
Saved in:
4
Skew-normal mixture and Markov-switching GARCH processes
Haas, Markus
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
14
(
2010
)
4
,
pp. 1-54
Persistent link: https://www.econbiz.de/10009515142
Saved in:
5
A component GARCH model with time varying weights
Bauwens, Luc
;
Storti, Giuseppe
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
13
(
2009
)
2
,
pp. 1-31
Persistent link: https://www.econbiz.de/10009513593
Saved in:
6
Volatility components and long memory-effects revisited
Haas, Markus
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
11
(
2007
)
2
,
pp. 1-37
Persistent link: https://www.econbiz.de/10009513029
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