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~isPartOf:"Economic modelling"
~subject:"Capital income"
~subject:"Germany"
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Search: subject_exact:"GARCH model"
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Capital income
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ARCH model
82
ARCH-Modell
82
Volatility
65
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65
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36
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36
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24
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2
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Bohl, Martin T.
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Economic modelling
Finance research letters
52
The North American journal of economics and finance : a journal of financial economics studies
38
International review of economics & finance : IREF
32
Energy economics
31
International review of financial analysis
31
Research in international business and finance
28
International journal of forecasting
26
Applied economics
24
Journal of empirical finance
20
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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17
Journal of international financial markets, institutions & money
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Journal of banking & finance
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Applied economics letters
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Pacific-Basin finance journal
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Afro-Asian Journal of Finance and Accounting : AAJFA
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Review of quantitative finance and accounting
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
8
Global finance journal
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Global business review
7
International journal of economics and finance
7
Journal of risk
7
Studies in economics and finance
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The European journal of finance
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Emerging markets, finance and trade : EMFT
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International journal of emerging markets
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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ECONIS (ZBW)
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1
Regime-dependent effects of macroeconomic uncertainty on realized volatility in the US stock market
Liu, Wei
;
Garrett, Ian
- In:
Economic modelling
128
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014464307
Saved in:
2
Do realized higher moments have information content? : VaR forecasting based on the realized GARCH-RSRK model
Wang, Tianyi
;
Liang, Fang
;
Huang, Zhuo
;
Yan, Hong
- In:
Economic modelling
109
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013348237
Saved in:
3
Intraday return predictability in China's crude oil futures market : new evidence from a unique trading mechanism
Wen, Danyan
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Economic modelling
96
(
2021
),
pp. 209-219
Persistent link: https://www.econbiz.de/10012745351
Saved in:
4
Correlation regimes in international equity and bond returns
Aslanidis, Nektarios
;
Martinez, Oscar
- In:
Economic modelling
97
(
2021
),
pp. 397-410
Persistent link: https://www.econbiz.de/10012793476
Saved in:
5
Returns, volatility and the cryptocurrency bubble of 2017-18
Cross, Jamie
;
Hou, Chenghan
;
Trinh, Kelly
- In:
Economic modelling
104
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013164208
Saved in:
6
Does measurement error matter in volatility forecasting? : empirical evidence from the Chinese stock market
Wang, Yajing
;
Liang, Fang
;
Wang, Tianyi
;
Huang, Zhuo
- In:
Economic modelling
87
(
2020
),
pp. 148-157
Persistent link: https://www.econbiz.de/10012416413
Saved in:
7
Hedge fund return higher moments over the business cycle
Racicot, François-Éric
;
Théoret, Raymond
- In:
Economic modelling
78
(
2019
),
pp. 73-97
Persistent link: https://www.econbiz.de/10012198849
Saved in:
8
Return transmission and asymmetric volatility spillovers between oil futures and oil equities : new DCC-MEGARCH analyses
Tsuji, Chikashi
- In:
Economic modelling
74
(
2018
),
pp. 167-185
Persistent link: https://www.econbiz.de/10012101322
Saved in:
9
Can volume predict Bitcoin returns and volatility? : a quantiles-based approach
Balcilar, Mehmet
;
Bouri, Elie
;
Gupta, Rangan
;
Roubaud, David
- In:
Economic modelling
64
(
2017
),
pp. 74-81
Persistent link: https://www.econbiz.de/10011756479
Saved in:
10
Return and volatility spillovers effects : evaluating the impact of Shanghai-Hong Kong Stock Connect
Huo, Rui
;
Ahmed, Abdullahi Dahir
- In:
Economic modelling
61
(
2017
),
pp. 260-272
Persistent link: https://www.econbiz.de/10011736875
Saved in:
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