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~isPartOf:"Applied economics"
~isPartOf:"Journal of empirical finance"
~subject:"ARCH-Modell"
~subject:"Bootstrap-Verfahren"
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ARCH-Modell
Bootstrap-Verfahren
Estimation
183
Schätzung
183
Regression analysis
174
Regressionsanalyse
174
Theorie
146
Theory
146
Nichtparametrisches Verfahren
84
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Barros, Carlos Pestana
2
Bauwens, Luc
2
Coronado, Semei
2
Fong, Wai-mun
2
Hatemi-J, Abdulnasser
2
Kim, Jong-Min
2
Löthgren, Mickael
2
Roca, Eduardo
2
Romero, Rafael
2
Tambour, Magnus
2
Wolf, Michael
2
Ajmi, Ahdi Noomen
1
Allen, David E.
1
Aragó Manzana, Vicent
1
Assaf, A. Georges
1
Astill, Sam
1
Ayadi, Mohamed A.
1
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1
Bertail, Patrice
1
Botti, Laurent
1
Bu, Ruijun
1
Cabrera, Gustavo
1
Cahan, Jared M.
1
Cahan, Rochester H.
1
Caillavet, France
1
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1
Chan, Chia-ying
1
Chang, Tsangyao
1
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1
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1
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1
Cuthbertson, Keith
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Dark, Jonathan
1
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1
De Backer, Bruno
1
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Applied economics
Journal of empirical finance
Journal of econometrics
225
Economics letters
85
Econometric reviews
81
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
75
CEMMAP working papers / Centre for Microdata Methods and Practice
66
Econometric theory
58
Discussion paper / Tinbergen Institute
56
Economic modelling
51
International journal of forecasting
44
The econometrics journal
42
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
39
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
38
Queen's Economics Department working paper
38
Applied economics letters
31
CREATES research paper
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Energy economics
31
Journal of forecasting
31
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
31
Cowles Foundation discussion paper
30
Discussion papers of interdisciplinary research project 373
30
Journal of banking & finance
30
Computational economics
28
Working paper
27
Working paper / Department of Econometrics and Business Statistics, Monash University
27
Discussion paper / Center for Economic Research, Tilburg University
26
Finance research letters
26
Journal of applied econometrics
25
European journal of operational research : EJOR
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
22
Econometrics : open access journal
22
Cardiff economics working papers
21
Cowles Foundation Discussion Paper
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Econometric Institute research papers
20
The North American journal of economics and finance : a journal of financial economics studies
19
Discussion paper / Centre for Economic Policy Research
18
Journal of productivity analysis
18
Research in international business and finance
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ECONIS (ZBW)
80
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1
Equity markets volatility clustering : a multiscale analysis of intraday and overnight returns
Zhao, Xiaojun
;
Zhang, Na
;
Zhang, Yali
;
Xu, Chao
;
Shang, …
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-
Persistent link: https://www.econbiz.de/10014578531
Saved in:
2
Using covariates to improve the efficacy of univariate bubble detection methods
Astill, Sam
;
Taylor, Robert
;
Kellard, Neil
;
Korkos, Ioannis
- In:
Journal of empirical finance
70
(
2023
),
pp. 342-366
Persistent link: https://www.econbiz.de/10014423733
Saved in:
3
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:
4
Testing rebalancing strategies for stock-bond portfolios across different asset allocations
Dichtl, Hubert
;
Drobetz, Wolfgang
;
Wambach, Martin
- In:
Applied economics
48
(
2016
)
7/9
,
pp. 772-788
Persistent link: https://www.econbiz.de/10011414025
Saved in:
5
Using, taming or avoiding the factor zoo? : a double-shrinkage estimator for covariance matrices
De Nard, Gianluca
;
Zhao, Zhao
- In:
Journal of empirical finance
72
(
2023
),
pp. 23-35
Persistent link: https://www.econbiz.de/10014476795
Saved in:
6
The contribution of jump signs and activity to forecasting stock price volatility
Bu, Ruijun
;
Hizmeri, Rodrigo
;
Izzeldin, Marwan
;
Murphy, …
- In:
Journal of empirical finance
70
(
2023
),
pp. 144-164
Persistent link: https://www.econbiz.de/10014423623
Saved in:
7
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:
8
Variation in standard errors in event-study design : insights from empirical studies and simulations
Li, Yang
- In:
Applied economics
55
(
2023
)
5
,
pp. 518-530
Persistent link: https://www.econbiz.de/10013494437
Saved in:
9
Oil shocks and stock volatility : new evidence via a Bayesian, graph-based VAR approach
Yin, Libo
;
Ma, Xiyuan
- In:
Applied economics
52
(
2020
)
11
,
pp. 1163-1180
Persistent link: https://www.econbiz.de/10012197521
Saved in:
10
Testing for explosive bubbles in the presence of autocorrelated innovations
Pedersen, Thomas Quistgaard
;
Montes Schütte, Erik Christian
- In:
Journal of empirical finance
58
(
2020
),
pp. 207-225
Persistent link: https://www.econbiz.de/10012430675
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