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~isPartOf:"Applied economics letters"
~isPartOf:"Applied financial economics"
~isPartOf:"Journal of financial econometrics"
~subject:"Theorie"
~subject:"Volatilität"
~subject:"Welt"
~type:"article"
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Search: subject_exact:"ARCH-Modell"
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Theorie
Volatilität
Welt
ARCH model
214
ARCH-Modell
214
Volatility
136
Estimation
72
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72
Capital income
62
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157
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McMillan, David G.
3
Speight, Alan E. H.
3
Wu, Xinyu
3
Brännäs, Kurt
2
Chiang, Min-Hsien
2
Degiannakis, Stavros
2
Diao, Xundi
2
Hansen, Peter Reinhard
2
Holmes, Mark J.
2
Ledoit, Olivier
2
Liu, Li
2
Ma, Feng
2
Morales Zumaquero, Amalia
2
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2
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2
Sosvilla-Rivero, Simón
2
Wolf, Michael
2
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2
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1
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1
Ajmi, Ahdi Noomen
1
Akgül, Işıl
1
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1
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1
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1
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1
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1
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Applied economics letters
Applied financial economics
Journal of financial econometrics
Energy economics
241
Finance research letters
168
Applied economics
129
Economic modelling
123
International review of financial analysis
123
Journal of empirical finance
113
The North American journal of economics and finance : a journal of financial economics studies
109
International review of economics & finance : IREF
104
Research in international business and finance
102
Journal of econometrics
99
Journal of international financial markets, institutions & money
83
International journal of forecasting
81
Journal of banking & finance
81
Journal of risk and financial management : JRFM
75
Economics letters
72
Journal of forecasting
70
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
57
International Journal of Energy Economics and Policy : IJEEP
54
The European journal of finance
53
Journal of financial econometrics : official journal of the Society for Financial Econometrics
50
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
47
The journal of futures markets
47
International journal of finance & economics : IJFE
44
Econometric theory
40
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
40
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
39
Journal of international money and finance
38
Econometric reviews
36
International journal of economics and financial issues : IJEFI
34
Cogent economics & finance
33
Computational economics
33
Review of quantitative finance and accounting
33
International journal of economics and finance
32
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
31
Quantitative finance
31
The empirical economics letters : a monthly international journal of economics
31
Journal of applied econometrics
30
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ECONIS (ZBW)
157
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157
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1
Volatility forecasting with machine learning and intraday commonality
Zhang, Chao
;
Zhang, Yihuang
;
Cucuringu, Mihai
;
Qian, …
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 492-530
Persistent link: https://www.econbiz.de/10014526335
Saved in:
2
The day-of-the-week effect on global stock market volatility after a market shock
Kang, Taehyeon
;
Cho, Eunyoung
- In:
Applied economics letters
31
(
2024
)
8
,
pp. 696-701
Persistent link: https://www.econbiz.de/10014557841
Saved in:
3
Forecasting RMB exchange rate volatility : do time-varying higher moments and time-varying risk aversion help?
Wu, Xinyu
;
Mei, Xueting
;
Liu, Li
- In:
Applied economics letters
31
(
2024
)
8
,
pp. 757-767
Persistent link: https://www.econbiz.de/10014557859
Saved in:
4
Impacts of economic policy uncertainty on the time-varying risk-return relationship : evidence from G7 countries
He, Zhifang
;
Zheng, Jie
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 270-274
Persistent link: https://www.econbiz.de/10014468759
Saved in:
5
Realized GARCH, CBOE VIX, and the volatility risk premium
Hansen, Peter Reinhard
;
Huang, Zhuo
;
Tong, Chen
;
Wang, …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 187-223
Persistent link: https://www.econbiz.de/10014526311
Saved in:
6
Volatility of volatility estimation : central limit theorems for the fourier transform estimator and empirical study of the daily time series stylized facts
Toscano, Giacomo
;
Livieri, Giulia
;
Mancino, Maria Elvira
; …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 252-296
Persistent link: https://www.econbiz.de/10014526318
Saved in:
7
Improving value-at-risk prediction under model uncertainty
Peng, Shige
;
Yang, Shuzhen
;
Yao, Jianfeng
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 228-259
Persistent link: https://www.econbiz.de/10013542865
Saved in:
8
Volatility bursts : a discrete-time option model with multiple volatility components
Lilla, Francesca
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 678-713
Persistent link: https://www.econbiz.de/10014314782
Saved in:
9
A new tail-based correlation measure and its application in global equity markets
Liu, Jinjing
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 959-987
Persistent link: https://www.econbiz.de/10014314844
Saved in:
10
Volatility spillovers across financial markets : the role of oil price uncertainty
Lee, Seojin
;
Kim, Young Min
- In:
Applied economics letters
30
(
2023
)
17
,
pp. 2342-2347
Persistent link: https://www.econbiz.de/10014365776
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