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Search: subject_exact:"GARCH model"
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77
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Applied economics letters
Energy economics
253
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177
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155
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147
International review of financial analysis
144
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132
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125
The North American journal of economics and finance : a journal of financial economics studies
123
International review of economics & finance : IREF
120
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Economics letters
109
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107
Applied financial economics
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International journal of forecasting
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International Journal of Energy Economics and Policy : IJEEP
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
56
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
54
International journal of finance & economics : IJFE
51
International journal of economics and financial issues : IJEFI
49
Econometric reviews
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Journal of international money and finance
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Review of quantitative finance and accounting
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CREATES research paper
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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ECONIS (ZBW)
77
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61
Effects of Japanese intervention on yen/dollar exchange rate volatility : a conditional jump dynamics approach
Wan, Jer-Yuh
;
Kao, Chung-Wei
- In:
Applied economics letters
17
(
2010
)
4/6
,
pp. 367-373
Persistent link: https://www.econbiz.de/10003979494
Saved in:
62
Volatility forecasting for crude oil futures
Marzo, Massimiliano
;
Zagaglia, Paolo
- In:
Applied economics letters
17
(
2010
)
16/18
,
pp. 1587-1599
Persistent link: https://www.econbiz.de/10009232176
Saved in:
63
Modelling Fiji-US exchange rate volatility
Narayan, Paresh Kumar
;
Narayan, Seema
;
Prasad, Arti
- In:
Applied economics letters
16
(
2009
)
7/9
,
pp. 831-834
Persistent link: https://www.econbiz.de/10003855049
Saved in:
64
Dynamic hedging performance with the evaluation of multivariate GARCH models : evidence from KOSTAR index futures
Moon, Gyu-hyen
;
Yu, Wei-choun
;
Hong, Chung-hyo
- In:
Applied economics letters
16
(
2009
)
7/9
,
pp. 913-919
Persistent link: https://www.econbiz.de/10003855529
Saved in:
65
On the multivariate EGARCH model
Jane, Ten-Der
;
Ding, Cherng G.
- In:
Applied economics letters
16
(
2009
)
16/18
,
pp. 1757-1761
Persistent link: https://www.econbiz.de/10003932399
Saved in:
66
The effect of an interest-free banking system on level and volatility of inflation : a GARCH model
Eslamloueyan, Karim
- In:
Applied economics letters
15
(
2008
)
10/12
,
pp. 879-882
Persistent link: https://www.econbiz.de/10003785779
Saved in:
67
Estimating portfolio value-at-risk via dynamic conditional correlation MGARCH model : an empirical study on foreign exchange rates
Hsu Ku, Yuan-Hung
;
Wang, Jai Jen
- In:
Applied economics letters
15
(
2008
)
7/9
,
pp. 533-538
Persistent link: https://www.econbiz.de/10003741298
Saved in:
68
Normal log-normal mixture, leptokurtosis and skewness
Yang, Minxian
- In:
Applied economics letters
15
(
2008
)
7/9
,
pp. 737-742
Persistent link: https://www.econbiz.de/10003741693
Saved in:
69
On the application of the dynamic conditional correlation model in estimating optimal time-varying hedge ratios
Ku, Yuan-hung Hsu
;
Chen, Ho-chyuan
;
Chen, Kuang-hua
- In:
Applied economics letters
14
(
2007
)
7/9
,
pp. 503-509
Persistent link: https://www.econbiz.de/10003512160
Saved in:
70
Nonlinear relationship between inflation and inflation uncertainty in Taiwan
Chen, Shyh-wei
;
Shen, Chung-hua
;
Xie, Zixiong
- In:
Applied economics letters
13
(
2006
)
8
,
pp. 529-533
Persistent link: https://www.econbiz.de/10003348054
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