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~isPartOf:"Applied financial economics"
~isPartOf:"Journal of empirical finance"
~subject:"Börsenkurs"
~subject:"Correlation"
~subject:"Estimation"
~subject:"United States"
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Search: subject_exact:"Generalized autoregressive conditional heteroscedasticity"
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Börsenkurs
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United States
ARCH model
233
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Volatility
151
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151
Capital income
71
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Clements, Adam
2
Conrad, Christian
2
Dark, Jonathan
2
Degiannakis, Stavros
2
Dijk, Dick van
2
Fałdziński, Marcin
2
Fiszeder, Piotr
2
Hung, Jui-cheng
2
Karanasos, Menelaos
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Lee, Hsiang-tai
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Lucas, André
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Malik, Farooq
2
Mazouz, Khelifa
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2
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1
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Applied financial economics
Journal of empirical finance
Energy economics
111
Applied economics
104
Finance research letters
97
International review of financial analysis
89
International review of economics & finance : IREF
86
Economic modelling
85
Research in international business and finance
74
The North American journal of economics and finance : a journal of financial economics studies
71
Journal of international financial markets, institutions & money
69
Journal of banking & finance
60
Journal of econometrics
52
Journal of risk and financial management : JRFM
51
Applied economics letters
50
The journal of futures markets
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Economics letters
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Discussion paper / Tinbergen Institute
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International journal of forecasting
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
40
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
35
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International Journal of Energy Economics and Policy : IJEEP
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International journal of economics and financial issues : IJEFI
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Econometric Institute research papers
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International journal of economics and finance
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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The empirical economics letters : a monthly international journal of economics
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ECONIS (ZBW)
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81
Do common volatility models capture cyclical behaviour in volatility?
Clements, Adam
;
Collet, Jérôme
- In:
Applied financial economics
18
(
2008
)
7/9
,
pp. 599-604
Persistent link: https://www.econbiz.de/10003739247
Saved in:
82
Testing for structural breaks in GARCH models
Smith, Daniel R.
- In:
Applied financial economics
18
(
2008
)
10/12
,
pp. 845-862
Persistent link: https://www.econbiz.de/10003739446
Saved in:
83
Hourly index return autocorrelation and conditional volatility in an EAR-GJR-GARCH model with generalized error distribution
Chen, Carl R.
;
Su, Yuli
;
Huang, Ying
- In:
Journal of empirical finance
15
(
2008
)
4
,
pp. 789-798
Persistent link: https://www.econbiz.de/10003759773
Saved in:
84
Estimating stock market volatility using asymmetric GARCH models
Alberg, Dima
;
Shalit, Haim
;
Yosef, Rami
- In:
Applied financial economics
18
(
2008
)
13/15
,
pp. 1201-1208
Persistent link: https://www.econbiz.de/10003760244
Saved in:
85
Trade intensity in the Russian stock market : dynamics, distribution and determinants
Anatolyev, Stanislav
;
Shakin, Dmitry
- In:
Applied financial economics
17
(
2007
)
1/3
,
pp. 87-104
Persistent link: https://www.econbiz.de/10003427015
Saved in:
86
Assessing the performance of a prediction error criterion model selection algorithm in the context of ARCH models
Degiannakis, Stavros
;
Xekalaki, Evdokia
- In:
Applied financial economics
17
(
2007
)
1/3
,
pp. 149-171
Persistent link: https://www.econbiz.de/10003427036
Saved in:
87
Sampling properties of criteria for evaluating GARCH volatility forecasts
Ulu, Yasemin
- In:
Applied financial economics
17
(
2007
)
7/9
,
pp. 671-681
Persistent link: https://www.econbiz.de/10003491214
Saved in:
88
International linkages of the Chinese stock exchange : a multivariate GARCH analysis
Li, Hong
- In:
Applied financial economics
17
(
2007
)
4/6
,
pp. 285-297
Persistent link: https://www.econbiz.de/10003445979
Saved in:
89
Why are stock returns and volatility negatively correlated?
Bae, Jinho
;
Kim, Chang-jin
;
Nelson, Charles R.
- In:
Journal of empirical finance
14
(
2007
)
1
,
pp. 41-58
Persistent link: https://www.econbiz.de/10003416062
Saved in:
90
Hedging with zero-value at risk hedge ratio
Hung, Jui-cheng
;
Chiu, Chien-liang
;
Lee, Mingchih
- In:
Applied financial economics
16
(
2006
)
3
,
pp. 259-269
Persistent link: https://www.econbiz.de/10003291892
Saved in:
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