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~isPartOf:"Applied financial economics"
~isPartOf:"Journal of financial econometrics"
~subject:"Theorie"
~subject:"Volatilität"
~subject:"Welt"
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Search: subject_exact:"ARCH-Modell"
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ARCH model
135
ARCH-Modell
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40
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McMillan, David G.
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Applied financial economics
Journal of financial econometrics
Energy economics
241
Finance research letters
168
Applied economics
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Economic modelling
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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
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Research in international business 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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91
Hedging interest rate risk with multivariate GARCH
Rossi, Eduardo
;
Zucca, Claudio
- In:
Applied financial economics
12
(
2002
)
4
,
pp. 241-251
Persistent link: https://www.econbiz.de/10001671106
Saved in:
92
Financial liberalization and stock market volatility in selected developing countries
Kassimatis, Konstantinos
- In:
Applied financial economics
12
(
2002
)
6
,
pp. 389-394
Persistent link: https://www.econbiz.de/10001671111
Saved in:
93
Margin requirements, positive feedback trading, and stock return autocorrelations : the case of Japan
Watanabe, Toshiaki
- In:
Applied financial economics
12
(
2002
)
6
,
pp. 395-403
Persistent link: https://www.econbiz.de/10001671112
Saved in:
94
Generalized asymmetric power ARCH modelling of exchange rate volatility
McKenzie, Michael D.
;
Mitchell, Heather
- In:
Applied financial economics
12
(
2002
)
8
,
pp. 555-564
Persistent link: https://www.econbiz.de/10001677011
Saved in:
95
Modelling the volatility in East European emerging stock markets : evidence on Hungary and Poland
Poshakwale, Sunil S.
;
Murinde, Victor
- In:
Applied financial economics
11
(
2001
)
4
,
pp. 445-456
Persistent link: https://www.econbiz.de/10001595049
Saved in:
96
Volatility in the transition markets of Central Europe
Kasch-Haroutounian, Maria
;
Price, Simon
- In:
Applied financial economics
11
(
2001
)
1
,
pp. 93-105
Persistent link: https://www.econbiz.de/10001545401
Saved in:
97
Exchange controls and the transmission of equity market volatility : the case of the UK
Chelley-Steeley, Patricia L.
- In:
Applied financial economics
10
(
2000
)
3
,
pp. 317-327
Persistent link: https://www.econbiz.de/10001526295
Saved in:
98
Heteroscedasticity in stock returns data revisited : volume versus GARCH effects
Omran, M. F.
;
McKenzie, Eddie
- In:
Applied financial economics
10
(
2000
)
5
,
pp. 553-560
Persistent link: https://www.econbiz.de/10001527054
Saved in:
99
The volatility of US term structure term premia 1952 - 1991
Henry, Ólan Thomas John
- In:
Applied financial economics
9
(
1999
)
3
,
pp. 263-271
Persistent link: https://www.econbiz.de/10001454511
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