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~isPartOf:"Applied financial economics"
~source:"econis"
~subject:"ARCH model"
~subject:"Australien"
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ARCH model
Australien
Estimation
444
Schätzung
444
USA
385
United States
385
Capital income
355
Kapitaleinkommen
355
Theorie
330
Theory
330
Börsenkurs
324
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324
Aktienmarkt
298
Stock market
298
Volatility
265
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265
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198
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198
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111
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95
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80
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78
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78
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77
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76
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Type of publication
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Article
182
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182
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182
Systematic review
1
Übersichtsarbeit
1
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English
182
Author
All
Faff, Robert W.
13
Brooks, Robert
8
Allen, David E.
4
Chan, Howard Wei-hong
4
Batten, Jonathan A.
3
McMillan, David G.
3
Roca, Eduardo
3
Speight, Alan E. H.
3
Bhar, Ramaprasad
2
Bollen, Bernard
2
Chiang, Min-Hsien
2
Choudhry, Taufiq
2
Coleman, Les
2
Degiannakis, Stavros
2
Dijk, Dick van
2
Easton, Stephen Andrew
2
Fry, Tim R. L.
2
Groenewold, Nicolaas
2
Hamori, Shigeyuki
2
Hatemi-J, Abdulnasser
2
Huang, Han-Ching
2
Kearney, Colm
2
Lee, Hsiang-tai
2
Lee, John H. H.
2
Lim, Guay C.
2
Loudon, Geoffrey F.
2
McKenzie, Michael D.
2
Sharpe, Ian G.
2
Silvapulle, Paramsothy
2
Smyth, Russell
2
Su, Yong-chern
2
Tawadros, George B.
2
Veeraraghavan, Madhu
2
Wong, Wing Keung
2
Yang, Lu
2
Abad, Pilar
1
Adam, Christopher M.
1
Adrangi, Bahram
1
Ahn, Eun S.
1
Ajmi, Ahdi Noomen
1
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Applied financial economics
Economic papers : a journal of applied economics and policy
488
Applied economics
381
Energy economics
351
Australian journal of labour economics : a journal of labour economics and labour relations ; official journal of the Australian Society of Labour Economists
281
The Australian journal of agricultural economics
268
Research paper / University of Melbourne, Department of Economics
218
Quarterly review of agricultural economics
214
Economics letters
170
International review of economics & finance : IREF
149
The Australian journal of agricultural and resource economics
147
Discussion paper series / IZA
146
Discussion paper / Department of Economics, The University of Western Australia
143
The North American journal of economics and finance : a journal of financial economics studies
129
Discussion paper / School of Economics, The University of New South Wales
121
Working paper
121
Applied economics letters
118
Working paper series / School of Economics and Finance, Curtin University of Technology
113
Working papers in economics
109
Discussion paper / Centre for Economic Policy Research, Australian National University
105
Discussion papers in economics, finance and international competitiveness
92
Working papers
90
Department of Economics discussion papers / The University of Queensland
89
Working paper series
87
Research report or occasional paper / Department of Economics, The University of Newcastle, NSW
84
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
82
Discussion paper / The University of Western Australia, Business School, Economics
81
International Journal of Energy Economics and Policy : IJEEP
81
Economics working paper series ...
69
Working papers in economics and econometrics
69
Review of marketing and agricultural economics
67
The economic record : er
66
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
65
Department of Economics seminar paper / Monash University
62
International journal of economics and finance
62
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
61
School of Accounting, Finance and Economics & FEMARC working paper series
59
Working paper / Bureau of Industry Economics
58
International journal of finance & economics : IJFE
56
School of Economics discussion papers series
56
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ECONIS (ZBW)
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1
The security market plane
Bollen, Bernard
- In:
Applied financial economics
20
(
2010
)
13/15
,
pp. 1231-1240
Persistent link: https://www.econbiz.de/10009010289
Saved in:
2
Execution costs of dual listed Australian stocks
Rath, Subhrendu
- In:
Applied financial economics
17
(
2007
)
4/6
,
pp. 379-389
Persistent link: https://www.econbiz.de/10003446040
Saved in:
3
Dynamic dependencies between the Tunisian stock market and other international stock markets : GARCH-EVT-Copula approach
Chebbi, A.
;
Hedhli, A.
- In:
Applied financial economics
24
(
2014
)
16/18
,
pp. 1215-1228
Persistent link: https://www.econbiz.de/10010418906
Saved in:
4
Volatility forecasting performance of two-scale realized volatility
Garg, S.
;
Vipul
- In:
Applied financial economics
24
(
2014
)
16/18
,
pp. 1111-1121
Persistent link: https://www.econbiz.de/10010418949
Saved in:
5
The Black-Litterman model : the definition of views based on volatility forecasts
Duqi, Andi
;
Franci, Leonardo
;
Torluccio, Giuseppe
- In:
Applied financial economics
24
(
2014
)
19/21
,
pp. 1285-1296
Persistent link: https://www.econbiz.de/10010460181
Saved in:
6
Volatility transmission across currencies and stock markets : GIIPS in crisis
Andrikopulos, Andreas A.
;
Samitas, Aristeidis
; …
- In:
Applied financial economics
24
(
2014
)
19/21
,
pp. 1261-1283
Persistent link: https://www.econbiz.de/10010460183
Saved in:
7
Gold prices and exchange rates : a time-varying copula analysis
Yang, Lu
;
Hamori, Shigeyuki
- In:
Applied financial economics
24
(
2014
)
1/3
,
pp. 41-50
Persistent link: https://www.econbiz.de/10010389374
Saved in:
8
Financial instability and the short-term dynamics of volatility expectations
Maghrebi, Nabil
;
Holmes, Mark J.
;
Oya, Kosuke
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 377-395
Persistent link: https://www.econbiz.de/10010399697
Saved in:
9
Forecasting stock return volatility at the quarterly frequency : an evaluation of time series approaches
Reeves, Jonathan J.
;
Xie, Xuan
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 347-356
Persistent link: https://www.econbiz.de/10010399705
Saved in:
10
Interest-rate volatility and volatility transmission in nine Latin American countries
Hegerty, Scott W.
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 927-937
Persistent link: https://www.econbiz.de/10010410391
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