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~isPartOf:"CREATES research paper"
~language:"eng"
~subject:"ARCH-Modell"
~subject:"Estimation"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Hochschulschrift"
~type_genre:"Rezension"
~type_genre:"Working Paper"
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ARCH-Modell
Estimation
Theorie
80
Theory
80
Time series analysis
63
Zeitreihenanalyse
63
Estimation theory
50
Schätztheorie
50
Schätzung
44
Forecasting model
41
Prognoseverfahren
41
Volatility
33
Volatilität
33
USA
24
United States
24
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22
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22
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20
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Risk premium
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Cointegration
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Kointegration
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VAR model
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VAR-Modell
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ARCH model
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CAPM
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Statistical test
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Statistischer Test
13
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11
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11
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Hochschulschrift
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51
Graue Literatur
51
Non-commercial literature
51
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Andreasen, Martin Møller
5
Nielsen, Morten Ørregaard
5
Teräsvirta, Timo
5
Silvennoinen, Annastiina
4
Casas, Isabel
3
Todorov, Viktor
3
Andersen, Torben
2
Engsted, Tom
2
Ergemen, Yunus Emre
2
Grassi, Stefano
2
Hillebrand, Eric
2
Johansen, Søren
2
Kang, Jian
2
Mikkelsen, Jakob Guldbæk
2
Rombouts, Jeroen V. K.
2
Stentoft, Lars
2
Veliyev, Bezirgen
2
Violante, Francesco
2
Abate, Girum Dagnachew
1
Amado, Cristina
1
Anselin, Luc
1
Aslanidis, Nektarios
1
Basse, Tobias
1
Bennedsen, Mikkel
1
Bolko, Anine E.
1
Bollerslev, Tim
1
Borup, Daniel
1
Bu, Ruijun
1
Callot, Laurent
1
Cavaliere, Giuseppe
1
Christensen, Bent Jesper
1
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1
Christiansen, Charlotte
1
Christoffersen, Peter F.
1
Dang, Mads
1
Davidson, Russell
1
Delle Monache, Davide
1
Demetrescu, Matei
1
Dias, Gustavo Fruet
1
Eriksen, Jonas Nygaard
1
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CREATES research paper
Discussion paper series / IZA
297
Working paper
178
Applied economics
157
Discussion paper / Centre for Economic Policy Research
154
Tourism economics : the business and finance of tourism and recreation
125
Applied economics letters
116
Discussion paper
109
Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
96
Economics letters
88
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
78
Journal of business economics and management
75
Global business & economics review
69
Finance and economics discussion series
68
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
67
Journal of economics & business
67
Journal of monetary economics
67
Small business economics : an entrepreneurship journal
67
Indian journal of economics & business : IJEB
64
Economics and finance working paper series
62
Working paper series / European Central Bank
59
Fisher College of Business working paper series
58
Rivista internazionale di scienze economiche e commerciali : RiSEC ; pubblicazione trimestrale
56
Journal of Asian finance, economics and business : JAFEB
55
Cardiff economics working papers
53
Discussion papers / CEPR
52
CESifo working papers
48
Energy economics
45
International journal of economics and business research
45
International review of economics & finance : IREF
44
The North American journal of economics and finance : a journal of financial economics studies
44
Discussion papers / Adam Smith Business School, University of Glasgow
43
Economics and Business Letters : EBL
43
Quarterly journal of business and economics : QJBE
42
SFB 649 discussion paper
40
Zagreb international review of economics & business
40
International journal of the economics of business
39
International business and economics research journal
38
Department of Economics working paper series
33
Kiel working paper
33
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ECONIS (ZBW)
51
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1
House price fluctuations and the
business
cycle dynamics
Abate, Girum Dagnachew
;
Anselin, Luc
-
2016
Persistent link: https://www.econbiz.de/10011447774
Saved in:
2
Expected
business
conditions and bond risk premia
Eriksen, Jonas Nygaard
-
2015
Persistent link: https://www.econbiz.de/10011343492
Saved in:
3
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
4
Betting on mean reversion in the VIX? : evidence from ETP flows
Nielsen, Ole Linnemann
;
Posselt, Anders Merrild
-
2022
-
This version: September 1, 2021
Persistent link: https://www.econbiz.de/10012816394
Saved in:
5
A neural network approach to the environmental Kuznets curve
Bennedsen, Mikkel
;
Hillebrand, Eric
;
Jensen, Sebastian
-
2022
Persistent link: https://www.econbiz.de/10013367388
Saved in:
6
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
7
The New Keynesian model and bond yields
Andreasen, Martin Møller
-
2021
Persistent link: https://www.econbiz.de/10012433979
Saved in:
8
Now- and backcasting initial claims with high-dimensional daily internet search-volume data
Borup, Daniel
;
Rapach, David E.
;
Montes Schütte, Erik …
-
2021
Persistent link: https://www.econbiz.de/10012433998
Saved in:
9
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
10
Is U.S. real output growth really non-normal? : testing distributional assumptions in time-varying location-scale models
Demetrescu, Matei
;
Kruse-Becher, Robinson
-
2021
Persistent link: https://www.econbiz.de/10012620758
Saved in:
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