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~isPartOf:"Journal of international money and finance"
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Search: subject:"ARCH model"
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ARCH model
93
ARCH-Modell
93
Volatility
49
Volatilität
49
Theorie
39
Theory
39
Estimation
24
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24
Time series analysis
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Aufsatz in Zeitschrift
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93
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Caporale, Guglielmo Maria
3
Caporin, Massimiliano
3
McAleer, Michael
3
Teräsvirta, Timo
3
Ali, Faek Menla
2
Fountas, Stilianos
2
Iglesias, Emma M.
2
Jawadi, Fredj
2
Li, Wai Keung
2
Phillips, Garry D. A.
2
Spagnolo, Nicola
2
Alexander, Carol
1
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1
Aloui, Riadh
1
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1
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1
Anyfantaki, Sofia
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Asai, Manabu
1
Aïssa, Ben
1
Baruník, Jozef
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1
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Bu, Ruijun
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Econometric reviews
Journal of international money and finance
Energy economics
260
Finance research letters
198
Applied economics
163
Economic modelling
155
Journal of econometrics
146
International review of financial analysis
144
Journal of empirical finance
134
International review of economics & finance : IREF
125
Research in international business and finance
125
The North American journal of economics and finance : a journal of financial economics studies
123
Journal of banking & finance
113
Economics letters
109
Journal of international financial markets, institutions & money
107
Applied financial economics
101
International journal of forecasting
96
Journal of risk and financial management : JRFM
88
Journal of forecasting
87
Applied economics letters
79
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
76
The European journal of finance
74
The journal of futures markets
74
Econometric theory
73
Journal of financial econometrics : official journal of the Society for Financial Econometrics
65
International Journal of Energy Economics and Policy : IJEEP
63
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
63
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
International journal of economics and finance
45
Review of quantitative finance and accounting
44
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
42
Journal of risk
42
The econometrics journal
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Pacific-Basin finance journal
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ECONIS (ZBW)
93
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71
Inflation, output growth, and nominal and real uncertainty : empirical evidence for the G7
Fountas, Stilianos
;
Karanasos, Menelaos
- In:
Journal of international money and finance
26
(
2007
)
2
,
pp. 229-250
Persistent link: https://www.econbiz.de/10003429334
Saved in:
72
Variance (non) causality in multivariate GARCH
Caporin, Massimiliano
- In:
Econometric reviews
26
(
2007
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10003509003
Saved in:
73
Bayesian clustering of many GARCH models
Bauwens, Luc
;
Rombouts, Jeroen V. K.
- In:
Econometric reviews
26
(
2007
)
2
,
pp. 365-386
Persistent link: https://www.econbiz.de/10003509134
Saved in:
74
On the returns generating process and the profitability of trading rules in emerging capital markets
Hatgioannides, John
;
Mesomeris, Spyros
- In:
Journal of international money and finance
26
(
2007
)
6
,
pp. 948-973
Persistent link: https://www.econbiz.de/10003515466
Saved in:
75
Asymptotic and bootstrap inference for AR (∞) processes with conditional heteroskedasticity
Gonçalves, Sílvia
;
Kilian, Lutz
- In:
Econometric reviews
26
(
2007
)
6
,
pp. 609-641
Persistent link: https://www.econbiz.de/10003605816
Saved in:
76
Varying the VaR for unconditional and conditional environments
Cotter, John
- In:
Journal of international money and finance
26
(
2007
)
8
,
pp. 1338-1354
Persistent link: https://www.econbiz.de/10003612273
Saved in:
77
A comparison of the runs test for volatility forecastability and the LM test for GARCH using aggregated returns
Ulu, Yasemin
- In:
Econometric reviews
26
(
2007
)
5
,
pp. 557-566
Persistent link: https://www.econbiz.de/10003549312
Saved in:
78
The effectiveness of central bank intervention in the EMS : the post 1993 experience
Brandner, Peter
;
Grech, Harald
;
Stix, Helmut
- In:
Journal of international money and finance
25
(
2006
)
4
,
pp. 580-597
Persistent link: https://www.econbiz.de/10003336483
Saved in:
79
The Copula-GARCH model of conditional dependencies : an international stock market application
Jondeau, Eric
;
Rockinger, Michael
- In:
Journal of international money and finance
25
(
2006
)
5
,
pp. 827-853
Persistent link: https://www.econbiz.de/10003405036
Saved in:
80
Volatility linkages across three major equity markets : a financial arbitrage approach
Cifarelli, Giulio
;
Paladino, Giovanna
- In:
Journal of international money and finance
24
(
2005
)
3
,
pp. 413-439
Persistent link: https://www.econbiz.de/10002738497
Saved in:
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