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~subject:"Volatilität"
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Search: subject:"ARCH model"
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Volatilität
ARCH model
47
ARCH-Modell
47
Theorie
25
Theory
25
Volatility
22
Estimation theory
15
Schätztheorie
15
Time series analysis
15
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McAleer, Michael
3
Teräsvirta, Timo
3
Caporin, Massimiliano
2
Jawadi, Fredj
2
Alexander, Carol
1
Alghalith, Moawia
1
Amado, Cristina
1
Asai, Manabu
1
Bermudez, P. de Zea
1
Bordignon, Silvano
1
Bu, Ruijun
1
Catani, Paul
1
Chan, Felix
1
Christodoulakis, George A.
1
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1
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1
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1
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1
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1
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1
Hoti, Suhejla
1
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1
Kwan, W.
1
Laurini, Fabrizio
1
Lazar, Emese
1
Li, Qi
1
Li, Wai Keung
1
Li, Yuyi
1
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1
Louhichi, Waël
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Martinet, Guillaume Gaetan
1
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1
Mittnik, Stefan
1
Ng, K. W.
1
Paruolo, Paolo
1
Pigorsch, Christian
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1
Psaradakis, Zacharias G.
1
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Econometric reviews
Energy economics
218
Finance research letters
149
International review of financial analysis
110
Economic modelling
108
Applied economics
105
The North American journal of economics and finance : a journal of financial economics studies
101
International review of economics & finance : IREF
97
Journal of empirical finance
92
Research in international business and finance
91
Journal of international financial markets, institutions & money
73
Journal of risk and financial management : JRFM
69
Journal of econometrics
66
International journal of forecasting
64
Applied financial economics
60
Journal of forecasting
57
Journal of banking & finance
55
Economics letters
52
Applied economics letters
51
International Journal of Energy Economics and Policy : IJEEP
49
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
45
International journal of finance & economics : IJFE
42
The journal of futures markets
42
The European journal of finance
40
Journal of financial econometrics : official journal of the Society for Financial Econometrics
39
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
38
International journal of economics and financial issues : IJEFI
33
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
32
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
30
International journal of economics and finance
30
Cogent economics & finance
29
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
29
Pacific-Basin finance journal
28
Review of quantitative finance and accounting
28
The empirical economics letters : a monthly international journal of economics
28
Journal of international money and finance
27
Journal of financial econometrics
25
Quantitative finance
25
Financial innovation : FIN
22
Global business review
22
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ECONIS (ZBW)
22
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1
Forecasting crude oil price intervals and return volatility via autoregressive conditional interval models
He, Yanan
;
Han, Ai
;
Hong, Yongmiao
;
Sun, Yuying
;
Wang, …
- In:
Econometric reviews
40
(
2021
)
6
,
pp. 584-606
Persistent link: https://www.econbiz.de/10012624525
Saved in:
2
The continuous limit of weak GARCH
Alexander, Carol
;
Lazar, Emese
- In:
Econometric reviews
40
(
2021
)
2
,
pp. 197-216
Persistent link: https://www.econbiz.de/10012483807
Saved in:
3
A multifactor transformed diffusion model with applications to VIX and VIX futures
Bu, Ruijun
;
Jawadi, Fredj
;
Li, Yuyi
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 27-53
Persistent link: https://www.econbiz.de/10012181537
Saved in:
4
Forecasting energy futures volatility with threshold augmented heterogeneous autoregressive jump models
Jawadi, Fredj
;
Ftiti, Zied
;
Louhichi, Waël
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 54-70
Persistent link: https://www.econbiz.de/10012181540
Saved in:
5
Data cloning estimation for asymmetric stochastic volatility models
Bermudez, P. de Zea
;
Marín, J. Miguel
;
Veiga, Helena
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 1057-1074
Persistent link: https://www.econbiz.de/10012406209
Saved in:
6
On the invertibility of EGARCH(p, q)
Martinet, Guillaume Gaetan
;
McAleer, Michael
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 824-849
Persistent link: https://www.econbiz.de/10012040413
Saved in:
7
Specification and testing of multiplicative time-varying GARCH models with applications
Amado, Cristina
;
Teräsvirta, Timo
- In:
Econometric reviews
36
(
2017
)
4
,
pp. 421-446
Persistent link: https://www.econbiz.de/10011795239
Saved in:
8
A Lagrange multiplier test for testing the adequacy of constant conditional correlation GARCH model
Catani, Paul
;
Teräsvirta, Timo
;
Yin, Meiqun
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 599-621
Persistent link: https://www.econbiz.de/10011795292
Saved in:
9
Estimating the stock/portfolio volatility and the volatility of volatility : a new simple method
Alghalith, Moawia
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 257-262
Persistent link: https://www.econbiz.de/10011549920
Saved in:
10
GARCH model estimation using estimated quadratic variation
Galbraith, John W.
;
Zinde-Walsh, Victoria
;
Zhu, Jingmei
- In:
Econometric reviews
34
(
2015
)
6/10
,
pp. 1172-1192
Persistent link: https://www.econbiz.de/10011483454
Saved in:
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