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~isPartOf:"Econometric theory"
~subject:"Kapitaleinkommen"
~subject:"Portfolio-Management"
~subject:"Theorie"
~subject:"Welt"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Textbook"
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Kapitaleinkommen
Portfolio-Management
Theorie
Welt
ARCH model
73
ARCH-Modell
73
Theory
37
Estimation theory
35
Schätztheorie
35
Time series analysis
10
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10
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6
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6
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5
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Aufsatz in Zeitschrift
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Saikkonen, Pentti
4
He, Changli
3
Kokoszka, Piotr
3
Linton, Oliver
3
Meitz, Mika
3
Teräsvirta, Timo
3
Francq, Christian
2
Giraitis, Liudas
2
Hong, Yongmiao
2
Horváth, Lajos
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Leipus, Remigijus
2
Ling, Shiqing
2
McAleer, Michael
2
Rahbek, Anders
2
Zakoïan, Jean-Michel
2
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1
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1
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1
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1
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Malmsten, Hans
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Econometric theory
Energy economics
128
Finance research letters
100
Journal of empirical finance
91
Applied economics
82
International review of financial analysis
80
Economic modelling
75
Research in international business and finance
73
The North American journal of economics and finance : a journal of financial economics studies
73
Journal of econometrics
70
International journal of forecasting
66
International review of economics & finance : IREF
66
Journal of banking & finance
65
Journal of international financial markets, institutions & money
61
Journal of forecasting
55
Economics letters
49
Journal of risk and financial management : JRFM
49
Applied economics letters
44
The European journal of finance
43
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
41
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
40
Journal of financial econometrics : official journal of the Society for Financial Econometrics
35
Applied financial economics
34
International Journal of Energy Economics and Policy : IJEEP
32
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
31
Econometric reviews
30
Journal of applied econometrics
27
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
26
International journal of finance & economics : IJFE
25
Journal of financial econometrics
25
Review of quantitative finance and accounting
25
Journal of international money and finance
24
Quantitative finance
24
International journal of economics and financial issues : IJEFI
23
Cogent economics & finance
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International journal of economics and finance
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Journal of risk
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Computational economics
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Pacific-Basin finance journal
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ECONIS (ZBW)
37
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1
On the stationarity of dynamic conditional correlation models
Fermanian, Jean-David
;
Malongo, Hassan
- In:
Econometric theory
33
(
2017
)
3
,
pp. 636-663
Persistent link: https://www.econbiz.de/10011810178
Saved in:
2
Weak diffusion limits of dynamic conditional correlation models
Hafner, Christian M.
;
Laurent, Sébastien
;
Violante, …
- In:
Econometric theory
33
(
2017
)
3
,
pp. 691-716
Persistent link: https://www.econbiz.de/10011810186
Saved in:
3
Adaptive long memory testing under heteroskedasticity
Harris, David
;
Kew, Hsein
- In:
Econometric theory
33
(
2017
)
3
,
pp. 755-778
Persistent link: https://www.econbiz.de/10011810197
Saved in:
4
Detecting for smooth structural changes in GARCH models
Chen, Bin
;
Hong, Yongmiao
- In:
Econometric theory
32
(
2016
)
3
,
pp. 740-791
Persistent link: https://www.econbiz.de/10011606827
Saved in:
5
A nonparametric goodness-of-fit-based test for conditional heteroskedasticity
Su, Liangjun
;
Ullah, Aman
- In:
Econometric theory
29
(
2013
)
1
,
pp. 187-212
Persistent link: https://www.econbiz.de/10009747860
Saved in:
6
QML estimation of a class of multivariate asymmetric GARCH models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Econometric theory
28
(
2012
)
1
,
pp. 179-206
Persistent link: https://www.econbiz.de/10009520966
Saved in:
7
Parameter estimation in nonlinear AR-GARCH models
Meitz, Mika
;
Saikkonen, Pentti
- In:
Econometric theory
27
(
2011
)
6
,
pp. 1236-1278
Persistent link: https://www.econbiz.de/10009489714
Saved in:
8
Estimation for a nonstationary semi-strong GARCH (1,1) model with heavy-tailed errors
Linton, Oliver
;
Pan, Jiazhu
;
Wang, Hui
- In:
Econometric theory
26
(
2010
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10003968440
Saved in:
9
On the relation between the vec and BEKK multivariate GARCH models
Stelzer, Robert
- In:
Econometric theory
24
(
2008
)
4
,
pp. 1131-1136
Persistent link: https://www.econbiz.de/10003736871
Saved in:
10
Ergodicity, mixing, and existence of moments of a class of Markov models with applications to GARCH and ACD models
Meitz, Mika
;
Saikkonen, Pentti
- In:
Econometric theory
24
(
2008
)
5
,
pp. 1291-1320
Persistent link: https://www.econbiz.de/10003748759
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