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~isPartOf:"Economic modelling"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"Bauwens, Luc"
~person:"Belkhouja, Mustapha"
~person:"Conrad, Christian"
~person:"Gallo, Giampiero M."
~person:"Gupta, Rangan"
~person:"Nam, Kiseok"
~subject:"Share price"
~type:"article"
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Search: subject_exact:"ARCH model"
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Share price
ARCH model
15
ARCH-Modell
15
Volatility
10
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10
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8
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8
Aktienmarkt
5
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5
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1926-1997
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Bauwens, Luc
Belkhouja, Mustapha
Conrad, Christian
Gallo, Giampiero M.
Gupta, Rangan
Nam, Kiseok
Jayawardena, Nirodha I.
2
Karanasos, Menelaos
2
Kumar, Dilip
2
Li, Bin
2
Maheswaran, S.
2
Min, Hong-ghi
2
Su, Jen-je
2
Teräsvirta, Timo
2
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2
Alexandre, Fernando
1
Ali, Faek Menla
1
Amado, Cristina
1
Amanjot Singh
1
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1
Aslanidis, Nektarios
1
Balcilar, Mehmet
1
Baumöhl, Eduard
1
Baç~ao, Pedro
1
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1
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1
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1
Bohl, Martin T.
1
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1
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1
Chow, William W.
1
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1
Davidson, James E. H.
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Economic modelling
Journal of empirical finance
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Economics letters
2
International journal of forecasting
2
International review of financial analysis
2
Research in international business and finance
2
The North American journal of economics and finance : a journal of financial economics studies
2
Applied economics
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Australian economic papers
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Defence and peace economics
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Economics and Business Letters : EBL
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Emerging markets, finance and trade : EMFT
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of economics and finance
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Journal of risk and financial management : JRFM
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Pacific-Basin finance journal
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Review of quantitative finance and accounting
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The European journal of finance
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The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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ECONIS (ZBW)
4
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1
Can volume predict Bitcoin returns and volatility? : a quantiles-based approach
Balcilar, Mehmet
;
Bouri, Elie
;
Gupta, Rangan
;
Roubaud, David
- In:
Economic modelling
64
(
2017
),
pp. 74-81
Persistent link: https://www.econbiz.de/10011756479
Saved in:
2
On the macroeconomic determinants of long-term volatilities and correlations in US stock and crude oil markets
Conrad, Christian
;
Stürmer, Karin
;
Rittler, Daniel
- In:
Journal of empirical finance
29
(
2014
),
pp. 26-40
Persistent link: https://www.econbiz.de/10011300507
Saved in:
3
Multivariate fractionally integrated APARCH modeling of stock market volatility : a multi-country study
Conrad, Christian
;
Karanasos, Menelaos
;
Zeng, Ning
- In:
Journal of empirical finance
18
(
2011
)
1
,
pp. 147-159
Persistent link: https://www.econbiz.de/10009301149
Saved in:
4
A component GARCH model with time varying weights
Bauwens, Luc
;
Storti, Giuseppe
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
13
(
2009
)
2
,
pp. 1-31
Persistent link: https://www.econbiz.de/10009513593
Saved in:
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