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~isPartOf:"Emerging markets, finance and trade : EMFT"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"Bauwens, Luc"
~person:"Beljid, Makram"
~person:"Belkhouja, Mustapha"
~person:"Conrad, Christian"
~person:"Gallo, Giampiero M."
~person:"Gupta, Rangan"
~person:"Nam, Kiseok"
~subject:"Aktienmarkt"
~subject:"Markov chain"
~subject:"Share price"
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Search: subject_exact:"ARCH model"
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Aktienmarkt
Markov chain
Share price
ARCH model
10
ARCH-Modell
10
Capital income
6
Kapitaleinkommen
6
Volatility
6
Volatilität
6
Stock market
4
Bayes-Statistik
3
Bayesian inference
3
Börsenkurs
3
Forecasting model
3
Prognoseverfahren
3
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1926-1997
2
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Asymmetric power ARCH
1
Australia
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Australien
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Business cycle
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DCC-MIDAS
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Economic growth
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Electricity price
1
Estimation theory
1
Forecasting
1
Fractional integration
1
GARCH
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Bauwens, Luc
Beljid, Makram
Belkhouja, Mustapha
Conrad, Christian
Gallo, Giampiero M.
Gupta, Rangan
Nam, Kiseok
Bu, Ruijun
2
Haas, Markus
2
Karanasos, Menelaos
2
Teräsvirta, Timo
2
Wang, Yudong
2
Wu, Chongfeng
2
Yin, Libo
2
Ali, Faek Menla
1
Amado, Cristina
1
Aragó Manzana, Vicent
1
Arize, Augustine Chuck
1
BenSaïda, Ahmed
1
Bera, Anil K.
1
Bernardi, Mauro
1
Bianchi, Michele Leonardo
1
Blazsek, Szabolcs
1
Brownlees, Christian
1
Byun, Suk Joon
1
Caglayan, Mustafa O.
1
Chan, Felix
1
Chan, Jennifer So Kuen
1
Chang, Li-Han
1
Chen Zhou
1
Cheng, Hung-Wen
1
Cheng, Jie
1
Chiang, Min-Hsien
1
Chourdakis, Kyriakos
1
Chow, William W.
1
Coakley, Jerry
1
Constantinou, Nick
1
Davidson, James E. H.
1
Degiannakis, Stavros
1
Dong, Yingjie
1
Dotsis, George
1
Díaz-Hernández, Adán
1
Ericsson, Jan
1
Fabozzi, Frank J.
1
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Emerging markets, finance and trade : EMFT
Journal of empirical finance
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Department of Economics working paper series
14
CORE discussion papers : DP
5
Economic modelling
3
International journal of forecasting
3
International review of financial analysis
3
Discussion papers / UCL, Département des Sciences Economiques
2
Economics letters
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of econometrics
2
Research in international business and finance
2
The North American journal of economics and finance : a journal of financial economics studies
2
Advanced Studies in Theoretical and Applied Econometrics
1
Advanced studies in theoretical and applied econometrics : ASTA
1
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1
Applied financial economics
1
Australian economic papers
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CIRANO - Scientific Publication
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CORE discussion paper : DP
1
CREATES research paper
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CRREP working serie 2016-09
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1
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Discussion paper / Tinbergen Institute
1
Discussion paper series / University of Heidelberg, Department of Economics
1
Economics and Business Letters : EBL
1
Economics working paper
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Emerging markets review
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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Finmap working paper
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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International review of economics & finance : IREF
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Journal of economics and finance
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Journal of risk
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Journal of risk and financial management : JRFM
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LIDAM discussion paper CORE
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Oxford bulletin of economics and statistics
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Pacific-Basin finance journal
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Review of quantitative finance and accounting
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ECONIS (ZBW)
7
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date (oldest first)
1
Are multifractal processes suited to forecasting electricity price volatility? : evidence from Australian intraday data
Segnon, Mawuli
;
Lau, Chi Keung
;
Wilfling, Bernd
;
Gupta, …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 73-98
Persistent link: https://www.econbiz.de/10013334628
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:
5
Volatility estimation via hidden Markov models
Rossi, Alessandro
;
Gallo, Giampiero M.
- In:
Journal of empirical finance
13
(
2006
)
2
,
pp. 203-230
Persistent link: https://www.econbiz.de/10003296949
Saved in:
6
The asymmetric reverting property of stock returns
Nam, Kiseok
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
6
(
2002
)
4
Persistent link: https://www.econbiz.de/10001790050
Saved in:
7
Asymmetric mean-reversion and contrarian profits : ANST-GARCH approach
Nam, Kiseok
;
Pyun, Chong-soo
;
Arize, Augustine Chuck
- In:
Journal of empirical finance
9
(
2002
)
5
,
pp. 563-588
Persistent link: https://www.econbiz.de/10001712022
Saved in:
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