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~isPartOf:"Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Risikomaß"
~subject:"Time series analysis"
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Search: subject:"ARCH-Modell"
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Risikomaß
Time series analysis
ARCH model
165
ARCH-Modell
165
Volatility
131
Volatilität
131
Capital income
63
Kapitaleinkommen
63
Estimation
58
Schätzung
58
Aktienmarkt
56
Börsenkurs
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56
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Option pricing theory
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Optionspreistheorie
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49
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Kang, Sang Hoon
4
Mensi, Walid
3
Al-Jarrah, Idries Mohammad Wanas
2
Al-Yahyaee, Khamis Hamed
2
Allen, David E.
2
Demiralay, Sercan
2
Gupta, Rangan
2
Hammoudeh, Shawkat
2
Kok Haur Ng
2
Nonejad, Nima
2
Alves, Isabel Fraga
1
Anjum, Hassan
1
Asai, Manabu
1
Aydogan, Berna
1
Baklaci, Hasan F.
1
Balcilar, Mehmet
1
Brugal, Ivan
1
Cabello, Alejandra
1
Candido, Osvaldo
1
Chaim, Pedro
1
Chan, Jennifer So Kuen
1
Chan, Jennifer So-kuen
1
Chang, Chia-Lin
1
Chang, Kuang-Liang
1
Demirer, Rıza
1
Ding, Xiaoyi
1
Fernández, Viviana
1
Ferrer, Román
1
Gallagher, Liam
1
Garvey, John
1
Gencer, Hatice Gaye
1
Gillas, Konstantinos Gkillas
1
Guillén, Montserrat
1
Guo, Fei
1
Guo, Shuxin
1
Haas, Markus
1
Hamdi, Atef
1
Horváth, Roman
1
Huang, Zehua
1
Hung, Jui-Cheng
1
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
The North American journal of economics and finance : a journal of financial economics studies
Journal of empirical finance
56
Energy economics
54
Finance research letters
52
Journal of econometrics
50
International journal of forecasting
48
Discussion paper / Tinbergen Institute
47
Economic modelling
47
Applied economics
43
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
38
Journal of banking & finance
33
Journal of forecasting
32
Journal of risk and financial management : JRFM
32
Journal of risk
31
International review of financial analysis
29
Economics letters
27
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
27
International review of economics & finance : IREF
26
Journal of financial econometrics : official journal of the Society for Financial Econometrics
26
Econometric Institute research papers
23
Research in international business and finance
22
Journal of international financial markets, institutions & money
20
CREATES research paper
19
The journal of risk model validation
19
Working paper
19
Working papers
19
Computational economics
18
International journal of economics and financial issues : IJEFI
18
Journal of financial econometrics
18
Econometric reviews
17
The European journal of finance
16
International Journal of Energy Economics and Policy : IJEEP
15
Econometrics : open access journal
14
Journal of time series econometrics
14
The econometrics journal
14
Applied economics letters
13
Applied financial economics
13
Quantitative finance
13
Risks : open access journal
13
CORE discussion papers : DP
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ECONIS (ZBW)
49
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1
Forecasting VIX using two-component realized EGARCH model
Wu, Xinyu
;
Zhao, An
;
Liu, Li
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014484064
Saved in:
2
Extreme risk transmission channels between the stock index futures and spot markets : evidence from China
Jian, Zhihong
;
Li, Xupei
;
Zhu, Zhican
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413574
Saved in:
3
Forecasting risk measures using intraday and overnight information
Santos, Douglas Gomes dos
;
Candido, Osvaldo
;
Tófoli, …
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013449240
Saved in:
4
Risk spillover analysis of China's financial sectors based on a new GARCH Copula quantile regression model
Tian, Maoxi
;
Guo, Fei
;
Niu, Rong
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014225784
Saved in:
5
Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high volatility
Vidal-Llana, Xenxo
;
Guillén, Montserrat
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014225819
Saved in:
6
Understanding the conditional out-of-sample predictive impact of the price of crude oil on aggregate equity return volatility
Nonejad, Nima
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013534202
Saved in:
7
A novel estimation of time-varying quantile correlation for financial contagion detection
Ye, Wuyi
;
Li, Mingge
;
Wu, Yuehua
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014225731
Saved in:
8
Forecasting the Value-at-Risk of REITs using realized volatility jump models
Odusami, Babatunde Olatunji
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013186421
Saved in:
9
A new copula for modeling portfolios with skewed, leptokurtic and high-order dependent risk factors
Quatto, Piero
;
Vacca, Gianmarco
;
Zoia, Maria Grazia
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013187663
Saved in:
10
An investigation on mixed housing-cycle structures and asymmetric tail dependences
Chang, Kuang-Liang
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012658920
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