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~isPartOf:"Energy economics"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of financial econometrics"
~subject:"Schätzung"
~subject:"Theorie"
~subject:"Welt"
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Search: subject_exact:"ARCH-Modell"
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Schätzung
Theorie
Welt
ARCH model
461
ARCH-Modell
461
Volatility
315
Volatilität
315
Oil price
157
Ölpreis
157
Estimation
116
Theory
108
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106
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106
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90
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90
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87
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82
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64
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64
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53
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53
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50
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50
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49
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48
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40
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Ma, Feng
7
Francq, Christian
6
Zakoïan, Jean-Michel
6
Bouri, Elie
5
Hammoudeh, Shawkat
5
Wei, Yu
5
Yoon, Seong-min
5
Laurent, Sébastien
4
Paolella, Marc S.
4
Bollerslev, Tim
3
Chevallier, Julien
3
Dimpfl, Thomas
3
Gong, Xu
3
Hallin, Marc
3
Hansen, Peter Reinhard
3
Ji, Qiang
3
Jondeau, Eric
3
Kang, Sang Hoon
3
Kim, Donggyu
3
Rockinger, Michael
3
Rombouts, Jeroen V. K.
3
Sadorsky, Perry A.
3
Tiwari, Aviral Kumar
3
Uddin, Mohammed Gazi Salah
3
Wang, Yudong
3
Zhang, Yaojie
3
Zhang, Yue-jun
3
Balcilar, Mehmet
2
Barigozzi, Matteo
2
Baum, Christopher F.
2
Baur, Dirk G.
2
Blasques, F.
2
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2
Chorro, Christophe
2
Cifarelli, Giulio
2
Duan, Jin-Chuan
2
Dutta, Anupam
2
Fan, Ying
2
Filis, George
2
Gasbarro, Dominic
2
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Energy economics
Journal of econometrics
Journal of economic dynamics & control
Journal of financial econometrics
Finance research letters
97
Applied economics
94
Journal of empirical finance
84
Economic modelling
78
International review of financial analysis
72
The North American journal of economics and finance : a journal of financial economics studies
72
Research in international business and finance
68
International review of economics & finance : IREF
60
Journal of international financial markets, institutions & money
59
International journal of forecasting
58
Journal of banking & finance
55
Discussion paper / Tinbergen Institute
52
Economics letters
51
Journal of risk and financial management : JRFM
50
Journal of forecasting
49
Applied economics letters
46
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
44
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
43
Working paper
41
Journal of financial econometrics : official journal of the Society for Financial Econometrics
40
The European journal of finance
39
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
38
Econometric theory
37
Applied financial economics
35
Econometric Institute research papers
31
Econometric reviews
30
International Journal of Energy Economics and Policy : IJEEP
30
International journal of finance & economics : IJFE
30
The journal of futures markets
30
International journal of economics and financial issues : IJEFI
28
Journal of applied econometrics
28
Journal of international money and finance
26
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
26
Journal of risk
25
Review of quantitative finance and accounting
25
International journal of economics and finance
24
Quantitative finance
24
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ECONIS (ZBW)
260
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1
Realized GARCH, CBOE VIX, and the volatility risk premium
Hansen, Peter Reinhard
;
Huang, Zhuo
;
Tong, Chen
;
Wang, …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 187-223
Persistent link: https://www.econbiz.de/10014526311
Saved in:
2
Volatility of volatility estimation : central limit theorems for the fourier transform estimator and empirical study of the daily time series stylized facts
Toscano, Giacomo
;
Livieri, Giulia
;
Mancino, Maria Elvira
; …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 252-296
Persistent link: https://www.econbiz.de/10014526318
Saved in:
3
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
4
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
5
A practical multivariate approach to testing volatility spillover
Leong, Soon Heng
;
Urga, Giovanni
- In:
Journal of economic dynamics & control
153
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014479289
Saved in:
6
Co-volatility and asymmetric transmission of risks between the global oil and China's futures markets
Luo, Jiawen
;
Marfatia, Hardik A.
;
Ji, Qiang
;
Klein, Tony
- In:
Energy economics
117
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014437127
Saved in:
7
Structural sources of oil market volatility and correlation dynamics
Harrison, Andre
;
Liu, Xiaochun
;
Stewart, Shamar L.
- In:
Energy economics
121
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014438691
Saved in:
8
Testing hypotheses on the innovations distribution in semi-parametric conditional volatility models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1443-1482
Persistent link: https://www.econbiz.de/10014444685
Saved in:
9
News arrival, time-varying jump intensity, and realized volatility : conditional testing approach
Erdemlioglu, Deniz
;
Yang, Xiye
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1519-1556
Persistent link: https://www.econbiz.de/10014444697
Saved in:
10
Time variation in cash flows and discount rates
Cenesizoglu, Tolga
;
Ibrushi, Denada
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1557-1589
Persistent link: https://www.econbiz.de/10014444702
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