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~isPartOf:"International journal of economics and finance"
~isPartOf:"Journal of commodity markets"
~isPartOf:"Journal of empirical finance"
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Search: subject_exact:"ARCH-Modell"
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ARCH model
194
ARCH-Modell
194
Volatility
135
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70
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70
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65
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Karanasos, Menelaos
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Abdalla, Suliman Zakaria Suliman
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Bauwens, Luc
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Chen Zhou
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HFDF <2, 1998, Zürich>
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International journal of economics and finance
Journal of commodity markets
Journal of empirical finance
Energy economics
267
Finance research letters
202
Applied economics
164
Economic modelling
155
Journal of econometrics
147
International review of financial analysis
144
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128
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125
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123
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113
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109
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107
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101
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98
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96
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88
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76
The European journal of finance
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The journal of futures markets
74
Econometric theory
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65
International Journal of Energy Economics and Policy : IJEEP
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
56
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
54
International journal of finance & economics : IJFE
52
International journal of economics and financial issues : IJEFI
50
Econometric reviews
47
Journal of international money and finance
46
Review of quantitative finance and accounting
44
CREATES research paper
43
Computational economics
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
42
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ECONIS (ZBW)
194
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1
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
Saved in:
2
Equity markets volatility clustering : a multiscale analysis of intraday and overnight returns
Zhao, Xiaojun
;
Zhang, Na
;
Zhang, Yali
;
Xu, Chao
;
Shang, …
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014578531
Saved in:
3
Option valuation via nonaffine dynamics with realized volatility
Zhang, Yuanyuan
;
Zhang, Qian
;
Wang, Zerong
;
Wang, Qi
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014578567
Saved in:
4
Cryptocurrency uncertainty and volatility forecasting of precious metal futures markets
Wei, Yu
;
Wang, Yizhi
;
Lucey, Brian M.
;
Vigne, Samuel A.
- In:
Journal of commodity markets
29
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014277412
Saved in:
5
Tail dependence, dynamic linkages, and extreme spillover between the stock and China's commodity markets
Wang, Suhui
- In:
Journal of commodity markets
29
(
2023
),
pp. 1-36
Persistent link: https://www.econbiz.de/10014277612
Saved in:
6
Using, taming or avoiding the factor zoo? : a double-shrinkage estimator for covariance matrices
De Nard, Gianluca
;
Zhao, Zhao
- In:
Journal of empirical finance
72
(
2023
),
pp. 23-35
Persistent link: https://www.econbiz.de/10014476795
Saved in:
7
Empirical performance of component GARCH models in pricing VIX term structure and VIX futures
Cheng, Hung-Wen
;
Chang, Li-Han
;
Lo, Chien-Ling
;
Tsai, …
- In:
Journal of empirical finance
72
(
2023
),
pp. 122-142
Persistent link: https://www.econbiz.de/10014476812
Saved in:
8
The effects of economic uncertainty on financial volatility : a comprehensive investigation
Tong, Chen
;
Huang, Zhuo
;
Wang, Tianyi
;
Zhang, Cong
- In:
Journal of empirical finance
73
(
2023
),
pp. 369-389
Persistent link: https://www.econbiz.de/10014477040
Saved in:
9
Intraday VaR : a copula-based approach
Wang, Keli
;
Liu, Xiaoquan
;
Ye, Wuyi
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477064
Saved in:
10
ETP tracking of US agricultural and energy markets
Stewart, Shamar L.
;
Isengildina Massa, Olga
;
Hassman, …
- In:
Journal of commodity markets
31
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014477768
Saved in:
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