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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Aktienindex"
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Aktienindex
ARCH model
64
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Theorie
33
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29
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Brandt, Michael W.
1
Damien, Paul
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Dellaportas, P.
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Li, David
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Li, Wai Keung
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
The North American journal of economics and finance : a journal of financial economics studies
15
Applied financial economics
13
International review of financial analysis
13
Finance research letters
11
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9
Journal of risk and financial management : JRFM
9
Research in international business and finance
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Economic modelling
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Journal of international financial markets, institutions & money
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Finance India : the quarterly journal of Indian Institute of Finance
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International journal of economics and financial issues : IJEFI
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International review of economics & finance : IREF
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Journal of empirical finance
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The journal of futures markets
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Journal of forecasting
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Journal of risk
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Afro-Asian Journal of Finance and Accounting : AAJFA
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Applied economics letters
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Discussion paper / Tinbergen Institute
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Energy economics
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Journal of econometrics
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IES working paper
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International Journal of Energy Economics and Policy : IJEEP
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International Journal of Financial Studies : open access journal
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International journal of financial research
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International journal of forecasting
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Journal of banking & finance
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Research bulletin / The Institute of Cost Accountants of India
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Review of financial economics : RFE
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Umeå economic studies
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Asia-Pacific journal of financial studies
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CBN journal of applied statistics
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CESifo working papers
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Cogent economics & finance
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Finance a úvěr
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ECONIS (ZBW)
6
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1
A new Pearson-type QMLE for conditionally heteroscedastic models
Zhu, Ke
;
Li, Wai Keung
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
4
,
pp. 552-565
Persistent link: https://www.econbiz.de/10011403239
Saved in:
2
Modeling the conditional distribution of daily stock index returns : an alternative Bayesian semiparametric model
Kalli, Maria
;
Walker, Stephen G.
;
Damien, Paul
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
4
,
pp. 371-383
Persistent link: https://www.econbiz.de/10010337864
Saved in:
3
Volatility forecasting with range-based EGARCH models
Brandt, Michael W.
;
Jones, Christopher S.
- In:
Journal of business & economic statistics : JBES ; a …
24
(
2006
)
4
,
pp. 470-486
Persistent link: https://www.econbiz.de/10003385173
Saved in:
4
A multivariate generalized autoregressive conditional heteroscedasticity model with time-varying correlations
Tse, Yiu Kuen
;
Tsui, Albert K.
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
3
,
pp. 351-362
Persistent link: https://www.econbiz.de/10001695276
Saved in:
5
Semiparametric ARCH models : an estimating function approach
Li, David
;
Turtle, H. J.
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
2
,
pp. 174-186
Persistent link: https://www.econbiz.de/10001469578
Saved in:
6
Full Bayesian inference for GARCH and EGARCH models
Vrontos, I. D.
;
Dellaportas, P.
;
Politis, Dimitris N.
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
2
,
pp. 187-198
Persistent link: https://www.econbiz.de/10001469681
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