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~isPartOf:"Journal of econometrics"
~subject:"Kapitaleinkommen"
~subject:"Oil price"
~subject:"Portfolio-Management"
~subject:"Theorie"
~subject:"United States"
~subject:"Welt"
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Search: subject_exact:"ARCH-Modell"
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Kapitaleinkommen
Oil price
Portfolio-Management
Theorie
United States
Welt
ARCH model
147
ARCH-Modell
147
Volatility
66
Volatilität
66
Theory
56
Estimation theory
50
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50
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GARCH
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Bollerslev, Tim
5
Paolella, Marc S.
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Francq, Christian
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Hallin, Marc
3
Zakoïan, Jean-Michel
3
Barigozzi, Matteo
2
Blasques, F.
2
Gonçalves, Sílvia
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2
Linton, Oliver
2
Meddahi, Nour
2
Ng, Serena
2
Patton, Andrew J.
2
Polak, Pawel
2
Rombouts, Jeroen V. K.
2
Seo, Byeongseon
2
Teräsvirta, Timo
2
Tse, Yiu Kuen
2
Wu, Jianbin
2
Aguilar, Mike
1
Andersen, Torben
1
Aït-Sahalia, Yacine
1
Babsiri, Mohamed el
1
Bai, Jushan
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Bai, Xuezheng
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Bernard, Jean-Thomas
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Broda, Simon A.
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Chan, Kung-sik
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Chan, Ngai Hang
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Chan, Thomas W. C.
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Chen, Rong
1
Chu, Amanda M. Y.
1
Connor, Gregory
1
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Journal of econometrics
Energy economics
201
Finance research letters
123
Journal of empirical finance
101
Applied economics
98
International review of financial analysis
97
Economic modelling
96
International review of economics & finance : IREF
83
The North American journal of economics and finance : a journal of financial economics studies
81
Research in international business and finance
77
Journal of banking & finance
73
International journal of forecasting
71
Journal of international financial markets, institutions & money
71
Economics letters
60
Journal of forecasting
56
Journal of risk and financial management : JRFM
51
Applied economics letters
50
The European journal of finance
49
Working paper
49
Discussion paper / Tinbergen Institute
48
The journal of futures markets
48
International Journal of Energy Economics and Policy : IJEEP
46
Applied financial economics
45
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
44
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
43
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
39
Econometric Institute research papers
38
Econometric theory
38
Journal of financial econometrics : official journal of the Society for Financial Econometrics
38
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
36
Econometric reviews
33
International journal of finance & economics : IJFE
32
Journal of applied econometrics
31
Journal of international money and finance
28
Quantitative finance
28
Review of quantitative finance and accounting
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25
International journal of economics and finance
25
Journal of financial econometrics
25
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ECONIS (ZBW)
75
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1
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:
2
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:
3
Quasi score-driven models
Blasques, F.
;
Francq, Christian
;
Laurent, Sébastien
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 251-275
Persistent link: https://www.econbiz.de/10014364807
Saved in:
4
A simple joint model for returns, volatility and volatility of volatility
Ding, Yashuang
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 521-543
Persistent link: https://www.econbiz.de/10014340096
Saved in:
5
Efficient estimation of high-dimensional dynamic covariance by risk factor mapping : applications for financial risk management
So, Mike Ka-pui
;
Chan, Thomas W. C.
;
Chu, Amanda M. Y.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 151-167
Persistent link: https://www.econbiz.de/10013441642
Saved in:
6
Identification of structural multivariate GARCH models
Hafner, Christian M.
;
Herwartz, Helmut
;
Maxand, Simone
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 212-227
Persistent link: https://www.econbiz.de/10013441647
Saved in:
7
A coupled component DCS-EGARCH model for intraday and overnight volatility
Linton, Oliver
;
Wu, Jianbin
- In:
Journal of econometrics
217
(
2020
)
1
,
pp. 176-201
Persistent link: https://www.econbiz.de/10012482745
Saved in:
8
Virtual Historical Simulation for estimating the conditional VaR of large portfolios
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 356-380
Persistent link: https://www.econbiz.de/10012482777
Saved in:
9
Multivariate leverage effects and realized semicovariance GARCH models
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 411-430
Persistent link: https://www.econbiz.de/10012482780
Saved in:
10
Incorporating overnight and intraday returns into multivariate GARCH volatility models
Dhaene, Geert
;
Wu, Jianbin
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 471-495
Persistent link: https://www.econbiz.de/10012482817
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