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~isPartOf:"Journal of empirical finance"
~subject:"ARCH-Modell"
~subject:"Bootstrap-Verfahren"
~subject:"Correlation"
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ARCH-Modell
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Theorie
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Theory
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49
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Bauwens, Luc
2
Christiansen, Charlotte
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2
Aragó Manzana, Vicent
1
Aslanidis, Nekatrios
1
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Astill, Sam
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Journal of empirical finance
Journal of econometrics
274
Economics letters
102
Econometric reviews
97
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
95
CEMMAP working papers / Centre for Microdata Methods and Practice
73
Econometric theory
67
Discussion paper / Tinbergen Institute
63
Economic modelling
57
Applied economics
52
International journal of forecasting
49
The econometrics journal
46
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
45
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
44
Journal of forecasting
38
Queen's Economics Department working paper
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Applied economics letters
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CREATES research paper
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Computational economics
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Cowles Foundation discussion paper
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Energy economics
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Finance research letters
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Discussion papers of interdisciplinary research project 373
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Journal of banking & finance
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Working paper
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Working paper / Department of Econometrics and Business Statistics, Monash University
31
Discussion paper / Center for Economic Research, Tilburg University
29
Journal of applied econometrics
28
Econometrics : open access journal
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
27
European journal of operational research : EJOR
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Journal of the American Statistical Association : JASA
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Cowles Foundation Discussion Paper
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Cambridge working papers in economics
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
22
Cardiff economics working papers
21
Econometric Institute research papers
21
Discussion paper / Centre for Economic Policy Research
20
The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
38
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1
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-
Persistent link: https://www.econbiz.de/10014578531
Saved in:
2
Using covariates to improve the efficacy of univariate bubble detection methods
Astill, Sam
;
Taylor, Robert
;
Kellard, Neil
;
Korkos, Ioannis
- In:
Journal of empirical finance
70
(
2023
),
pp. 342-366
Persistent link: https://www.econbiz.de/10014423733
Saved in:
3
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:
4
The contribution of jump signs and activity to forecasting stock price volatility
Bu, Ruijun
;
Hizmeri, Rodrigo
;
Izzeldin, Marwan
;
Murphy, …
- In:
Journal of empirical finance
70
(
2023
),
pp. 144-164
Persistent link: https://www.econbiz.de/10014423623
Saved in:
5
Factor state-space models for high-dimensional realized covariance matrices of asset returns
Gribisch, Bastian
;
Hartkopf, Jan Patrick
;
Liesenfeld, Roman
- In:
Journal of empirical finance
55
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012175249
Saved in:
6
Testing for explosive bubbles in the presence of autocorrelated innovations
Pedersen, Thomas Quistgaard
;
Montes Schütte, Erik Christian
- In:
Journal of empirical finance
58
(
2020
),
pp. 207-225
Persistent link: https://www.econbiz.de/10012430675
Saved in:
7
How did the financial crisis alter the correlations of US yield spreads?
Contessi, Silvio
;
De Pace, Pierangelo
;
Guidolin, Massimo
- In:
Journal of empirical finance
28
(
2014
),
pp. 362-385
Persistent link: https://www.econbiz.de/10011285619
Saved in:
8
Oil price shocks and the US stock market : a nonlinear approach
Hwang, Inwook
;
Kim, Jaebeom
- In:
Journal of empirical finance
64
(
2021
),
pp. 23-36
Persistent link: https://www.econbiz.de/10013259395
Saved in:
9
The economic value of volatility timing with realized jumps
Nolte, Ingmar
;
Xu, Qi
- In:
Journal of empirical finance
34
(
2015
),
pp. 45-59
Persistent link: https://www.econbiz.de/10011556992
Saved in:
10
An empirical Bayesian approach to stein-optimal covariance matrix estimation
Gillen, Benjamin J.
- In:
Journal of empirical finance
29
(
2014
),
pp. 402-420
Persistent link: https://www.econbiz.de/10011300451
Saved in:
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