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Search: subject:"ARCH model"
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Aktienindex
ARCH model
134
ARCH-Modell
134
Volatility
93
Volatilität
93
Theorie
52
Theory
52
Capital income
50
Kapitaleinkommen
50
Estimation
43
Schätzung
43
Time series analysis
37
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37
Börsenkurs
34
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34
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Markov-Kette
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Bee, Marco
1
Campbell, Rachel
1
Changchien, Chang-Cheng
1
Chen, Carl R.
1
Christensen, Bent Jesper
1
Dijk, Dick van
1
Dupuis, Debbie J.
1
Forbes, Catherine Scipione
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Huang, Ying
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Kao, Tzu-Chuan
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Su, Yuli
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Journal of empirical finance
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
Applied economics
9
Journal of risk and financial management : JRFM
9
Research in international business and finance
9
Economic modelling
8
Journal of international financial markets, institutions & money
8
Finance India : the quarterly journal of Indian Institute of Finance
7
International journal of economics and financial issues : IJEFI
7
International review of economics & finance : IREF
7
The journal of futures markets
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of forecasting
6
Journal of risk
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Afro-Asian Journal of Finance and Accounting : AAJFA
5
Applied economics letters
5
Discussion paper / Tinbergen Institute
5
Energy economics
5
Journal of econometrics
5
IES working paper
4
International Journal of Energy Economics and Policy : IJEEP
4
International Journal of Financial Studies : open access journal
4
International journal of financial research
4
International journal of forecasting
4
Journal of banking & finance
4
Research bulletin / The Institute of Cost Accountants of India
4
Review of financial economics : RFE
4
Umeå economic studies
4
Asia-Pacific journal of financial studies
3
CBN journal of applied statistics
3
CESifo working papers
3
Cogent economics & finance
3
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
Finance a úvěr
3
Financial innovation : FIN
3
Future Business Journal
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ECONIS (ZBW)
7
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date (oldest first)
1
Realizing the extremes : estimation of tail-risk measures from a high-frequency perspective
Bee, Marco
;
Dupuis, Debbie J.
;
Trapin, Luca
- In:
Journal of empirical finance
36
(
2016
),
pp. 86-99
Persistent link: https://www.econbiz.de/10011662757
Saved in:
2
Predicting volatility and correlations with Financial Conditions Indexes
Opschoor, Anne
;
Dijk, Dick van
;
Wel, Michel van der
- In:
Journal of empirical finance
29
(
2014
),
pp. 435-447
Persistent link: https://www.econbiz.de/10011300449
Saved in:
3
High-order moments and extreme value approach for value-at-risk
Lin, Chu-Hsiung
;
Changchien, Chang-Cheng
;
Kao, Tzu-Chuan
; …
- In:
Journal of empirical finance
29
(
2014
),
pp. 421-434
Persistent link: https://www.econbiz.de/10011300450
Saved in:
4
Long memory in stock market volatility and the volatility-in-mean effect : the FIEGARCH-M model
Christensen, Bent Jesper
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of empirical finance
17
(
2010
)
3
,
pp. 460-470
Persistent link: https://www.econbiz.de/10009267288
Saved in:
5
Hourly index return autocorrelation and conditional volatility in an EAR-GJR-GARCH model with generalized error distribution
Chen, Carl R.
;
Su, Yuli
;
Huang, Ying
- In:
Journal of empirical finance
15
(
2008
)
4
,
pp. 789-798
Persistent link: https://www.econbiz.de/10003759773
Saved in:
6
Increasing correlations or just fat tails?
Campbell, Rachel
;
Forbes, Catherine Scipione
;
Koedijk, Kees
- In:
Journal of empirical finance
15
(
2008
)
2
,
pp. 287-309
Persistent link: https://www.econbiz.de/10003699142
Saved in:
7
A re-examination of the asymmetric power
ARCH
model
Karanasos, Menelaos
;
Kim, Jinki
- In:
Journal of empirical finance
13
(
2006
)
1
,
pp. 113-128
Persistent link: https://www.econbiz.de/10003278634
Saved in:
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