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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Aktienmarkt"
~subject:"Theorie"
~subject:"variance-targeting estimator"
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Search: subject_exact:"GARCH model"
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Aktienmarkt
Theorie
variance-targeting estimator
ARCH model
65
ARCH-Modell
65
Volatility
40
Volatilität
40
Theory
28
Estimation
23
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1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Finance research letters
94
Applied economics
70
Energy economics
67
International review of financial analysis
66
International review of economics & finance : IREF
65
Journal of empirical finance
64
Economic modelling
63
Journal of econometrics
57
Research in international business and finance
57
Journal of international financial markets, institutions & money
54
International journal of forecasting
53
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48
The North American journal of economics and finance : a journal of financial economics studies
48
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47
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41
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Working paper
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
28
International journal of finance & economics : IJFE
26
Pacific-Basin finance journal
26
Econometric reviews
25
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
25
Journal of applied econometrics
23
Journal of international money and finance
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Review of quantitative finance and accounting
23
Computational economics
22
International journal of economics and financial issues : IJEFI
21
Cogent economics & finance
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Quantitative finance
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The econometrics journal
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
19
International Journal of Energy Economics and Policy : IJEEP
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ECONIS (ZBW)
32
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1
Structural volatility impulse response function and asymptotic inference
Liu, Xiaochun
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
2
,
pp. 316-339
Persistent link: https://www.econbiz.de/10011987769
Saved in:
2
Combining multivariate volatility forecasts: an economic-based approach
Caldeira, João F.
;
Moura, Guilherme Valle
;
Nogales, …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 247-285
Persistent link: https://www.econbiz.de/10011987429
Saved in:
3
Indirect inference estimation of mixed frequency stochastic volatility state space models using MIDAS regressions and ARCH models
Gagliardini, Patrick
;
Ghysels, Eric
;
Rubin, M.
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
4
,
pp. 509-560
Persistent link: https://www.econbiz.de/10011987633
Saved in:
4
Real-Time GARCH
Smetanina, Ekaterina
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
4
,
pp. 561-601
Persistent link: https://www.econbiz.de/10011987644
Saved in:
5
Exceedance correlation tests for financial returns
Chen, Yi-ting
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 581-616
Persistent link: https://www.econbiz.de/10011623694
Saved in:
6
Component-wise representations of long-memory models and volatility prediction
Proietti, Tommaso
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 668-692
Persistent link: https://www.econbiz.de/10011623820
Saved in:
7
Variance targeting estimation of multivariate GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 353-382
Persistent link: https://www.econbiz.de/10011589013
Saved in:
8
Forecasting covariance matrices : a mixed approach
Halbleib, Roxana
;
Voev, Valeri
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 383-417
Persistent link: https://www.econbiz.de/10011589016
Saved in:
9
Infinite-state markov-switching for dynamic volatility
Dufays, Arnaud
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 418-460
Persistent link: https://www.econbiz.de/10011589021
Saved in:
10
Asymptotic properties of GARCH-X processes
Han, Heejoon
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 188-221
Persistent link: https://www.econbiz.de/10010519656
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