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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Germany"
~subject:"Risikomaß"
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Search: subject_exact:"GARCH-Modell"
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65
ARCH-Modell
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1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Energy economics
32
Journal of empirical finance
30
Finance research letters
29
The North American journal of economics and finance : a journal of financial economics studies
25
Economic modelling
24
Journal of banking & finance
24
Applied economics
23
International journal of forecasting
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Journal of risk
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Journal of risk and financial management : JRFM
20
The journal of risk model validation
18
International review of financial analysis
17
The European journal of finance
16
Journal of forecasting
15
Working papers
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Journal of international financial markets, institutions & money
14
International review of economics & finance : IREF
13
Journal of econometrics
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Research in international business and finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
12
Applied economics letters
9
Quantitative finance
9
CFS working paper series
8
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8
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Journal of financial econometrics
8
Research paper series / Swiss Finance Institute
8
Risks : open access journal
8
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7
International journal of economics and financial issues : IJEFI
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Journal of international money and finance
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Journal of mathematical finance
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Pacific-Basin finance journal
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Risk management : a journal of risk, crisis and disaster
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Review of quantitative finance and accounting
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1
Can volatility models explain extreme events?
Trapin, Luca
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
2
,
pp. 297-315
Persistent link: https://www.econbiz.de/10011987768
Saved in:
2
Overnight news and daily equity trading risk limits
Ahoniemi, Katja
;
Fuertes, Ana María
;
Olmo, Jose
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 525-551
Persistent link: https://www.econbiz.de/10011623670
Saved in:
3
Semi-parametric conditional quantile models for financial returns and realized volatility
Zikes, Filip
;
Barunik, Jozef
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
1
,
pp. 185-226
Persistent link: https://www.econbiz.de/10011588557
Saved in:
4
Robust value at risk prediction
Mancini, Loriano
;
Trojani, Fabio
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
2
,
pp. 281-313
Persistent link: https://www.econbiz.de/10009125125
Saved in:
5
Robust backtesting tests for value-at-risk models
Escanciano, J. Carlos
;
Olmo, Jose
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
1
,
pp. 132-161
Persistent link: https://www.econbiz.de/10009125151
Saved in:
6
Merits and drawbacks of variance targeting in GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
4
,
pp. 619-656
Persistent link: https://www.econbiz.de/10009407372
Saved in:
7
The impact of shocks on higher moments
Jondeau, Eric
;
Rockinger, Michael
- In:
Journal of financial econometrics : official journal of …
7
(
2009
)
2
,
pp. 77-105
Persistent link: https://www.econbiz.de/10003826483
Saved in:
8
Special issue on "Multivariate volatility models"
Garcia, René
(
contributor
);
Ghysels, Eric
(
contributor
); …
-
2009
Persistent link: https://www.econbiz.de/10003907531
Saved in:
9
A discrete and a continuous-time model based on a technical trading rule
Nicolau, João
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
2
,
pp. 266-284
Persistent link: https://www.econbiz.de/10003518341
Saved in:
10
A closer look at the relation between GARCH and stochastic autoregressive volatility
Fleming, Jeff
;
Kirby, Chris
- In:
Journal of financial econometrics : official journal of …
1
(
2003
)
3
,
pp. 365-419
Persistent link: https://www.econbiz.de/10002214166
Saved in:
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