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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Allen, David E."
~person:"Andersen, Torben"
~person:"Christiansen, Charlotte"
~person:"Medeiros, Marcelo C."
~subject:"ARCH model"
~subject:"Börsenkurs"
~subject:"Estimation theory"
~subject:"Japan"
~subject:"Measurement"
~subject:"Monte-Carlo-Simulation"
~subject:"Theorie"
~subject:"United States"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Systematic review"
~type_genre:"Working Paper"
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ARCH model
Börsenkurs
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Japan
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Volatilität
4
ARCH-Modell
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Allen, David E.
Andersen, Torben
Christiansen, Charlotte
Medeiros, Marcelo C.
Gupta, Rangan
9
Kang, Sang Hoon
7
Mensi, Walid
6
Hammoudeh, Shawkat
5
Xuan Vinh Vo
5
Dai, Zhifeng
4
McAleer, Michael
4
Qiao, Gaoxiu
4
Wohar, Mark E.
4
Wu, Xinyu
4
Zhuang, Xintian
4
Chang, Chia-Lin
3
Gao, Yang
3
Li, Yanshuang
3
Lien, Da-hsiang Donald
3
Liu, Qiang
3
Pierdzioch, Christian
3
Su, Xianfang
3
Ur Rehman, Mobeen
3
Wang, Jian
3
Al-Jarrah, Idries Mohammad Wanas
2
Al-Yahyaee, Khamis Hamed
2
Asai, Manabu
2
Balcilar, Mehmet
2
Caporin, Massimiliano
2
Chang, Kuang-Liang
2
Chiang, Thomas C.
2
Cho, Hoon
2
Clements, Adam
2
Guo, Shuxin
2
Hau, Liya
2
Hegerty, Scott W.
2
Ho, Kin-Yip
2
Ji, Qiang
2
Jiang, Yong
2
Jung, Hojin
2
Kim, Dong H.
2
Kim, Jong-Min
2
Kok Haur Ng
2
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The North American journal of economics and finance : a journal of financial economics studies
Working paper / National Bureau of Economic Research, Inc.
14
CREATES research paper
11
Journal of econometrics
10
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
7
Discussion paper / Tinbergen Institute
6
School of Accounting, Finance and Economics & FEMARC working paper series
6
The journal of finance : the journal of the American Finance Association
6
Working paper
6
Econometric Institute research papers
5
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
5
Working papers / Financial Institutions Center
5
CFS working paper series
3
Financial Institutions Center
3
Journal of banking & finance
3
Journal of empirical finance
3
Journal of financial markets
3
Journal of risk and financial management : JRFM
3
Applied economics
2
Econometric reviews
2
Econometric theory
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Global COE Hi-Stat discussion paper series
2
International economic review
2
Journal of applied econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of international financial markets, institutions & money
2
Tinbergen Institute Discussion Paper
2
Working papers / Federal Reserve Bank of Chicago
2
American Economic Review papers and proceedings
1
BIS working papers
1
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
1
CEFIR and NES working papers
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Department of Economics discussion paper series / University of Oxford
1
Economics discussion papers
1
European financial management : the journal of the European Financial Management Association
1
Finance research letters
1
Handbook of economic forecasting ; Vol. 1
1
International finance discussion papers
1
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Efficient modelling and forecasting with range based
volatility
models and its application
Kok Haur Ng
;
Peiris, Shelton
;
Chan, Jennifer So-kuen
; …
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 448-460
Persistent link: https://www.econbiz.de/10011938162
Saved in:
2
EVT and tail-risk modelling : evidence from market indices and
volatility
series
Allen, David E.
;
Singh, Abhay Kumar
;
Powell, Robert
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 355-369
Persistent link: https://www.econbiz.de/10010367580
Saved in:
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