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~subject:"Prognoseverfahren"
~subject:"Theorie"
~subject:"Volatilität"
~subject:"Welt"
~type_genre:"Article in journal"
~type_genre:"Sammlung"
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Search: subject_exact:"ARCH-Modell"
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Prognoseverfahren
Theorie
Volatilität
Welt
ARCH model
6,683
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6,683
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4,368
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2,034
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2,033
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1,697
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1,439
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1,179
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801
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722
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722
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Ma, Feng
60
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40
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38
Kumar, Dilip
31
Bouri, Elie
30
Zhang, Yaojie
30
Kang, Sang Hoon
23
Serletis, Apostolos
23
McMillan, David G.
22
Wang, Yudong
22
Liang, Chao
21
Tiwari, Aviral Kumar
21
Wei, Yu
21
Degiannakis, Stavros
20
Yoon, Seong-min
20
Hammoudeh, Shawkat
19
Hamori, Shigeyuki
19
Wu, Xinyu
19
Floros, Christos
17
Teräsvirta, Timo
17
Caporin, Massimiliano
16
Chevallier, Julien
16
Hafner, Christian M.
16
Malik, Farooq
16
Chen, Cathy W. S.
15
Engle, Robert F.
15
Mensi, Walid
15
Nguyen, Duc Khuong
15
Bauwens, Luc
14
Molnár, Peter
14
Xuan Vinh Vo
14
Brooks, Robert
13
Chang, Chia-Lin
13
Chiang, Thomas C.
13
Choudhry, Taufiq
13
Francq, Christian
13
Laurent, Sébastien
13
Lucey, Brian M.
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Paolella, Marc S.
13
Shi, Yanlin
13
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Ekonomiska forskningsinstitutet <Stockholm>
1
Gottfried Wilhelm Leibniz Universität Hannover
1
HFDF <2, 1998, Zürich>
1
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Energy economics
229
Finance research letters
145
Applied economics
131
Economic modelling
124
International review of financial analysis
118
Journal of empirical finance
115
The North American journal of economics and finance : a journal of financial economics studies
112
Research in international business and finance
104
Journal of econometrics
100
International review of economics & finance : IREF
93
International journal of forecasting
88
Journal of international financial markets, institutions & money
83
Journal of banking & finance
82
Journal of forecasting
80
Journal of risk and financial management : JRFM
75
Applied financial economics
74
Economics letters
73
Applied economics letters
59
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
59
International Journal of Energy Economics and Policy : IJEEP
55
Journal of financial econometrics : official journal of the Society for Financial Econometrics
53
The European journal of finance
49
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
48
The journal of futures markets
45
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
41
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
41
Econometric theory
40
International journal of finance & economics : IJFE
39
Journal of international money and finance
38
Econometric reviews
36
International journal of economics and finance
34
Cogent economics & finance
33
International journal of economics and financial issues : IJEFI
33
Review of quantitative finance and accounting
33
Journal of financial econometrics
32
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
31
Journal of applied econometrics
31
The empirical economics letters : a monthly international journal of economics
31
Computational economics
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Pacific-Basin finance journal
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ECONIS (ZBW)
5,230
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1
Assessing the asymmetric volatility linkages of energy and agricultural commodity futures during low and high volatility regimes
Rezitis, Anthony N.
;
Andrikopoulos, Panagiotis
;
Daglis, …
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 451-483
Persistent link: https://www.econbiz.de/10014475504
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2
A Bayesian realized threshold measurement GARCH framework for financial tail risk forecasting
Wang, Chao
;
Gerlach, Richard
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 40-57
Persistent link: https://www.econbiz.de/10014443184
Saved in:
3
Improving volatility forecasts : evidence from range-based models
Fałdziński, Marcin
;
Fiszeder, Piotr
;
Molnár, Peter
- In:
The North American journal of economics and finance : a …
69
(
2024
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014445632
Saved in:
4
A new bivariate approach for modeling the interaction between stock volatility and interest rate : an application to S&P500 returns and options
Ballestra, Luca Vincenzo
;
D'Innocenzo, Enzo
;
Guizzardi, …
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1185-1194
Persistent link: https://www.econbiz.de/10014456945
Saved in:
5
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
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6
Bond indices maturities and changing macroeconomic conditions : evidence from South Africa
Moodley, Fabian
- In:
Journal of Economics and Financial Analysis
8
(
2024
)
1
,
pp. 57-73
Persistent link: https://www.econbiz.de/10014486924
Saved in:
7
Comparative analysis of the volatility structures of the stock prices of energy companies traded on the Kazakhstan stock exchange and international gold and oil prices
Sultanova, Zamzagul
;
Pazilov, Galimzhan A.
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
1
,
pp. 21-30
Persistent link: https://www.econbiz.de/10014481247
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8
The asymmetric volatility spillover across Shanghai, Hong Kong and the U.S. stock markets : a regime weighted measure and its forecast inference
Sheng, Lin Wen
;
Uddin, Mohammed Gazi Salah
;
Sen, Ding
; …
- In:
International review of financial analysis
91
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014446963
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9
Bayesian nonparametric panel Markov-switching GARCH models
Casarin, Roberto
;
Costantini, Mauro
;
Osuntuyi, Anthony
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 135-146
Persistent link: https://www.econbiz.de/10014449842
Saved in:
10
2T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log returns : Out-of-sample comparison of conditional EVT models
Tomlinson, Matthew F.
;
Greenwood, David
; …
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 324-347
Persistent link: https://www.econbiz.de/10014450274
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