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~subject:"Share price"
~subject:"Theorie"
~type_genre:"Arbeitspapier"
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Search: subject:"ARCH-Modell"
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Share price
Theorie
ARCH model
1,670
ARCH-Modell
1,670
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804
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803
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565
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430
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430
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153
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117
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117
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107
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107
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105
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103
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101
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101
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McAleer, Michael
39
Hafner, Christian M.
22
Bauwens, Luc
19
Gupta, Rangan
15
Herwartz, Helmut
15
Paolella, Marc S.
15
Koopman, Siem Jan
11
Mittnik, Stefan
11
Rombouts, Jeroen V. K.
11
Teräsvirta, Timo
11
Dijk, Herman K. van
10
Saikkonen, Pentti
10
Engle, Robert F.
9
Härdle, Wolfgang
9
Laurent, Sébastien
9
Francq, Christian
8
Ledoit, Olivier
8
Linton, Oliver
8
Silvennoinen, Annastiina
8
Zakoïan, Jean-Michel
8
Caporin, Massimiliano
7
Feng, Yuanhua
7
Giot, Pierre
7
Jondeau, Eric
7
Karanasos, Menelaos
7
Lucas, André
7
Lütkepohl, Helmut
7
Polasek, Wolfgang
7
Wolf, Michael
7
Xu, Yongdeng
7
Chang, Chia-Lin
6
Hautsch, Nikolaus
6
Meitz, Mika
6
Rockinger, Michael
6
Andersen, Torben
5
Ardia, David
5
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5
Bos, Charles S.
5
Christoffersen, Peter F.
5
Diebold, Francis X.
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Centre for Analytical Finance <Århus>
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Ekonomiska forskningsinstitutet <Stockholm>
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5
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3
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2
Center for Economic Research <Tilburg>
2
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1
Erasmus Research Institute of Management
1
Federal Reserve Bank of San Francisco
1
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1
National Institute of Economic and Social Research
1
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1
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1
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1
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30
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SSE EFI working paper series in economics and finance
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SFB 649 discussion paper
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7
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6
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6
IES working paper
6
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
6
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
6
Department of Economics discussion paper series / University of Oxford
5
Discussion paper / Institute of Social and Economic Research
5
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5
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
5
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5
Working paper series / European Central Bank
5
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
4
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ECONIS (ZBW)
714
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1
Energy market uncertainties and US state-level stock market volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014505054
Saved in:
2
Long-span multi-layer spillovers between moments of advanced equity markets : the role of climate risks
Foglia, Matteo
;
Plakandaras, Vasilios
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014515694
Saved in:
3
Forecasting gold returns volatility over 1258-2023 : the role of moments
Muddana, Thanoj K.
;
Bhimreddy, Komal S. R.
;
Majumdar, …
-
2024
Persistent link: https://www.econbiz.de/10014536233
Saved in:
4
Forecasting stock returns volatility of the G7 over centuries : the role of climate risks
Bouri, Elie
;
Gupta, Rangan
;
Liphadzi, Asingamaanda
; …
-
2024
Persistent link: https://www.econbiz.de/10014553267
Saved in:
5
GARCHX-NoVaS : a model-free approach to incorporate exogenous variables
Wu, Kejin
;
Karmakar, Sayar
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014553270
Saved in:
6
Climate risks and stock market volatility over a century in an emerging market economy : the case of South Africa
Wu, Kejin
;
Karmakar, Sayar
;
Gupta, Rangan
;
Pierdzioch, …
-
2023
Persistent link: https://www.econbiz.de/10014336437
Saved in:
7
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443108
Saved in:
8
Foreign exchange hedging using regime-switching models : the case of pound sterling
Lee, Taehyun
;
Moutzouris, Ioannis C
;
Papapostolou, Nikos C
-
2023
Persistent link: https://www.econbiz.de/10014373772
Saved in:
9
The role of uncertainty and sentiment for intraday volatility connectedness between oil and financial markets
Szafranek, Karol
;
Rubaszek, Michał
;
Uddin, Mohammed …
-
2023
Persistent link: https://www.econbiz.de/10014507841
Saved in:
10
Asymmetry in higher moment spillovers : evidence from sustainable and traditional investments
He, Xie
;
Hamori, Shigeyuki
-
2023
Persistent link: https://www.econbiz.de/10014364732
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