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ARCH model
101
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Applied financial economics
Energy economics
269
Finance research letters
208
Journal of econometrics
179
Applied economics
168
Economic modelling
164
International review of financial analysis
151
Journal of empirical finance
140
International review of economics & finance : IREF
133
Research in international business and finance
132
The North American journal of economics and finance : a journal of financial economics studies
130
Journal of banking & finance
116
Journal of international financial markets, institutions & money
116
Economics letters
115
Discussion paper / Tinbergen Institute
101
International journal of forecasting
98
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92
Journal of forecasting
91
Applied economics letters
86
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
81
The European journal of finance
79
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76
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76
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Econometric theory
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Econometric Institute research papers
69
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International Journal of Energy Economics and Policy : IJEEP
64
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
58
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
56
International journal of finance & economics : IJFE
54
International journal of economics and financial issues : IJEFI
51
Journal of international money and finance
50
Econometric reviews
49
Computational economics
45
International journal of economics and finance
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ECONIS (ZBW)
101
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1
Estimating stock market volatility using asymmetric GARCH models
Alberg, Dima
;
Shalit, Haim
;
Yosef, Rami
- In:
Applied financial economics
18
(
2008
)
13/15
,
pp. 1201-1208
Persistent link: https://www.econbiz.de/10003760244
Saved in:
2
Evaluating density forecasts of the model with a conditional skewed-t distribution for China's stock markets
Li, Xiaoming
;
Xu, Qing
- In:
Applied financial economics
18
(
2008
)
1/3
,
pp. 213-227
Persistent link: https://www.econbiz.de/10003739043
Saved in:
3
Multivariate conditional heteroscedasticity models with dynamic correlations for testing contagion
Sriananthakumar, Sivagowry
;
Silvapulle, Paramsothy
- In:
Applied financial economics
18
(
2008
)
4/6
,
pp. 267-273
Persistent link: https://www.econbiz.de/10003739092
Saved in:
4
The mean volatility asymmetry in Asian stock markets
Liau, Yung-Shi
;
Yang, Jack J. W.
- In:
Applied financial economics
18
(
2008
)
4/6
,
pp. 411-419
Persistent link: https://www.econbiz.de/10003739136
Saved in:
5
Foreign investment, regulation, volatility spillovers between the futures and spot markets : evidence from Taiwan
Kuo, Wen-Hsiu
;
Hsu, Hsinan
;
Chiang, Min-Hsien
- In:
Applied financial economics
18
(
2008
)
4/6
,
pp. 421-430
Persistent link: https://www.econbiz.de/10003739137
Saved in:
6
Modelling and forecasting long memory in exchange rate volatility vs. stable and integrated GARCH models
Akgül, Işıl
;
Sayyan, Hülya
- In:
Applied financial economics
18
(
2008
)
4/6
,
pp. 463-482
Persistent link: https://www.econbiz.de/10003739179
Saved in:
7
A new test for simultaneous estimation of unit roots and GARCH risk in the presence of stationary conditional heteroscedasticity disturbances
Sjölander, Pär
- In:
Applied financial economics
18
(
2008
)
7/9
,
pp. 527-558
Persistent link: https://www.econbiz.de/10003739218
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8
Do common volatility models capture cyclical behaviour in volatility?
Clements, Adam
;
Collet, Jérôme
- In:
Applied financial economics
18
(
2008
)
7/9
,
pp. 599-604
Persistent link: https://www.econbiz.de/10003739247
Saved in:
9
Classification of GARCH time series : an empirical investigation
Kalantzis, T.
;
Papanastassiou, D.
- In:
Applied financial economics
18
(
2008
)
7/9
,
pp. 759-764
Persistent link: https://www.econbiz.de/10003739381
Saved in:
10
Testing for structural breaks in GARCH models
Smith, Daniel R.
- In:
Applied financial economics
18
(
2008
)
10/12
,
pp. 845-862
Persistent link: https://www.econbiz.de/10003739446
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