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~isPartOf:"CESifo Forum"
~isPartOf:"Environmental modeling & assessment"
~isPartOf:"Journal of econometrics"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Autokorrelation"
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ARCH model
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Phillips, Peter C. B.
8
Lee, Lung-fei
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Koop, Gary
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Teräsvirta, Timo
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Hallin, Marc
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Maasoumi, Esfandiar
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Su, Liangjun
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Frühwirth-Schnatter, Sylvia
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Chan, Ngai Hang
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2
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535
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473
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The North American journal of economics and finance : a journal of financial economics studies
298
Journal of development economics
294
The economic journal : the journal of the Royal Economic Society
292
Journal of policy modeling : JPMOD ; a social science forum of world issues
291
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
287
Journal of financial economics
277
The review of economics and statistics
275
European journal of political economy
272
Journal of macroeconomics
272
Open economies review
271
Ifo-Schnelldienst
270
Journal of monetary economics
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ECONIS (ZBW)
315
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1
The predictive ability of several models of exchange rate volatility
West, Kenneth D.
- In:
Journal of econometrics
69
(
1995
)
2
,
pp. 367-391
Persistent link: https://www.econbiz.de/10001188565
Saved in:
2
Monte Carlo inference in econometric models with symmetric stable disturbances
Tsionas, Efthymios G.
- In:
Journal of econometrics
88
(
1999
)
2
,
pp. 365-401
Persistent link: https://www.econbiz.de/10001252778
Saved in:
3
Dynamic prediction pools : an investigation of financial frictions and forecasting performance
Del Negro, Marco
;
Hasegawa, Raiden B.
;
Schorfheide, Frank
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 391-405
Persistent link: https://www.econbiz.de/10011704724
Saved in:
4
A test for volatility spillover with application to exchange rates
Hong, Yongmiao
- In:
Journal of econometrics
103
(
2001
)
1/2
,
pp. 183-224
Persistent link: https://www.econbiz.de/10001585360
Saved in:
5
Semiparametric estimation of long-memory volatility dependencies : the role of high-frequency data
Bollerslev, Tim
;
Wright, Jonathan H.
- In:
Journal of econometrics
98
(
2000
)
1
,
pp. 81-106
Persistent link: https://www.econbiz.de/10001497682
Saved in:
6
Measuring the welfare cost of climate change policies : a comparative assessment based on the computable general equilibrium model GEMINI-E3
Bernard, Alain
;
Vielle, Marc
- In:
Environmental modeling & assessment
8
(
2003
)
3
,
pp. 199-217
Persistent link: https://www.econbiz.de/10001962602
Saved in:
7
Coupling climate damages and GHG abatement costs in a linear programming framework
Labriet, M.
;
Loulou, Richard
- In:
Environmental modeling & assessment
8
(
2003
)
3
,
pp. 261-274
Persistent link: https://www.econbiz.de/10001962626
Saved in:
8
Estimating regional trade agreement effects on FDI in an interdependent
world
Baltagi, Badi H.
;
Egger, Peter
;
Pfaffermayr, Michael
- In:
Journal of econometrics
145
(
2008
)
1/2
,
pp. 194-208
Persistent link: https://www.econbiz.de/10003776456
Saved in:
9
Competitive markets for pollution permits : impact on factor income and international equilibrium
Jouvet, Pierre-André
;
Michel, Philippe
;
Rotillon, Gilles
- In:
Environmental modeling & assessment
15
(
2010
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10008653792
Saved in:
10
Carbon emissions trading and equity in international agreements
Bosello, Francesco
;
Roson, Roberto
- In:
Environmental modeling & assessment
7
(
2002
)
1
,
pp. 29-37
Persistent link: https://www.econbiz.de/10001694343
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