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Semiparametric multivarite vol...
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ARCH model
11,507
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7,345
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7,341
Theorie
4,645
Theory
4,645
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1,151
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1,122
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Exchange rate
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1,062
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1,061
Portfolio selection
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McAleer, Michael
237
Chang, Chia-Lin
93
Gupta, Rangan
93
Caporale, Guglielmo Maria
72
Hafner, Christian M.
70
Bauwens, Luc
68
Teräsvirta, Timo
65
Engle, Robert F.
64
Caporin, Massimiliano
57
Rombouts, Jeroen V. K.
52
Ma, Feng
51
Karanasos, Menelaos
50
Asai, Manabu
48
Francq, Christian
46
Bouri, Elie
45
Herwartz, Helmut
44
Linton, Oliver
43
Bollerslev, Tim
41
Conrad, Christian
41
Laurent, Sébastien
41
Härdle, Wolfgang
40
Paolella, Marc S.
40
Rahbek, Anders
40
Kang, Sang Hoon
39
Zakoïan, Jean-Michel
38
Shephard, Neil G.
37
Koopman, Siem Jan
36
Lucas, André
35
Serletis, Apostolos
35
Hansen, Peter Reinhard
33
Kumar, Dilip
33
McMillan, David G.
33
Allen, David E.
32
Ardia, David
32
Gil-Alaña, Luis A.
32
Lütkepohl, Helmut
32
Degiannakis, Stavros
31
Greenacre, Michael J.
31
Christoffersen, Peter F.
30
Mittnik, Stefan
29
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National Bureau of Economic Research
26
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
23
Ekonomiska forskningsinstitutet <Stockholm>
14
Econometrisch Instituut <Rotterdam>
12
Centre for Analytical Finance <Århus>
10
University of Canterbury / Dept. of Economics and Finance
8
Shakai-Keizai-Kenkyūsho <Osaka>
7
Instituto Valenciano de Investigaciones Económicas
6
Springer-Verlag GmbH
5
Center for Economic Research <Tilburg>
4
Gottfried Wilhelm Leibniz Universität Hannover
4
Springer Fachmedien Wiesbaden
4
Universitat Pompeu Fabra / Departament d'Economia i Empresa
4
European Commission / Statistical Office of the European Communities
3
European University Institute / Department of Economics
3
Europäische Kommission / Gemeinsame Forschungsstelle
3
London School of Economics and Political Science
3
National Institute of Economic and Social Research
3
Queen Mary College / Department of Economics
3
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
3
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
3
Aarhus Universitet / Afdeling for Nationaløkonomi
2
Akademia Ekonomiczna Imienia Oskara Langego we Wrocławiu
2
Brown University / Department of Economics
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
Erasmus Research Institute of Management
2
European University Institute / Department of Law
2
Federal Reserve Bank of St. Louis
2
HFDF <2, 1998, Zürich>
2
Konjunkturforschungsstelle <Zürich>
2
Melbourne Institute of Applied Economic and Social Research
2
Nuffield College
2
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
2
School of Finance and Business Economics <Perth, Western Australia>
2
Svenska Handelshögskolan <Helsinki>
2
University of Chicago / Graduate School of Business
2
University of Glasgow / Department of Economics
2
Université de Montréal / Département de sciences économiques
2
William Davidson Institute <Ann Arbor, Mich.>
2
AMACOM
1
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Published in...
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Energy economics
276
Journal of econometrics
228
Finance research letters
215
Applied economics
181
Economic modelling
176
International review of financial analysis
144
Journal of empirical finance
144
International review of economics & finance : IREF
141
Economics letters
138
Research in international business and finance
133
The North American journal of economics and finance : a journal of financial economics studies
129
International journal of forecasting
128
Discussion paper / Tinbergen Institute
125
Journal of banking & finance
120
Journal of forecasting
119
Applied financial economics
107
Journal of international financial markets, institutions & money
106
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
100
Journal of risk and financial management : JRFM
96
Econometric theory
89
Applied economics letters
88
The European journal of finance
88
Working paper
88
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
87
Econometric Institute research papers
83
The journal of futures markets
83
Journal of financial econometrics : official journal of the Society for Financial Econometrics
80
Econometric reviews
75
International Journal of Energy Economics and Policy : IJEEP
72
Computational economics
63
Insurance / Mathematics & economics
63
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
62
CREATES research paper
58
International journal of finance & economics : IJFE
55
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
53
International journal of economics and financial issues : IJEFI
52
Cogent economics & finance
51
Quantitative finance
51
Journal of applied econometrics
50
Journal of international money and finance
50
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ECONIS (ZBW)
EconStor
321
USB Cologne (EcoSocSci)
233
RePEc
205
Other ZBW resources
64
BASE
19
USB Cologne (business full texts)
16
OLC EcoSci
6
ArchiDok
2
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date (oldest first)
1
Dependence dynamics among exchange rates, commodities and the Brazilian stock market using the R-vine SCAR model
Salgado, Daniel Henrique
;
Candido, Osvaldo
- In:
Journal of risk
21
(
2018/2019
)
2
,
pp. 37-62
Persistent link: https://www.econbiz.de/10011981418
Saved in:
2
Fourth moments of multivariate GARCH processes
Hafner, Christian M.
-
2000
Persistent link: https://www.econbiz.de/10001528180
Saved in:
3
Size and book-to-market factors in a multivariate GARCH-in-mean asset pricing application
Dunne, Peter G.
- In:
International review of financial analysis
8
(
1999
)
1
,
pp. 35-52
Persistent link: https://www.econbiz.de/10001446436
Saved in:
4
Exchange rate returns standardized by realized volatility are (nearly) Gaussian
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2000
Persistent link: https://www.econbiz.de/10001440693
Saved in:
5
Analytic score for multivariate GARCH models
Lucchetti, Riccardo
-
1999
Persistent link: https://www.econbiz.de/10001465189
Saved in:
6
Exchange rate returns standardized by realized volatility are (nearly) Gaussian
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2000
Persistent link: https://www.econbiz.de/10001477784
Saved in:
7
A multivariate GARCH in mean approach to testing uncovered interest parity : evidence from Asia-Pacific foreign exchange markets
Tai, Chu-sheng
- In:
The quarterly review of economics and finance : journal …
41
(
2001
)
4
,
pp. 441-460
Persistent link: https://www.econbiz.de/10001615339
Saved in:
8
Multivariate GARCH modelling of volatility and comovements in Asia Pacific markets
Chandra, M.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001770496
Saved in:
9
Analytical quasi maximum likelihood inference in multivariate volatility models
Hafner, Christian M.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001784026
Saved in:
10
Multivariate volatility models
Fengler, Matthias R.
;
Herwartz, Helmut
- In:
Applied quantitative finance : theory and computational …
,
(pp. 221-236)
.
2002
Persistent link: https://www.econbiz.de/10001749997
Saved in:
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