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~subject:"ARCH model"
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ARCH model
Schätzung
131,217
Estimation
125,085
Volatility
41,108
Volatilität
40,839
Theorie
38,897
Theory
37,953
USA
20,948
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19,962
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18,958
Deutschland
17,922
Welt
17,702
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15,892
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15,422
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12,885
Wirtschaftswachstum
10,276
Economic growth
9,885
Aktienmarkt
9,677
Stock market
9,544
Prognoseverfahren
9,134
Forecasting model
8,931
Religion
8,422
Zeitreihenanalyse
8,317
Wirkungsanalyse
8,253
Time series analysis
8,105
Impact assessment
8,027
Wechselkurs
8,023
Exchange rate
7,843
EU-Staaten
7,832
ARCH-Modell
7,437
Geldpolitik
7,421
EU countries
7,382
Monetary policy
7,138
Schätztheorie
6,933
Estimation theory
6,819
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6,405
Großbritannien
6,366
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McAleer, Michael
137
Gupta, Rangan
76
Chang, Chia-Lin
68
Ma, Feng
65
Bouri, Elie
46
Bauwens, Luc
37
Engle, Robert F.
34
Caporale, Guglielmo Maria
33
Zhang, Yaojie
33
Kumar, Dilip
32
Hafner, Christian M.
27
Bollerslev, Tim
26
Conrad, Christian
26
Hansen, Peter Reinhard
26
Herwartz, Helmut
26
Karanasos, Menelaos
26
McMillan, David G.
26
Teräsvirta, Timo
25
Kang, Sang Hoon
24
Koopman, Siem Jan
24
Tiwari, Aviral Kumar
24
Wang, Yudong
24
Liang, Chao
23
Serletis, Apostolos
23
Yoon, Seong-min
23
Caporin, Massimiliano
22
Diebold, Francis X.
22
Huang, Zhuo
22
Wei, Yu
22
Andersen, Torben
21
Hammoudeh, Shawkat
21
Paolella, Marc S.
21
Salisu, Afees A.
21
Wu, Xinyu
21
Hamori, Shigeyuki
20
Laurent, Sébastien
20
Silvennoinen, Annastiina
20
Chen, Cathy W. S.
19
Ji, Qiang
19
Miller, Stephen M.
19
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National Bureau of Economic Research
15
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
11
University of Canterbury / Dept. of Economics and Finance
5
Centre for Analytical Finance <Århus>
4
Ekonomiska forskningsinstitutet <Stockholm>
4
Econometrisch Instituut <Rotterdam>
3
Instituto Valenciano de Investigaciones Económicas
3
Brown University / Department of Economics
2
Escola de Pós-Graduação em Economia <Rio de Janeiro>
2
Federal Reserve Bank of St. Louis
2
Gottfried Wilhelm Leibniz Universität Hannover
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
1
Center for Economic Research <Tilburg>
1
Centre for Quantitative Economics & Computing
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Deutschland / Bundesministerium für Wirtschaft
1
Deutschland <Bundesrepublik> / Auswärtiges Amt
1
Deutschland <Bundesrepublik> / Bundesminister der Finanzen
1
Deutschland <Bundesrepublik> / Bundesminister für den Marshallplan
1
Econometric Society
1
Erasmus Research Institute of Management
1
Federal Reserve Bank of San Francisco
1
HFDF <2, 1998, Zürich>
1
Institut für Weltwirtschaft
1
International Workshop on Statistics and Finance <1999, Hongkong>
1
Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
1
London School of Economics and Political Science
1
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
1
Queen Mary College / Department of Economics
1
Rodney L. White Center for Financial Research
1
School of Accounting, Economics and Finance <Geelong>
1
School of Accounting, Finance and Economics <Perth, Western Australia>
1
School of Economics and Finance <Brisbane>
1
School of Finance and Business Economics <Perth, Western Australia>
1
Shakai-Keizai-Kenkyūsho <Osaka>
1
Springer Fachmedien Wiesbaden
1
Svenska Handelshögskolan <Helsinki>
1
The Wharton Financial Institutions Center
1
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Energy economics
234
Finance research letters
167
Applied economics
123
Economic modelling
121
International review of financial analysis
117
The North American journal of economics and finance : a journal of financial economics studies
110
International review of economics & finance : IREF
106
Journal of empirical finance
103
Research in international business and finance
103
Journal of international financial markets, institutions & money
83
Journal of econometrics
79
Journal of risk and financial management : JRFM
74
International journal of forecasting
72
Applied financial economics
71
Applied economics letters
64
Discussion paper / Tinbergen Institute
64
Journal of banking & finance
63
Economics letters
62
Journal of forecasting
58
International Journal of Energy Economics and Policy : IJEEP
54
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
54
The journal of futures markets
51
Journal of financial econometrics : official journal of the Society for Financial Econometrics
48
The European journal of finance
48
Econometric Institute research papers
47
International journal of finance & economics : IJFE
47
Working paper
46
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
42
International journal of economics and financial issues : IJEFI
41
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
39
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
39
International journal of economics and finance
36
Cogent economics & finance
35
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
34
Review of quantitative finance and accounting
34
Pacific-Basin finance journal
33
The empirical economics letters : a monthly international journal of economics
32
Journal of international money and finance
31
Computational economics
29
Journal of risk
29
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Source
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ECONIS (ZBW)
7,327
RePEc
4
ArchiDok
2
Showing
1
-
10
of
7,333
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Long memory behavior in the returns of
Pakistan
Stock Market : ARFIMA-FIGARCH models
Turkyilmaz, Serpil
;
Balibey, Mesut
- In:
International journal of economics and financial issues …
4
(
2014
)
2
,
pp. 400-410
Persistent link: https://www.econbiz.de/10010520466
Saved in:
2
On the univariate representation of multivariate
volatility
models with common factors
Hecq, Alain W. J.
;
Laurent, Sébastien
;
Palm, Franz C.
-
2011
Persistent link: https://www.econbiz.de/10008840656
Saved in:
3
Level changes in
volatility
models
Craioveanu, Mihaela
;
Hillebrand, Eric
- In:
Annals of finance
8
(
2012
)
2/3
,
pp. 277-308
Persistent link: https://www.econbiz.de/10009548088
Saved in:
4
Impact of the foreign institutional investments on stock market : evidence from India
Garg, Ashish
;
Bodla, Bhag Singh
- In:
Indian economic review : biannual journal of the Delhi …
46
(
2011
)
2
,
pp. 303-322
Persistent link: https://www.econbiz.de/10009554620
Saved in:
5
Long memory analysis : an empirical investigation
Nazarian, Rafik
;
Naderi, Esmaeil
;
Gandali Alikhani, Nadiya
- In:
International journal of economics and financial issues …
4
(
2014
)
1
,
pp. 16-26
Persistent link: https://www.econbiz.de/10010519739
Saved in:
6
Long memory in UK real GDP, 1851 – 2013: an ARFIMA-FIGARCH analysis
Caporale, Guglielmo Maria
;
Škare, Marinko
-
2014
volatility
(d = 0.80) is also confirmed. …
Persistent link: https://www.econbiz.de/10010367157
Saved in:
7
Long memory in UK real GDP, 1851 - 2013 : an ARFIMA-FIGARCH analysis
Caporale, Guglielmo Maria
;
Škare, Marinko
-
2014
Persistent link: https://www.econbiz.de/10010402692
Saved in:
8
Long memory in returns and
volatility
: evidence from foreign exchange market of Asian countries
Vats, Alpana
- In:
The international journal of applied economics and finance
5
(
2011
)
4
,
pp. 245-256
Persistent link: https://www.econbiz.de/10009512952
Saved in:
9
On the univariate representation of BEKK models with common factors
Hecq, Alain W. J.
;
Laurent, Sébastien
;
Palm, Franz C.
-
2012
Persistent link: https://www.econbiz.de/10009515469
Saved in:
10
Modelling financial transaction price movements : a dynamic integer count data model
Liesenfeld, Roman
;
Nolte, Ingmar
;
Pohlmeier, Winfried
- In:
Empirical economics : a journal of the Institute for …
30
(
2005
)
4
,
pp. 795-825
Persistent link: https://www.econbiz.de/10003233759
Saved in:
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