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ARCH model
Markov chain
7,577
Markov-Kette
7,565
Theorie
7,357
Theory
7,341
Correlation
6,999
Korrelation
6,649
Schätzung
4,038
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4,032
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3,595
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3,592
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2,698
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2,678
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2,629
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2,624
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2,460
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2,370
Börsenkurs
2,068
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2,061
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1,832
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1,823
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1,812
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1,809
Schätztheorie
1,742
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1,739
Kapitaleinkommen
1,738
Capital income
1,736
ARCH-Modell
1,482
Portfolio-Management
1,458
Portfolio selection
1,454
Prognoseverfahren
1,416
Forecasting model
1,414
Liquidity
1,374
Liquidität
1,347
Stochastischer Prozess
1,246
Stochastic process
1,244
Welt
1,232
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Bauwens, Luc
29
Engle, Robert F.
19
Gupta, Rangan
14
Meitz, Mika
13
Saikkonen, Pentti
13
Dufays, Arnaud
11
Kumar, Dilip
11
Otranto, Edoardo
11
Chen, Cathy W. S.
10
Ledoit, Olivier
10
Malik, Farooq
10
McAleer, Michael
10
Miller, Stephen M.
10
Silvennoinen, Annastiina
10
Teräsvirta, Timo
10
Wolf, Michael
10
Billio, Monica
9
Caporale, Guglielmo Maria
9
Caporin, Massimiliano
9
Dijk, Dick van
9
Hammoudeh, Shawkat
9
Hamori, Shigeyuki
9
Lütkepohl, Helmut
9
Asai, Manabu
8
Fang, Wen-shwo
8
Hafner, Christian M.
8
Karanasos, Menelaos
8
Koopman, Siem Jan
8
Lee, Hsiang-Tai
8
Ma, Feng
8
Sheppard, Kevin
8
Shi, Yanlin
8
Conrad, Christian
7
Ho, Kin-Yip
7
Kang, Sang Hoon
7
Lucas, André
7
Manera, Matteo
7
Mensi, Walid
7
Rombouts, Jeroen V. K.
7
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Energy economics
54
Journal of empirical finance
40
Finance research letters
36
Research in international business and finance
35
International review of economics & finance : IREF
33
Economic modelling
32
Applied economics
30
International review of financial analysis
27
Journal of international financial markets, institutions & money
23
The North American journal of economics and finance : a journal of financial economics studies
23
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
22
Economics letters
21
Journal of banking & finance
20
International journal of forecasting
18
Journal of econometrics
18
Applied economics letters
17
Discussion paper / Tinbergen Institute
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
15
Journal of financial econometrics : official journal of the Society for Financial Econometrics
13
Journal of forecasting
13
Journal of international money and finance
13
The European journal of finance
13
Computational economics
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Review of quantitative finance and accounting
11
The journal of futures markets
11
CORE discussion papers : DP
10
Journal of risk and financial management : JRFM
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
CREATES research paper
9
International Journal of Energy Economics and Policy : IJEEP
9
International journal of finance & economics : IJFE
9
Journal of financial econometrics
9
CESifo working papers
8
Econometric theory
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Econometric reviews
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Econometrics : open access journal
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Finance a úvěr
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International Journal of Financial Studies : open access journal
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ECONIS (ZBW)
1,481
EconStor
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1
On the relationship between the prices of oil and the precious metals : revisiting with a multivariate regime-switching decision tree
Charlot, Philippe
;
Marimoutou, Vêlayoudom
- In:
Energy economics
44
(
2014
),
pp. 456-467
Persistent link: https://www.econbiz.de/10010457143
Saved in:
2
Riemannian-geometric regime-switching covariance hedging
Lee, Hsiang-Tai
- In:
The journal of futures markets
44
(
2024
)
6
,
pp. 1003-1054
Persistent link: https://www.econbiz.de/10014536714
Saved in:
3
Regime-switching angular
correlation
diversification
Lee, Hsiang-Tai
- In:
Finance research letters
50
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014234140
Saved in:
4
Optimal portfolio diversification with a multi-chain regime-switching spillover GARCH model
Lee, Chien-chiang
;
Lee, Hsiang-Tai
- In:
Global finance journal
55
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014248631
Saved in:
5
Dependence structure of volatility and
illiquidity
on Vienna and Warsaw stock exchanges
Gurgul, Henryk
;
Syrek, Robert
- In:
Finance a úvěr
69
(
2019
)
3
,
pp. 198-221
Persistent link: https://www.econbiz.de/10012137438
Saved in:
6
Drivers of
illiquidity
in the asean sovereign bond market
Kinateder, Harald
;
Bauer, Robert
;
Wagner, Niklas F.
- In:
Bulletin of monetary economics and banking
23
(
2020
)
4
,
pp. 501-524
Persistent link: https://www.econbiz.de/10012423384
Saved in:
7
Copula-GARCH versus dynamic conditional
correlation
: an empirical study on VaR and ES forecasting accuracy
Weiß, Gregor
- In:
Review of quantitative finance and accounting
41
(
2013
)
2
,
pp. 179-202
Persistent link: https://www.econbiz.de/10009774463
Saved in:
8
Estimating value-at-risk using a multivariate copula-based volatility model : evidence from European banks
Sampid, Marius Galabe
;
Hasim, Haslifah Mohamad
- In:
International economics : a journal published by CEPII …
156
(
2018
),
pp. 175-192
Persistent link: https://www.econbiz.de/10012027269
Saved in:
9
The Tunisian stock market index volatility : long memory vs. switching regime
Charfeddine, Lanouar
;
Ajmi, Ahdi Noomen
- In:
Emerging markets review
16
(
2013
),
pp. 145-169
Persistent link: https://www.econbiz.de/10010243139
Saved in:
10
The forecasting performance of a finite mixture regime-switching model for daily electricity prices
Chen, Dipeng
;
Bunn, Derek W.
- In:
Journal of forecasting
33
(
2014
)
5
,
pp. 364-375
Persistent link: https://www.econbiz.de/10010425623
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