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ARCH model
Schätzung
449
Estimation
444
USA
355
United States
346
Volatility
315
Volatilität
310
Forecasting model
306
Prognoseverfahren
306
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238
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238
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227
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227
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206
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153
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151
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144
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142
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138
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138
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137
Inflation
134
Geldpolitik
133
Kointegration
128
ARCH-Modell
117
Südafrika
116
Immobilienpreis
115
Real estate price
115
VAR model
113
VAR-Modell
111
Unit root test
108
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49
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Article
70
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47
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67
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67
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40
Graue Literatur
40
Non-commercial literature
40
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40
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2
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1
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117
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Gupta, Rangan
80
Miller, Stephen M.
22
Bouri, Elie
16
Fang, Wen-shwo
15
Balcilar, Mehmet
14
Salisu, Afees A.
14
Ji, Qiang
10
Ogbonna, Ahamuefula Ephraim
8
Pierdzioch, Christian
8
Demirer, Rıza
7
Segnon, Mawuli
7
Lux, Thomas
6
Plakandaras, Vasilios
6
Ajmi, Ahdi Noomen
5
Nasr, Adnen Ben
5
Tiwari, Aviral Kumar
5
Antonakakis, Nikolaos
4
Gupta, Rakesh
4
Karmakar, Sayar
4
Ozdemir, Zeynel Abidin
4
Wohar, Mark E.
4
Cepni, Oguzhan
3
Cuñado Eizaguirre, Juncal
3
Fang, Wen-Shwo
3
Hammoudeh, Shawkat
3
Ivashchenko, Sergey
3
Lai, Yihao
3
Lee, ChunShen
3
Liu, Ruipeng
3
Shiba, Sisa
3
Apergēs, Nikolaos
2
Aye, Goodness C.
2
Cakan, Esin
2
Canarella, Giorgio
2
Chang, Tsangyao
2
Christou, Christina
2
Das, Sonali
2
Foglia, Matteo
2
Gillas, Konstantinos Gkillas
2
Lee, Chun-Shen
2
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Department of Economics working paper series
26
Working papers / University of Connecticut, Department of Economics
9
The North American journal of economics and finance : a journal of financial economics studies
5
Energy economics
4
Applied economics
3
Finmap working paper
3
International review of economics & finance : IREF
3
Journal of risk and financial management : JRFM
3
Research in international business and finance
3
Southern economic journal
3
Defence and peace economics
2
Economic modelling
2
Economics letters
2
Finance research letters
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International journal of forecasting
2
International review of financial analysis
2
Journal of multinational financial management
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Annals of financial economics
1
Applied economics letters
1
Applied financial economics
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Economic systems
1
Economics and Business Letters : EBL
1
Economics working paper
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Emerging markets review
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirica : journal of european economics
1
Financial innovation : FIN
1
Global Research Unit working paper
1
International journal of business and economics
1
International journal of business and emerging markets : IJBEM
1
International journal of business and globalisation : IJBG
1
International journal of finance & economics : IJFE
1
Japan and the world economy : international journal of theory and policy
1
Journal of economic studies
1
Journal of economics and finance
1
Journal of forecasting
1
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ECONIS (ZBW)
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1
Time-frequency relationship between inflation and inflation uncertainty for the U.S. : evidence from historical data
Albulescu, Claudiu Tiberiu
;
Tiwari, Aviral Kumar
; …
-
2016
Persistent link: https://www.econbiz.de/10011547577
Saved in:
2
Dynamic correlations in bond markets between US and emerging countries
Yeh, Chun-Chieh
;
Chiu, Chien-Liang
;
Chang, Tsangyao
- In:
Applied economics letters
28
(
2021
)
16
,
pp. 1371-1376
Persistent link: https://www.econbiz.de/10012609680
Saved in:
3
How oil price and exchange rate affect stock price in China using Bayesian Quantile_on_Quantile with GARCH approach
Chang, Hao Wen
;
Chang, Tsangyao
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014247010
Saved in:
4
Cross-country evidence on output growth volatility : nonstationary variance and GARCH models
Fang, Wen-shwo
;
Miller, Stephen M.
;
Lee, ChunShen
- In:
Scottish journal of political economy : the journal of …
55
(
2008
)
4
,
pp. 509-541
Persistent link: https://www.econbiz.de/10003742974
Saved in:
5
Is the great moderation ending? : UK and US evidence
Canarella, Giorgio
;
Fang, Wen-shwo
;
Miller, Stephen M.
; …
-
2008
Persistent link: https://www.econbiz.de/10003866667
Saved in:
6
Modeling the volatility of real GDP growth : the case of Japan revisited
Fang, Wen-shwo
;
Miller, Stephen M.
-
2008
Persistent link: https://www.econbiz.de/10003866814
Saved in:
7
The great moderation flattens fat tails : disappearing leptokurtosis
Fang, Wen-shwo
;
Miller, Stephen M.
;
Lee, ChunShen
-
2008
Persistent link: https://www.econbiz.de/10003866819
Saved in:
8
Modeling the volatility of real GDP growth : the case of Japan revisited
Fang, Wen-shwo
;
Miller, Stephen M.
- In:
Japan and the world economy : international journal of …
21
(
2009
)
3
,
pp. 312-324
Persistent link: https://www.econbiz.de/10003881998
Saved in:
9
Exchange rate depreciation and exports : the case of Singapore revisited
Fang, Wen-shwo
;
Miller, Stephen M.
- In:
Applied economics
39
(
2007
)
1/3
,
pp. 273-277
Persistent link: https://www.econbiz.de/10003427300
Saved in:
10
The great moderation and the relationship between output growth and its volatility
Fang, Wen-shwo
(
contributor
);
Miller, Stephen M.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003474177
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