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ARCH model
Börsenkurs
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Gupta, Rangan
48
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37
Ma, Feng
34
Bouri, Elie
27
Engle, Robert F.
22
Kumar, Dilip
22
Zhang, Yaojie
19
Teräsvirta, Timo
17
Chang, Chia-Lin
16
Chiang, Thomas C.
16
Bauwens, Luc
15
Floros, Christos
15
Koopman, Siem Jan
14
Tiwari, Aviral Kumar
14
Kang, Sang Hoon
13
Molnár, Peter
13
Paolella, Marc S.
13
Wang, Yudong
13
Hafner, Christian M.
12
McMillan, David G.
12
Wu, Xinyu
12
Allen, David E.
11
Brooks, Robert
11
Elyasiani, Elyas
11
Huang, Zhuo
11
Li, Yan
11
Mittnik, Stefan
11
Rodriguez, Gabriel
11
Silvennoinen, Annastiina
11
Wang, Jiqian
11
Yoon, Seong-min
11
Demirer, Rıza
10
Haas, Markus
10
Hansen, Peter Reinhard
10
Liang, Chao
10
Maheswaran, S.
10
Mansur, Iqbal
10
Salisu, Afees A.
10
Wei, Yu
10
Xuan Vinh Vo
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National Bureau of Economic Research
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Ekonomiska forskningsinstitutet <Stockholm>
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1
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1
William Davidson Institute <Ann Arbor, Mich.>
1
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1
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Finance research letters
90
Energy economics
75
International review of economics & finance : IREF
71
International review of financial analysis
68
Journal of empirical finance
68
Research in international business and finance
65
The North American journal of economics and finance : a journal of financial economics studies
65
Applied economics
63
Journal of international financial markets, institutions & money
54
Economic modelling
52
Journal of risk and financial management : JRFM
47
International journal of forecasting
39
Journal of banking & finance
39
Journal of econometrics
37
The European journal of finance
35
Journal of forecasting
34
Applied economics letters
33
Applied financial economics
29
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
28
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
25
Economics letters
23
International Journal of Energy Economics and Policy : IJEEP
23
Discussion paper / Tinbergen Institute
22
International journal of finance & economics : IJFE
22
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
22
Pacific-Basin finance journal
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
22
International journal of economics and finance
21
Journal of financial econometrics
21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
20
Working paper
20
Cogent economics & finance
19
International Journal of Financial Studies : open access journal
19
International journal of economics and financial issues : IJEFI
19
Review of quantitative finance and accounting
19
Department of Economics working paper series
17
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
17
Global business review
17
Afro-Asian Journal of Finance and Accounting : AAJFA
16
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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ECONIS (ZBW)
3,550
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1
Conditional leptokurtosis and non-linear dependence in exchange rate returns
Caporale, Guglielmo Maria
;
Hassapis, Christis
;
Pittis, …
-
1994
Persistent link: https://www.econbiz.de/10000897287
Saved in:
2
Alternative models for conditional stock volatility
Pagan, Adrian R.
;
Schwert, George William
-
1989
Persistent link: https://www.econbiz.de/10000765771
Saved in:
3
Long run volatility forecasting for individual stocks in a one factor model
Engle, Robert F.
;
Lee, Gary G. J.
-
1993
Persistent link: https://www.econbiz.de/10000877958
Saved in:
4
A permanent and transitory component model of stock return volatility
Engle, Robert F.
;
Lee, Gary G. J.
-
1993
-
[Rev.]
Persistent link: https://www.econbiz.de/10000877975
Saved in:
5
Conditional leptokurtosis and non-linear dependence in exchange rate returns
Caporale, Guglielmo M.
;
Hassapis, Christis
;
Pittis, Nikitas
-
1994
Persistent link: https://www.econbiz.de/10000147732
Saved in:
6
Essays on realized volatility and jumps
Larson, Marcus
-
2008
Persistent link: https://www.econbiz.de/10003758871
Saved in:
7
Modelos ARCH, GARCH y EGARCH : aplicaciones a series financieras
Casas Monsegny, Marta
;
Cepeda Cuervo, Edilberto
- In:
Cuadernos de economía
27
(
2008
)
1
,
pp. 287-319
Persistent link: https://www.econbiz.de/10003760218
Saved in:
8
Asymmetric multivariate normal mixture GARCH
Haas, Markus
(
contributor
);
Mittnik, Stefan
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003651581
Saved in:
9
Multivariate regimeswitching GARCH with an application to international stock markets
Haas, Markus
(
contributor
);
Mittnik, Stefan
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003651587
Saved in:
10
Essays on econometric analysis of price and volatility behavior in asset markets
Zhu, Jie
-
2008
Persistent link: https://www.econbiz.de/10003738564
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