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ARCH-Modell
Volatility
40,754
Volatilität
39,670
Theorie
26,944
Theory
26,758
General equilibrium
16,908
Allgemeines Gleichgewicht
16,626
Schätzung
10,120
Estimation
10,046
Macroeconomics
9,707
Börsenkurs
9,474
Share price
9,448
Makroökonomik
8,408
Capital income
7,211
Kapitaleinkommen
7,211
USA
6,591
United States
6,519
Welt
6,416
World
6,384
ARCH model
6,342
Skalenertrag
6,140
Returns to scale
6,135
Aktienmarkt
5,891
Stock market
5,879
Wechselkurs
4,758
Exchange rate
4,746
Prognoseverfahren
4,115
Konjunktur
4,109
Forecasting model
4,088
Business cycle
4,004
Stochastischer Prozess
3,991
Wirkungsanalyse
3,978
Stochastic process
3,974
Impact assessment
3,964
Optionspreistheorie
3,860
Option pricing theory
3,848
Zeitreihenanalyse
3,512
Time series analysis
3,496
Monetary policy
3,358
Geldpolitik
3,151
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1,926
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Article
4,637
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1,714
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4,502
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4,502
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829
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829
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822
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810
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133
Book section
133
Hochschulschrift
63
Thesis
43
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25
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25
Collection of articles written by one author
20
Sammlung
20
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13
Sammelwerk
13
Aufsatzsammlung
7
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5
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5
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3
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3
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3
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2
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2
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2
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1
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1
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1
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1
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1
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English
6,307
German
25
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13
French
2
Portuguese
2
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1
Polish
1
Romanian
1
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1
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McAleer, Michael
125
Gupta, Rangan
66
Ma, Feng
65
Chang, Chia-Lin
64
Bouri, Elie
42
Caporale, Guglielmo Maria
33
Zhang, Yaojie
33
Bauwens, Luc
32
Kumar, Dilip
32
Engle, Robert F.
28
Hansen, Peter Reinhard
25
McMillan, David G.
25
Teräsvirta, Timo
25
Wang, Yudong
24
Hafner, Christian M.
23
Liang, Chao
23
Bollerslev, Tim
22
Caporin, Massimiliano
22
Herwartz, Helmut
22
Kang, Sang Hoon
22
Wei, Yu
22
Hammoudeh, Shawkat
21
Wu, Xinyu
21
Conrad, Christian
20
Serletis, Apostolos
20
Silvennoinen, Annastiina
20
Tiwari, Aviral Kumar
20
Yoon, Seong-min
20
Koopman, Siem Jan
19
Laurent, Sébastien
19
Molnár, Peter
19
Spagnolo, Nicola
19
Degiannakis, Stavros
18
Diebold, Francis X.
18
Floros, Christos
18
Salisu, Afees A.
18
Andersen, Torben
17
Hamori, Shigeyuki
17
Huang, Zhuo
17
Lucey, Brian M.
17
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National Bureau of Economic Research
14
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
8
Centre for Analytical Finance <Århus>
4
University of Canterbury / Dept. of Economics and Finance
4
Ekonomiska forskningsinstitutet <Stockholm>
3
Instituto Valenciano de Investigaciones Económicas
3
Brown University / Department of Economics
2
Econometrisch Instituut <Rotterdam>
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
Erasmus Research Institute of Management
1
Federal Reserve Bank of San Francisco
1
HFDF <2, 1998, Zürich>
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
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
University of Strathclyde / Department of Economics
1
Universität Bremen / Fachbereich Wirtschaftswissenschaft
1
Université de Genève / Institut de hautes études internationales
1
Université de Montréal / Département de sciences économiques
1
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Published in...
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Energy economics
226
Finance research letters
152
International review of financial analysis
110
Economic modelling
108
Applied economics
106
The North American journal of economics and finance : a journal of financial economics studies
101
International review of economics & finance : IREF
97
Journal of empirical finance
93
Research in international business and finance
91
Journal of international financial markets, institutions & money
73
Journal of risk and financial management : JRFM
69
Journal of econometrics
66
International journal of forecasting
64
Applied financial economics
60
Journal of forecasting
57
Journal of banking & finance
55
Discussion paper / Tinbergen Institute
52
Economics letters
52
Applied economics letters
51
International Journal of Energy Economics and Policy : IJEEP
50
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
45
International journal of finance & economics : IJFE
43
The European journal of finance
42
The journal of futures markets
42
Working paper
41
Econometric Institute research papers
40
Journal of financial econometrics : official journal of the Society for Financial Econometrics
40
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
38
International journal of economics and financial issues : IJEFI
33
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
32
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
30
International journal of economics and finance
30
Cogent economics & finance
29
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
29
Pacific-Basin finance journal
28
Review of quantitative finance and accounting
28
The empirical economics letters : a monthly international journal of economics
28
Journal of international money and finance
27
Journal of financial econometrics
25
Quantitative finance
25
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ECONIS (ZBW)
6,336
EconStor
13
ArchiDok
2
Showing
1
-
10
of
6,351
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articles prioritized
date (newest first)
date (oldest first)
1
Business cycle synchronization of the euro area with the new and negotiating member countries
Savva, Christos S.
;
Neanidis, Kyriakos C.
;
Osborn, Denise R.
- In:
International journal of finance & economics : IJFE
15
(
2010
)
3
,
pp. 288-306
Persistent link: https://www.econbiz.de/10008702340
Saved in:
2
The growth-
volatility
relationship redux : what does
volatility
decomposition tell?
Mallick, Debdulal
- In:
The B.E. journal of macroeconomics
19
(
2019
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10012027392
Saved in:
3
Scaling by the square-root-of-time rule : an empirical investigation using five market indexes
Cameron, James
;
Gulati, Chandra M.
;
Lin, Yan-xia
- In:
Journal of risk
19
(
2016
)
2
,
pp. 61-80
Persistent link: https://www.econbiz.de/10013177083
Saved in:
4
Asymmetric business cycle fluctuations in Caribbean economies
Kiani, Khurshid M.
- In:
International journal of economic perspectives : IJEP
5
(
2011
)
2
,
pp. 121-140
Persistent link: https://www.econbiz.de/10011587461
Saved in:
5
Oil price shocks and housing business cycles in Iran : Markov regime-switching GARCH model
Kamjo, Seyed Parviz Jalili
;
Nademi, Younes
- In:
Journal of urban economics and management : a quarterly …
7
(
2019
)
25
,
pp. 97-113
Persistent link: https://www.econbiz.de/10011997593
Saved in:
6
Intraday
volatility
and scaling in high frequency foreign exchange markets
Seemann, Lars
;
McCauley, Joseph L.
;
Gunaratne, Gemunu H.
- In:
International review of financial analysis
20
(
2011
)
3
,
pp. 121-126
Persistent link: https://www.econbiz.de/10009295805
Saved in:
7
Option pricing with non-Gaussian scaling and infinite-state switching
volatility
Baldovin, Fulvio
;
Caporin, Massimiliano
;
Caraglio, Michele
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 486-497
Persistent link: https://www.econbiz.de/10011499748
Saved in:
8
Volatility
asymmetry of scale indexes - taking China as an example
Wei, Shih-Yung
;
Cheng, Jao-Hong
;
Lin, Li-Wei
;
Gan, Su-Mei
- In:
International journal of economics and financial issues …
10
(
2020
)
4
,
pp. 158-169
Persistent link: https://www.econbiz.de/10012303336
Saved in:
9
Forecasting in the presence of structural breaks and model uncertainty
Rapach, David E.
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003731593
Saved in:
10
Volatility
and time series econometrics : essays in honor of Robert Engle
Bollerslev, Tim
(
ed.
);
Engle, Robert F.
(
honouree
); …
-
2010
-
1. publ.
Persistent link: https://www.econbiz.de/10003861657
Saved in:
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