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Time series analysis
ARCH-Modell
10,377
ARCH model
10,375
Volatility
6,386
Volatilität
6,378
Schätzung
2,938
Estimation
2,937
Theorie
2,635
Theory
2,631
Capital income
2,291
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2,291
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2,237
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2,237
Aktienmarkt
2,020
Stock market
2,019
Zeitreihenanalyse
1,807
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1,788
Forecasting model
1,786
Spillover effect
1,066
Spillover-Effekt
1,066
Estimation theory
1,061
Schätztheorie
1,061
Risikomaß
1,022
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1,022
GARCH
995
Exchange rate
944
Wechselkurs
943
USA
935
United States
929
Welt
885
World
885
Correlation
813
Korrelation
812
Oil price
731
Ölpreis
731
Portfolio selection
685
Portfolio-Management
685
Aktienindex
629
Stock index
629
Financial market
575
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1,102
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McAleer, Michael
54
Teräsvirta, Timo
29
Caporin, Massimiliano
22
Lütkepohl, Helmut
20
Gupta, Rangan
17
Koopman, Siem Jan
17
Bauwens, Luc
15
Chang, Chia-Lin
14
Hafner, Christian M.
14
Lucas, André
14
Hansen, Peter Reinhard
13
Huang, Zhuo
13
Saikkonen, Pentti
12
Allen, David E.
11
Engle, Robert F.
11
Francq, Christian
11
Hallin, Marc
11
Medeiros, Marcelo C.
11
Rombouts, Jeroen V. K.
11
Silvennoinen, Annastiina
11
Conrad, Christian
10
Li, Wai Keung
10
Nelson, Daniel B.
10
Nielsen, Morten Ørregaard
10
Rahbek, Anders
10
Ruiz, Esther
10
Blazsek, Szabolcs
9
Chen, Xiaohong
9
Dijk, Dick van
9
Kumar, Dilip
9
Meitz, Mika
9
Asai, Manabu
8
Blasques, Francisco
8
Caporale, Guglielmo Maria
8
Gonçalves, Sílvia
8
Harvey, Andrew C.
8
Lux, Thomas
8
Shephard, Neil G.
8
Carnero, M. Angeles
7
Franses, Philip Hans
7
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Centre for Analytical Finance <Århus>
5
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
5
Ekonomiska forskningsinstitutet <Stockholm>
3
Econometrisch Instituut <Rotterdam>
2
Escola de Pós-Graduação em Economia <Rio de Janeiro>
2
National Bureau of Economic Research
2
University of Canterbury / Dept. of Economics and Finance
2
William Davidson Institute <Ann Arbor, Mich.>
2
Center for Economic Research <Tilburg>
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
European University Institute / Department of Economics
1
Fachhochschule Stralsund / Fachbereich Wirtschaft
1
Gottfried Wilhelm Leibniz Universität Hannover
1
International Center for Financial Asset Management and Engineering
1
International Workshop on Statistics and Finance <1999, Hongkong>
1
Konjunkturinstitutet <Stockholm>
1
Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
1
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
1
Shakai-Keizai-Kenkyūsho <Osaka>
1
Springer Fachmedien Wiesbaden
1
Suntory and Toyota International Centres for Economics and Related Disciplines
1
Taylor and Francis.
1
University of Chicago / Graduate School of Business
1
University of Chicago / Graduate School of Business / Department of Economics
1
University of Strathclyde / Department of Economics
1
Université de Montréal / Département de sciences économiques
1
Westfälische Wilhelms-Universität Münster
1
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Published in...
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Discussion paper / Tinbergen Institute
43
Journal of econometrics
42
Journal of empirical finance
37
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
32
Economic modelling
31
Energy economics
30
Finance research letters
30
International journal of forecasting
30
Applied economics
27
Economics letters
26
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
23
The North American journal of economics and finance : a journal of financial economics studies
22
CREATES research paper
19
International review of financial analysis
19
Journal of financial econometrics : official journal of the Society for Financial Econometrics
18
Journal of forecasting
18
Working paper
18
Journal of risk and financial management : JRFM
17
Research in international business and finance
16
Econometric Institute research papers
15
Econometric reviews
15
International review of economics & finance : IREF
15
Journal of banking & finance
14
Econometrics : open access journal
13
International Journal of Energy Economics and Policy : IJEEP
13
Journal of time series econometrics
13
The econometrics journal
13
Computational economics
12
International journal of economics and financial issues : IJEFI
12
Journal of financial econometrics
12
Journal of international financial markets, institutions & money
11
Journal of risk
11
Applied financial economics
10
Econometric theory
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
International journal of economics and finance
9
International journal of finance & economics : IJFE
9
CORE discussion papers : DP
8
ECARES working paper
8
The European journal of finance
8
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ECONIS (ZBW)
1,800
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1
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of
1,800
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1
Cross-dynamics of exchange rate expectations : a wavelet analysis
Nikkinen, Jussi
;
Pynnönen, Seppo
;
Ranta, Mikko
; …
- In:
International journal of finance & economics : IJFE
16
(
2011
)
3
,
pp. 205-217
Persistent link: https://www.econbiz.de/10009408606
Saved in:
2
Impact of currency futures on volatility in exchange rate : a study of Indian currency market
Kumar, Ashish
- In:
Paradigm : the journal of Institute of Management Technology
19
(
2015
)
1
,
pp. 95-108
Persistent link: https://www.econbiz.de/10011761360
Saved in:
3
Fractionally integrated models with
ARCH
errors
Hauser, Michael A.
;
Kunst, Robert M.
-
1994
Persistent link: https://www.econbiz.de/10000882159
Saved in:
4
GARCH effects on a test of cointegration
Franses, Philip Hans
;
Kofman, Paul
;
Moser, James T.
-
1993
Persistent link: https://www.econbiz.de/10000893748
Saved in:
5
Autoregressive conditional heteroscedasticity and USA inflation
Bairam, Erkin İbrahim
-
1992
Persistent link: https://www.econbiz.de/10000836507
Saved in:
6
Temporal aggregation of GARCH processes
Drost, Feike C.
;
Nijman, Theodore E.
-
1990
Persistent link: https://www.econbiz.de/10000801756
Saved in:
7
A local scale model : an unobserved component alternative to integrated garch processes
Shephard, Neil G.
-
1990
Persistent link: https://www.econbiz.de/10000804115
Saved in:
8
Filtering and forecasting with misspecified
ARCH
models I : getting the right variance with the wrong model
Nelson, Daniel B.
-
1990
Persistent link: https://www.econbiz.de/10000811128
Saved in:
9
Stationarity and persistence in the GARCH (1,1) model
Nelson, Daniel B.
-
1988
-
Rev
Persistent link: https://www.econbiz.de/10000766332
Saved in:
10
Testing for nonlinear dependence in daily foreign exchange rate changes
Hsieh, David A.
-
1988
Persistent link: https://www.econbiz.de/10000766355
Saved in:
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