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Time series analysis
Volatility
40,433
Volatilität
39,469
Theorie
12,218
Theory
12,096
ARCH-Modell
10,313
ARCH model
10,261
Schätzung
9,804
Estimation
9,729
Börsenkurs
9,724
Share price
9,686
Kapitaleinkommen
7,664
Capital income
7,657
Prognoseverfahren
6,625
Forecasting model
6,483
Aktienmarkt
6,298
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6,290
Welt
5,094
World
5,057
Exchange rate
4,838
Wechselkurs
4,831
USA
4,771
Zeitreihenanalyse
4,761
United States
4,686
Forecasting
3,973
Optionspreistheorie
3,961
Option pricing theory
3,944
Stochastischer Prozess
3,932
Stochastic process
3,910
forecasting
3,530
Risk
2,950
Risiko
2,860
volatility
2,616
Portfolio-Management
2,553
Portfolio selection
2,552
Oil price
2,469
Ölpreis
2,461
Schätztheorie
2,393
GARCH
2,392
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2,383
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McAleer, Michael
81
Koopman, Siem Jan
54
Gupta, Rangan
48
Caporale, Guglielmo Maria
47
Gil-Alaña, Luis A.
41
Bollerslev, Tim
33
Härdle, Wolfgang
33
Lux, Thomas
32
Teräsvirta, Timo
31
Caporin, Massimiliano
29
Lucas, André
29
Sibbertsen, Philipp
27
Andersen, Torben
24
Bauwens, Luc
23
Dijk, Dick van
23
Hafner, Christian M.
23
Asai, Manabu
22
Lütkepohl, Helmut
22
Hallin, Marc
21
Tauchen, George Eugene
21
Chan, Joshua
20
Marcellino, Massimiliano
20
Medeiros, Marcelo C.
20
Todorov, Viktor
20
Chang, Chia-Lin
19
Cavaliere, Giuseppe
18
Taylor, Robert
18
Blasques, Francisco
17
Franses, Philip Hans
17
Koop, Gary
17
Patton, Andrew J.
17
Rodriguez, Gabriel
17
Shephard, Neil G.
17
Engle, Robert F.
16
Kim, Donggyu
16
Ravazzolo, Francesco
16
Allen, David E.
15
Hansen, Peter Reinhard
15
Hautsch, Nikolaus
15
Hounyo, Ulrich
15
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National Bureau of Economic Research
13
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
10
Ekonomiska forskningsinstitutet <Stockholm>
7
Centre for Analytical Finance <Århus>
6
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Centre for Growth and Business Cycle Research <Manchester>
4
Gottfried Wilhelm Leibniz Universität Hannover
4
Christian-Albrechts-Universität zu Kiel
3
Department of Econometrics and Business Statistics, Monash Business School
3
Econometrisch Instituut <Rotterdam>
3
Centro de Estudios Andaluces, Government of Andalusia
2
Escola de Pós-Graduação em Economia <Rio de Janeiro>
2
University of Canterbury / Dept. of Economics and Finance
2
University of Strathclyde / Department of Economics
2
Université de Montréal / Département de sciences économiques
2
William Davidson Institute <Ann Arbor, Mich.>
2
Aarhus Universitet / Afdeling for Nationaløkonomi
1
Bundesanstalt für Geowissenschaften und Rohstoffe
1
Business Information Centre <Toronto>
1
Center for Economic Research <Tilburg>
1
Centre for Quantitative Economics & Computing
1
Chambre de commerce et d'industrie de Paris
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
EconWPA
1
European University Institute / Department of Economics
1
Fachhochschule Stralsund / Fachbereich Wirtschaft
1
Hamburgisches WeltWirtschaftsInstitut
1
Institut for Finansiering <Frederiksberg>
1
Institute of Finance and Accounting <London>
1
International Center for Financial Asset Management and Engineering
1
International Workshop on Statistics and Finance <1999, Hongkong>
1
Internationaler Währungsfonds / Asia and Pacific Department
1
Internationaler Währungsfonds / Western Hemisphere Department
1
Konjunkturinstitutet <Stockholm>
1
Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
1
Leibniz-Institut für Wirtschaftsforschung Halle
1
Narodna Banka na Republika Makedonija
1
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
1
Rodney L. White Center for Financial Research
1
Shakai-Keizai-Kenkyūsho <Osaka>
1
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Journal of econometrics
141
International journal of forecasting
121
Discussion paper / Tinbergen Institute
102
Economic modelling
85
Energy economics
83
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
75
Applied economics
63
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
61
Journal of forecasting
60
Journal of empirical finance
58
Finance research letters
57
Economics letters
56
Econometric reviews
42
CREATES research paper
39
Working paper
39
International Journal of Energy Economics and Policy : IJEEP
38
International review of financial analysis
37
The North American journal of economics and finance : a journal of financial economics studies
37
Computational economics
35
International review of economics & finance : IREF
34
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
32
Journal of risk and financial management : JRFM
32
Journal of financial econometrics
31
Journal of financial econometrics : official journal of the Society for Financial Econometrics
31
Journal of banking & finance
30
Applied economics letters
27
CESifo working papers
27
Quantitative finance
27
Research in international business and finance
27
Econometrics : open access journal
24
European journal of operational research : EJOR
24
Econometric Institute research papers
22
Journal of economic dynamics & control
21
Journal of international financial markets, institutions & money
21
The econometrics journal
21
CAMA working paper series
20
Econometric theory
20
SFB 649 discussion paper
20
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
19
International journal of economics and financial issues : IJEFI
19
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ECONIS (ZBW)
4,694
RePEc
15
BASE
2
EconStor
1
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1
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10
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4,712
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date (newest first)
date (oldest first)
1
Locally stationary multiplicative
volatility
modeling
Walsh, Christopher
;
Vogt, Michael
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 497-508
Persistent link: https://www.econbiz.de/10014448258
Saved in:
2
Modelling and
forecasting
long memory time series with exponential and switching
GARCH
models
Amiri, Esmail
- In:
International journal of monetary economics and finance
12
(
2019
)
5
,
pp. 407-425
Persistent link: https://www.econbiz.de/10012155069
Saved in:
3
A discussion on the
robustness
of conditional heteroskedasticity models : simulation evidence and applications of the crude oil returns
Shi, Yanlin
- In:
Finance research letters
44
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014494772
Saved in:
4
Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisis
Karanasos, Menelaos
;
Yfanti, Stavroula
;
Karoglou, Michail
- In:
International review of financial analysis
45
(
2016
),
pp. 332-349
Persistent link: https://www.econbiz.de/10011583871
Saved in:
5
Do structural breaks in
volatility
cause spurious
volatility
transmission?
Caporin, Massimiliano
;
Malik, Farooq
- In:
Journal of empirical finance
55
(
2020
),
pp. 60-82
Persistent link: https://www.econbiz.de/10012175260
Saved in:
6
Breaks and outliers when modelling the
volatility
of the U.S. stock market
Chatzikonstanti, Vasiliki
- In:
Applied economics
49
(
2017
)
46
,
pp. 4704-4717
Persistent link: https://www.econbiz.de/10011844777
Saved in:
7
Forecasting
risk in the US Dollar exchange rate under
volatility
shifts
Anjum, Hassan
;
Malik, Farooq
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012664814
Saved in:
8
Estimating
volatility
transmission between oil prices and the US Dollar exchange rate under structural breaks
Anjum, Hassan
- In:
Journal of economics and finance
43
(
2019
)
4
,
pp. 750-763
Persistent link: https://www.econbiz.de/10012385205
Saved in:
9
Volatility
spillover between exchange rate and stock returns under
volatility
shifts
Malik, Farooq
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 605-613
Persistent link: https://www.econbiz.de/10012655581
Saved in:
10
Predicting the
volatility
of the Russell 3000 stock index
Xiao, Bing
- In:
International journal of financial research
7
(
2016
)
4
,
pp. 18-28
Persistent link: https://www.econbiz.de/10011578780
Saved in:
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