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Volatility
USA
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Theorie
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9,961
Portfolio-Management
9,616
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9,525
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9,317
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9,201
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8,844
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McAleer, Michael
326
Gupta, Rangan
250
Caporale, Guglielmo Maria
173
Bollerslev, Tim
145
Chang, Chia-Lin
127
Bouri, Elie
117
Diebold, Francis X.
108
Pierdzioch, Christian
102
Andersen, Torben
98
Ma, Feng
94
Spagnolo, Nicola
93
Aizenman, Joshua
88
Bekaert, Geert
79
Hammoudeh, Shawkat
79
Koopman, Siem Jan
79
Engle, Robert F.
75
Bahmani-Oskooee, Mohsen
74
Härdle, Wolfgang
73
Tiwari, Aviral Kumar
71
Todorov, Viktor
70
Caporin, Massimiliano
69
McMillan, David G.
68
Kočenda, Evžen
65
Asai, Manabu
64
Chiarella, Carl
62
Lux, Thomas
61
Corbet, Shaen
60
Lucey, Brian M.
60
Clements, Adam
58
Kang, Sang Hoon
58
Wohar, Mark E.
58
Gil-Alaña, Luis A.
57
Christoffersen, Peter F.
55
Mensi, Walid
55
Caballero, Ricardo J.
53
Fernández-Villaverde, Jesús
53
Hafner, Christian M.
53
Hautsch, Nikolaus
53
Buch, Claudia M.
52
Salisu, Afees A.
52
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National Bureau of Economic Research
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88
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
28
C.E.P.R. Discussion Papers
22
Centre for Analytical Finance <Århus>
19
World Bank
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International Monetary Fund
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Université Paris-Dauphine (Paris IX)
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Federal Reserve Bank of St. Louis
13
Svenska Handelshögskolan <Helsinki>
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European University Institute / Department of Economics
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Internationaler Währungsfonds / Research Department
11
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Centre for Growth and Business Cycle Research <Manchester>
10
Ekonomiska forskningsinstitutet <Stockholm>
10
Institut für Weltwirtschaft
10
Chambre de commerce et d'industrie de Paris
9
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
9
Cowles Foundation for Research in Economics, Yale University
9
National Centre for Econometric Research (NCER)
9
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8
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European Central Bank
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Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
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Instituto Valenciano de Investigaciones Económicas
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School of Economics and Management, University of Aarhus
7
Banque de France
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Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance
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Department of Economics and Finance, College of Business and Economics
6
Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze
6
Federal Reserve Bank of San Francisco
6
Gottfried Wilhelm Leibniz Universität Hannover
6
Institute of Economic Research, Kyoto University
6
Institute of Finance and Accounting <London>
6
Tinbergen Instituut
6
Birkbeck College / Department of Economics
5
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
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Energy economics
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Finance research letters
617
NBER working paper series
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Working paper / National Bureau of Economic Research, Inc.
466
International review of financial analysis
419
NBER Working Paper
418
Applied economics
384
Journal of banking & finance
375
International review of economics & finance : IREF
367
The journal of futures markets
360
Economic modelling
341
Journal of econometrics
333
The North American journal of economics and finance : a journal of financial economics studies
325
Research in international business and finance
292
Applied financial economics
265
Journal of empirical finance
265
Applied economics letters
263
Economics letters
257
Working paper
255
International journal of theoretical and applied finance
245
Journal of international financial markets, institutions & money
240
Discussion paper / Centre for Economic Policy Research
238
Journal of international money and finance
232
Discussion paper / Tinbergen Institute
199
Journal of risk and financial management : JRFM
197
Quantitative finance
194
Journal of financial economics
191
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
172
CESifo working papers
171
Pacific-Basin finance journal
171
International Journal of Energy Economics and Policy : IJEEP
169
IMF working papers
159
The European journal of finance
159
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
157
International journal of finance & economics : IJFE
151
Journal of economic dynamics & control
151
International journal of forecasting
145
Journal of forecasting
131
The review of financial studies
126
Computational economics
122
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ECONIS (ZBW)
39,777
RePEc
1,017
EconStor
133
Other ZBW resources
92
BASE
39
ArchiDok
3
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1
Asymmetric multivariate normal mixture GARCH
Haas, Markus
(
contributor
);
Mittnik, Stefan
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003651581
Saved in:
2
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:
3
A component GARCH model with time varying weights
Bauwens, Luc
(
contributor
);
Storti, G.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003462056
Saved in:
4
A component GARCH model with time varying weights
Bauwens, Luc
(
contributor
);
Storti, G.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003432749
Saved in:
5
Volatility
of stock price as predicted by patent data : an MGARCH perspective
Chow, William W.
;
Fung, Michael Ka-yiu
- In:
Journal of empirical finance
15
(
2008
)
1
,
pp. 64-79
Persistent link: https://www.econbiz.de/10003692996
Saved in:
6
Market risk models for intraday data
Giot, Pierre
-
2002
Persistent link: https://www.econbiz.de/10001687727
Saved in:
7
Investigation of forecasted risk interrelationship : base on GARCH model, causality in China markets
Lin, Shu-shian
- In:
Journal of business economics and management
15
(
2014
)
5
,
pp. 853-861
Persistent link: https://www.econbiz.de/10010483694
Saved in:
8
Correlated idiosyncratic
volatility
shocks
Qiao, Xiao
;
Wang, Yongning
- In:
Journal of risk
23
(
2021
)
5
,
pp. 25-54
Persistent link: https://www.econbiz.de/10012630868
Saved in:
9
Tail risk and long memory in financial markets
Nguyen, Duc Binh Benno
-
2018
Persistent link: https://www.econbiz.de/10012173996
Saved in:
10
Modelling and forecasting stock
volatility
and return : a new approach based on quantile Rogers-Satchell
volatility
measure with asymmetric bilinear CARR model
Tan, Shay Kee
;
Chan, Jennifer So Kuen
;
Kok Haur Ng
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
3
,
pp. 437-474
Persistent link: https://www.econbiz.de/10013334835
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