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Volatility
Statistische Methode
8,251
Statistical method
8,247
Multivariate Analyse
3,485
Multivariate analysis
3,333
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3,075
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3,072
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McAleer, Michael
13
Herwartz, Helmut
12
Koopman, Siem Jan
9
Silvennoinen, Annastiina
9
Teräsvirta, Timo
8
Caporin, Massimiliano
7
Engle, Robert F.
7
Asai, Manabu
6
Dhaene, Geert
6
Laurent, Sébastien
6
Lucas, André
6
Meddahi, Nour
6
Rombouts, Jeroen V. K.
6
Stentoft, Lars
6
Allen, David E.
5
Bauwens, Luc
5
Bos, Charles S.
5
Feunou, Bruno
5
Gouriéroux, Christian
5
Gribisch, Bastian
5
Janus, Paweł
5
Powell, Robert
5
Rombouts, J. V. K.
5
Ballotta, Laura
4
Carriero, Andrea
4
Clements, Adam
4
Corsello, Francesco
4
Creal, Drew
4
De Nard, Gianluca
4
Doucet, Arnaud
4
Fengler, Matthias R.
4
Haas, Markus
4
Hafner, Christian M.
4
Hansen, Peter Reinhard
4
Jasiak, Joann
4
Ledoit, Olivier
4
Liesenfeld, Roman
4
Marcellino, Massimiliano
4
Paolella, Marc S.
4
Paruolo, Paolo
4
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3
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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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Econometric reviews
18
Journal of econometrics
17
Discussion paper / Tinbergen Institute
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Energy economics
7
International journal of forecasting
7
Journal of banking & finance
7
Applied economics
6
Journal of forecasting
6
Econometric Institute research papers
5
Journal of empirical finance
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
CREATES research paper
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4
Journal of applied econometrics
4
Journal of financial and quantitative analysis : JFQA
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Staff working paper / Bank of Canada
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
The journal of portfolio management : JPM
4
CFS working paper series
3
Computational economics
3
Discussion papers of interdisciplinary research project 373
3
Econometrics : open access journal
3
Economics letters
3
International review of economics & finance : IREF
3
Journal of risk and financial management : JRFM
3
Research in international business and finance
3
Research reports / LSE
3
The European journal of finance
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Working paper series / University of Zurich, Department of Economics
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Discussion paper series / University of Heidelberg, Department of Economics
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ECONIS (ZBW)
440
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1
Predicting instability
Razzak, Weshah A.
- In:
Applied economics
45
(
2013
)
22/24
,
pp. 3305-3315
Persistent link: https://www.econbiz.de/10010345431
Saved in:
2
News sentiment and overshooting of exchange rates
Feuerriegel, Stefan
;
Wolff, Georg
;
Neumann, Dirk
- In:
Applied economics
48
(
2016
)
43/45
,
pp. 4238-4250
Persistent link: https://www.econbiz.de/10011640028
Saved in:
3
Asymmetric multivariate normal mixture GARCH
Haas, Markus
(
contributor
);
Mittnik, Stefan
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003651581
Saved in:
4
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:
5
Asymmetry and leverage in realized volatility
Asai, Manabu
(
contributor
);
McAleer, Michael
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003780794
Saved in:
6
A long-run pure variance common features model for the common volatilities of the Dow Jones
Engle, Robert F.
;
Marcucci, Juri
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 7-42
Persistent link: https://www.econbiz.de/10003320235
Saved in:
7
Asset allocation with a high dimensional latent factor stochastic volatility model
Han, Yufeng
- In:
The review of financial studies
19
(
2006
)
1
,
pp. 237-271
Persistent link: https://www.econbiz.de/10003325179
Saved in:
8
Multivariate normal mixture GARCH
Haas, Markus
(
contributor
);
Mittnik, Stefan
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003351679
Saved in:
9
Multivariate stochastic volatility : an overview
Maasoumi, Esfandiar
;
McAleer, Michael
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 139-144
Persistent link: https://www.econbiz.de/10003355701
Saved in:
10
Multivariate stochastic volatility : a review
Asai, Manabu
;
McAleer, Michael
;
Yu, Jun
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 145-175
Persistent link: https://www.econbiz.de/10003355704
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