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Nijkamp, Peter
533
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516
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493
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456
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446
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441
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439
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407
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399
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394
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391
McAleer, Michael
388
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384
Heckman, James J.
362
Phillips, Peter C. B.
359
Helpman, Elhanan
356
Zenou, Yves
354
Cremer, Helmuth
336
Frey, Bruno S.
332
Svensson, Lars E. O.
332
Broll, Udo
329
Woodford, Michael
324
Kaplow, Louis
321
Konrad, Kai A.
318
Thisse, Jacques-François
317
Batabyal, Amitrajeet A.
310
Shavell, Steven
308
Tirole, Jean
305
Franses, Philip Hans
303
Härdle, Wolfgang
299
Lambertini, Luca
297
Artus, Patrick
293
Buiter, Willem H.
285
Grossman, Gene M.
282
Aghion, Philippe
272
Devereux, Michael B.
271
Caporale, Guglielmo Maria
268
Marjit, Sugata
268
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268
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OECD
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The American economic review
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Computers & operations research : and their applications to problems of world concern ; an international journal
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Journal of economic behavior & organization : JEBO
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Discussion paper series / IZA
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Europäische Hochschulschriften / 5
2,155
International journal of production research
1,943
European economic review : EER
1,922
CESifo Working Paper
1,864
Games and economic behavior
1,863
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,812
Economic modelling
1,802
The economic journal : the journal of the Royal Economic Society
1,790
Discussion paper
1,789
Journal of public economics
1,743
Journal of econometrics
1,741
SpringerLink / Bücher
1,734
Discussion paper / Center for Economic Research, Tilburg University
1,661
Applied economics
1,647
CESifo Working Paper Series
1,590
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,515
IZA Discussion Paper
1,491
Management science : journal of the Institute for Operations Research and the Management Sciences
1,478
Journal of banking & finance
1,466
Journal of monetary economics
1,403
IMF working papers
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Public choice
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International economic review
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1,796
RePEc
739
OLC EcoSci
391
BASE
234
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197
ArchiDok
49
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Sort
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date (newest first)
date (oldest first)
1
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
-
2019
Persistent link: https://www.econbiz.de/10012703124
Saved in:
2
Volatility forecasting : long memory, regime switching and
heteroscedasticity
Ma, Feng
;
Lu, Xinjie
;
Yang, Ke
;
Zhang, Yaojie
- In:
Applied economics
51
(
2019
)
38
,
pp. 4151-4163
Persistent link: https://www.econbiz.de/10012196974
Saved in:
3
Adaptive testing in ARCH models
Linton, Oliver B.
;
Steigerwald, Douglas G.
-
1995
Persistent link: https://www.econbiz.de/10000585298
Saved in:
4
Fourth moment structure of the GARCH (p, q) process
He, Changli
;
Teräsvirta, Timo
-
1997
Persistent link: https://www.econbiz.de/10000960148
Saved in:
5
Estimating ARCH models when the coefficients are allowed to be equal to zero
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755838
Saved in:
6
Multivariate conditional
heteroscedasticity
models with dynamic correlations for testing contagion
Sriananthakumar, Sivagowry
;
Silvapulle, Paramsothy
- In:
Applied financial economics
18
(
2008
)
4/6
,
pp. 267-273
Persistent link: https://www.econbiz.de/10003739092
Saved in:
7
Testing for multivariate volatility functions using minimum volume sets and inverse regression
Polonik, Wolfgang
;
Yao, Qiwei
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 151-162
Persistent link: https://www.econbiz.de/10003783795
Saved in:
8
Option valuation with conditional heteroskedasticity and non-normality
Christoffersen, Peter F.
(
contributor
)
-
2009
Persistent link: https://www.econbiz.de/10003865667
Saved in:
9
Parameter estimation in nonlinear AR-GARCH models
Meitz, Mika
;
Saikkonen, Pentti
-
2008
Persistent link: https://www.econbiz.de/10003818469
Saved in:
10
Structural attribution of observed volatility clustering
Granger, C. W. J.
;
Machina, Mark J.
- In:
Journal of econometrics
135
(
2006
)
1/2
,
pp. 15-29
Persistent link: https://www.econbiz.de/10003376075
Saved in:
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