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An E-ARCH model for the term s...
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McAleer, Michael
209
Chang, Chia-Lin
82
Gupta, Rangan
76
Ma, Feng
65
Bauwens, Luc
61
Engle, Robert F.
61
Hafner, Christian M.
60
Teräsvirta, Timo
58
Caporale, Guglielmo Maria
53
Caporin, Massimiliano
52
Bouri, Elie
44
Karanasos, Menelaos
44
Francq, Christian
42
Herwartz, Helmut
41
Conrad, Christian
40
Laurent, Sébastien
40
Linton, Oliver
39
Rombouts, Jeroen V. K.
38
Zakoïan, Jean-Michel
37
Paolella, Marc S.
36
Asai, Manabu
34
Rahbek, Anders
33
Serletis, Apostolos
33
Zhang, Yaojie
33
Bollerslev, Tim
32
Kumar, Dilip
32
McMillan, David G.
32
Ardia, David
30
Saikkonen, Pentti
30
Degiannakis, Stavros
28
Allen, David E.
27
Kang, Sang Hoon
27
Mittnik, Stefan
27
Silvennoinen, Annastiina
27
Christoffersen, Peter F.
26
Fiorentini, Gabriele
26
Hammoudeh, Shawkat
26
Hansen, Peter Reinhard
26
Tiwari, Aviral Kumar
26
Wang, Yudong
26
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National Bureau of Economic Research
21
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17
Ekonomiska forskningsinstitutet <Stockholm>
15
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Centre for Analytical Finance <Århus>
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Shakai-Keizai-Kenkyūsho <Osaka>
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Centro de Estudios Monetarios y Financieros (CEMFI)
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National Institute of Economic and Social Research
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Brown University / Department of Economics
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Center for Economic Research <Tilburg>
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Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
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Cowles Foundation for Research in Economics, Yale University
2
Department of Economics, Boston College
2
Department of Economics, Leicester University
2
Département de Sciences Économiques, Université de Montréal
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2
Federal Reserve Bank of St. Louis
2
Finance Discipline Group, Business School
2
Gottfried Wilhelm Leibniz Universität Hannover
2
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2
Hong Kong Monetary Authority
2
Indian Institute of Foreign Trade
2
Instituto Valenciano de Investigaciones Económicas (IVIE)
2
London School of Economics and Political Science
2
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Energy economics
268
Finance research letters
203
Applied economics
163
Economic modelling
155
Journal of econometrics
147
International review of financial analysis
145
Journal of empirical finance
135
International review of economics & finance : IREF
126
Research in international business and finance
125
The North American journal of economics and finance : a journal of financial economics studies
124
Journal of banking & finance
114
Economics letters
109
Journal of international financial markets, institutions & money
107
Applied financial economics
101
Discussion paper / Tinbergen Institute
98
International journal of forecasting
96
Journal of risk and financial management : JRFM
88
Journal of forecasting
87
Applied economics letters
80
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
78
The European journal of finance
76
The journal of futures markets
75
Econometric theory
73
Econometric Institute research papers
69
Working paper
69
Journal of financial econometrics : official journal of the Society for Financial Econometrics
65
International Journal of Energy Economics and Policy : IJEEP
64
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
64
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
56
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
55
International journal of finance & economics : IJFE
54
International journal of economics and financial issues : IJEFI
50
Econometric reviews
47
Journal of international money and finance
47
International journal of economics and finance
46
Review of quantitative finance and accounting
45
CREATES research paper
43
Computational economics
43
Journal of risk
43
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
42
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Source
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ECONIS (ZBW)
10,381
RePEc
190
EconStor
19
Other ZBW resources
18
USB Cologne (EcoSocSci)
9
BASE
7
Showing
141
-
150
of
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date (oldest first)
141
Conditional leptokurtosis and non-linear dependence in exchange rate returns
Caporale, Guglielmo M.
;
Hassapis, Christis
;
Pittis, Nikitas
-
1994
Persistent link: https://www.econbiz.de/10000147732
Saved in:
142
Unobserved components in
ARCH
models : an application to seasonal adjustment
Fiorentini, Gabriele
;
Maravall, Agustín
-
1994
Persistent link: https://www.econbiz.de/10000147942
Saved in:
143
Risk and supply response in Turkish agriculture : an
Arch
& Garch analysis (1950 - 1990)
Ghatak, Subrata
;
Albayrak, Nursen
-
1994
Persistent link: https://www.econbiz.de/10000148816
Saved in:
144
Modelling long memory in stock market volatility : a fractionally integrated generalised
arch
approach
Psaradakis, Zacharias
;
Sola, Martin
-
1995
Persistent link: https://www.econbiz.de/10000151421
Saved in:
145
Non-stationarity in Garch models : a Bayesian analysis
Kleibergen, F.
;
Dijk, H. K. van
-
1993
Persistent link: https://www.econbiz.de/10000122423
Saved in:
146
GARCH effects on a test of cointegration
Franses, Philip H.
;
Kofman, Paul
;
Moser, James
-
1992
Persistent link: https://www.econbiz.de/10000122460
Saved in:
147
Nonstationarity in GARCH models : a Bayesian analysis
Kleibergen, Frank
;
Dijk, Herman K. van
-
1993
Persistent link: https://www.econbiz.de/10000122477
Saved in:
148
Robust nonparametric estimation and prediction in
ARCH
-related models
Cron, Axel
-
1997
Persistent link: https://www.econbiz.de/10000633843
Saved in:
149
Analyse deutscher Aktien und Optionsscheine mittels
ARCH
-Modellen unter besonderer Berücksichtigung von Verteilungen der robusten Statistik
Bönte, Gunnar
-
1997
Persistent link: https://www.econbiz.de/10000645017
Saved in:
150
Financial volatility and real economic activity
Daly, Kevin James
-
1999
Persistent link: https://www.econbiz.de/10000669878
Saved in:
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