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~isPartOf:"Applied financial economics"
~subject:"ARCH model"
~subject:"Aktienindex"
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ARCH model
Aktienindex
Estimation
444
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444
USA
385
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385
Capital income
355
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355
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330
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Chiu, Chien-liang
3
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Speight, Alan E. H.
3
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2
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2
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1
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Applied financial economics
Energy economics
261
Applied economics
193
International review of economics & finance : IREF
155
The North American journal of economics and finance : a journal of financial economics studies
150
Economics letters
123
Applied economics letters
116
International Journal of Energy Economics and Policy : IJEEP
79
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
74
International journal of economics and finance
68
International journal of economics and financial issues : IJEFI
64
International journal of finance & economics : IJFE
62
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
59
Working paper
58
Cogent economics & finance
53
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Annals of financial economics
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Finance a úvěr
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Discussion paper / Department of Economics, University of California San Diego
21
Studies in economics and finance
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Department of Economics working paper series
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Journal of economics & business
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Journal of financial economics
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Cambridge working papers in economics
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Global business & economics review
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Working paper series
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International business and economics research journal
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ECONIS (ZBW)
183
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1
Dynamic dependencies between the Tunisian stock market and other international stock markets : GARCH-EVT-Copula approach
Chebbi, A.
;
Hedhli, A.
- In:
Applied financial economics
24
(
2014
)
16/18
,
pp. 1215-1228
Persistent link: https://www.econbiz.de/10010418906
Saved in:
2
Volatility forecasting performance of two-scale realized volatility
Garg, S.
;
Vipul
- In:
Applied financial economics
24
(
2014
)
16/18
,
pp. 1111-1121
Persistent link: https://www.econbiz.de/10010418949
Saved in:
3
The Black-Litterman model : the definition of views based on volatility forecasts
Duqi, Andi
;
Franci, Leonardo
;
Torluccio, Giuseppe
- In:
Applied financial economics
24
(
2014
)
19/21
,
pp. 1285-1296
Persistent link: https://www.econbiz.de/10010460181
Saved in:
4
Volatility transmission across currencies and stock markets : GIIPS in crisis
Andrikopulos, Andreas A.
;
Samitas, Aristeidis
; …
- In:
Applied financial economics
24
(
2014
)
19/21
,
pp. 1261-1283
Persistent link: https://www.econbiz.de/10010460183
Saved in:
5
Gold prices and exchange rates : a time-varying copula analysis
Yang, Lu
;
Hamori, Shigeyuki
- In:
Applied financial economics
24
(
2014
)
1/3
,
pp. 41-50
Persistent link: https://www.econbiz.de/10010389374
Saved in:
6
Revisiting serial dependence in the stock markets of the G7 countries, Portugal, Spain and Greece
Ferreira, Paulo
;
Dionísio, Andreia
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 319-331
Persistent link: https://www.econbiz.de/10010399410
Saved in:
7
Financial instability and the short-term dynamics of volatility expectations
Maghrebi, Nabil
;
Holmes, Mark J.
;
Oya, Kosuke
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 377-395
Persistent link: https://www.econbiz.de/10010399697
Saved in:
8
Forecasting stock return volatility at the quarterly frequency : an evaluation of time series approaches
Reeves, Jonathan J.
;
Xie, Xuan
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 347-356
Persistent link: https://www.econbiz.de/10010399705
Saved in:
9
S&P 500 Index reconstitutions and information asymmetry
Baran, L. C.
;
King, T. H. D.
- In:
Applied financial economics
24
(
2014
)
10/12
,
pp. 777-791
Persistent link: https://www.econbiz.de/10010402561
Saved in:
10
Interest-rate volatility and volatility transmission in nine Latin American countries
Hegerty, Scott W.
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 927-937
Persistent link: https://www.econbiz.de/10010410391
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