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institution:"Centre for Analytical Finance <Århus>"
subject:"Risiko"
~institution:"Centro Studi Luca d'Agliano <Turin>"
~institution:"Federal Reserve System / Division of Research and Statistics"
~institution:"Umeå universitet"
~subject:"ARCH model"
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Risiko
ARCH model
Theorie
300
Theory
300
Estimation theory
34
Schätztheorie
34
Estimation
28
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28
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28
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28
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17
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17
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Aronsson, Thomas
3
Löfgren, Karl-Gustaf
3
Faini, Riccardo
2
Rahbek, Anders
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Schmidli, Hanspeter
2
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1
Christiansen, Charlotte
1
Daveri, Francesco
1
Elmendorf, Douglas W.
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1
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1
Koulikov, Dmitri
1
Kristensen, Dennis
1
Lunde, Asger
1
Myhre Lildholt, Peter
1
Sack, Brian
1
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1
Wieland, Volker
1
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Centre for Analytical Finance <Århus>
Centro Studi Luca d'Agliano <Turin>
Federal Reserve System / Division of Research and Statistics
Umeå universitet
National Bureau of Economic Research
213
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
18
Ekonomiska forskningsinstitutet <Stockholm>
16
Edward Elgar Publishing
9
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
9
European University Institute / Department of Economics
8
Chambre de commerce et d'industrie de Paris
6
University of Dundee / Department of Economic Studies
6
Australian National University / Faculty of Economics and Commerce
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5
Center for Economic Research <Tilburg>
4
Georgetown University / Economics Department
4
University of Exeter / Department of Economics
4
Birkbeck College / Department of Economics
3
Centre for Quantitative Economics & Computing
3
Econometrisch Instituut <Rotterdam>
3
Foerder Institute for Economic Research <Tēl-Āvîv>
3
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
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Conference on Risk and the Rate of Return <1973, Vail, Colo.>
2
European University Institute / Department of Law
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Federal Reserve Bank of New York
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
8
Umeå economic studies
4
Finance and economics discussion series
3
Development studies working papers / Centro Studi Luca d'Agliano
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ECONIS (ZBW)
17
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1
Long memory ARCH models : specification and quasi-maximum likelihood estimation
Koulikov, Dmitri
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851132
Saved in:
2
Non-stationary and no moments asymptotics for the ARCH model
Tolver Jensen, Søren
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709225
Saved in:
3
Asymptotics of the QMLE for a class of ARCH(q) models
Kristensen, Dennis
(
contributor
);
Rahbek, Anders
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702284
Saved in:
4
Estimation of GARCH models based on open, close, high, and low prices
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719178
Saved in:
5
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
6
Asymptotics of ruin probabilities for risk processes under optimal reinsurance policies : the large claim case
Schmidli, Hanspeter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724275
Saved in:
7
Asymptotics of ruin probabilities for risk processes under optimal reinsurance policies : the small claim case
Schmidli, Hanspeter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724276
Saved in:
8
The NIG-S&ARCH model : a fat tailed, stochastic, and autoregressive conditional heteroskedastic volatility model
Jensen, Morten Berg
(
contributor
);
Lunde, Asger
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563855
Saved in:
9
Monetary policy and uncertainty about the natural unemployment rate
Wieland, Volker
-
1998
Persistent link: https://www.econbiz.de/10000987298
Saved in:
10
Green taxes and uncertain timing of technological change
Aronsson, Thomas
-
1998
Persistent link: https://www.econbiz.de/10000989862
Saved in:
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