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institution:"Centre for Analytical Finance <Århus>"
subject:"Risiko"
~institution:"Federal Reserve System / Board of Governors"
~institution:"Federal Reserve System / Division of Research and Statistics"
~institution:"Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>"
~language:"eng"
~subject:"ARCH-Modell"
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Risiko
ARCH-Modell
Theorie
216
Theory
216
Estimation
27
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27
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27
United States
27
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22
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22
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15
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3
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Mendoza, Enrique G.
2
Rahbek, Anders
2
Schmidli, Hanspeter
2
Akbarian, Dara
1
Carroll, Chris
1
Christiansen, Charlotte
1
Elmendorf, Douglas W.
1
Jensen, Morten Berg
1
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1
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1
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1
Lunde, Asger
1
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1
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1
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1
Stevens, Guy V. G.
1
Tolver Jensen, Søren
1
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1
Wieland, Volker
1
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Centre for Analytical Finance <Århus>
Federal Reserve System / Board of Governors
Federal Reserve System / Division of Research and Statistics
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
National Bureau of Economic Research
214
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
18
Ekonomiska forskningsinstitutet <Stockholm>
16
Edward Elgar Publishing
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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Shakai-Keizai-Kenkyūsho <Osaka>
5
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Center for Economic Research <Tilburg>
4
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Umeå universitet
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
Institute of Finance and Accounting <London>
3
Internationaler Währungsfonds
3
Robert Schuman Centre for Advanced Studies
3
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
3
Trinity College Dublin / Department of Economics
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2
Bank für Internationalen Zahlungsausgleich
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Centro Studi Luca d'Agliano <Turin>
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Conference on Risk and the Rate of Return <1973, Vail, Colo.>
2
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Federal Reserve Bank of New York
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2
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
8
International finance discussion papers
4
Finance and economics discussion series
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ECONIS (ZBW)
16
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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
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:
3
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:
4
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
5
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:
6
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:
7
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:
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
Uncertainty, learning, and gradual monetary policy
Sack, Brian
-
1998
Persistent link: https://www.econbiz.de/10000993207
Saved in:
10
Monetary policy and uncertainty about the natural unemployment rate
Wieland, Volker
-
1998
Persistent link: https://www.econbiz.de/10000987298
Saved in:
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