//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Econometric reviews"
~isPartOf:"Forecasting volatility in the financial markets"
~source:"econis"
~subject:"ARCH model"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Scientific modelling"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Modellierung
59
Scientific modelling
59
Theorie
34
Theory
34
Estimation theory
22
Schätztheorie
22
Time series analysis
17
Zeitreihenanalyse
17
Bayes-Statistik
13
Bayesian inference
13
Volatility
11
Volatilität
11
Estimation
10
Forecasting model
10
Prognoseverfahren
10
Schätzung
10
Regression analysis
6
Regressionsanalyse
6
Statistical test
6
Statistischer Test
6
model selection
6
Einheitswurzeltest
5
Heteroscedasticity
5
Heteroskedastizität
5
Stochastic process
5
Stochastischer Prozess
5
Unit root test
5
VAR model
5
VAR-Modell
5
ARCH-Modell
4
Model averaging
4
Model selection
4
Nichtlineare Regression
4
Nonlinear regression
4
model averaging
4
Autocorrelation
3
Autokorrelation
3
Bootstrap approach
3
Bootstrap-Verfahren
3
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Aufsatz im Buch
1
Book section
1
Language
All
English
4
Author
All
Amado, Cristina
1
Engle, Robert F.
1
Medeiros, Marcelo C.
1
Mendes, Eduardo F.
1
Patton, Andrew J.
1
Teräsvirta, Timo
1
Wang, Xuexin
1
more ...
less ...
Published in...
All
Econometric reviews
Forecasting volatility in the financial markets
Working paper
12
Econometric Institute research papers
10
CREATES research paper
6
Discussion papers / Department of Economics, University of Copenhagen
4
International journal of forecasting
4
Journal of econometrics
4
ECON PhD dissertations
3
Econometrics : open access journal
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Journal of forecasting
3
CORE discussion papers : DP
2
Discussion paper / Tinbergen Institute
2
Economics letters
2
Energy economics
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
KOF working papers
2
NCER working paper series
2
Acta Universitatis Oeconomicae Helsingiensis / A
1
Annals of financial economics
1
Applied Quantitative Finance
1
Applied Quantitative Finance series
1
Applied economics
1
Applied financial economics
1
Applied financial economics letters
1
Applied quantitative finance series
1
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
1
CESifo working papers
1
Cambridge working papers in economics
1
Central European journal of economic modelling and econometrics
1
Computational economics
1
Discussion paper / Centre for Economic Policy Research
1
Discussion paper / UTAS, School of Economics and Finance
1
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
1
Discussion paper series / University of Heidelberg, Department of Economics
1
Discussion papers / Helsinki Center of Economic Research : discussion paper
1
ECB Working Paper
1
Finance research letters
1
International Journal of Energy Economics and Policy : IJEEP
1
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A general approach to conditional moment specification testing with projections
Wang, Xuexin
- In:
Econometric reviews
37
(
2018
)
1/5
,
pp. 140-165
Persistent link: https://www.econbiz.de/10012038162
Saved in:
2
Specification and testing of multiplicative time-varying GARCH models with applications
Amado, Cristina
;
Teräsvirta, Timo
- In:
Econometric reviews
36
(
2017
)
4
,
pp. 421-446
Persistent link: https://www.econbiz.de/10011795239
Saved in:
3
Adaptive LASSO estimation for ARDL models with GARCH innovations
Medeiros, Marcelo C.
;
Mendes, Eduardo F.
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 622-637
Persistent link: https://www.econbiz.de/10011795298
Saved in:
4
What good is a volatility model?
Engle, Robert F.
;
Patton, Andrew J.
- In:
Forecasting volatility in the financial markets
,
(pp. 47-63)
.
2007
Persistent link: https://www.econbiz.de/10003872831
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->