//--> //--> //-->
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:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Di, Jianing"
~person:"Trojani, Fabio"
~person:"Zikes, Filip"
~subject:"Nonparametric statistics"
~subject:"Schätztheorie"
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:"Generalized autoregressive conditional heteroscedasticity"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Nonparametric statistics
Schätztheorie
ARCH model
4
ARCH-Modell
4
Estimation
3
Nichtparametrisches Verfahren
3
Schätzung
3
Estimation theory
2
Forecasting model
2
Prognoseverfahren
2
Risikomaß
2
Risk measure
2
Capital income
1
GARCH
1
Kapitaleinkommen
1
Panel
1
Panel study
1
Regression analysis
1
Regressionsanalyse
1
Simulation
1
Theorie
1
Theory
1
Time series analysis
1
US dollar
1
US-Dollar
1
USA
1
United States
1
Volatility
1
Volatilität
1
Welt
1
World
1
Yield curve
1
Zeitreihenanalyse
1
Zinsstruktur
1
conditional quantiles
1
efficiency
1
kernel
1
parameter identifiability
1
quantile regression
1
realized measures
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Di, Jianing
Trojani, Fabio
Zikes, Filip
Francq, Christian
2
Horváth, Lajos
2
Zakoïan, Jean-Michel
2
Audrino, Francesco
1
Barunik, Jozef
1
Caldeira, João F.
1
Chen, Yi-ting
1
Christoffersen, Peter F.
1
Conrad, Christian A.
1
Engle, Robert F.
1
Gangopadhyay, Ashis
1
Haag, Berthold R.
1
Mancini, Loriano
1
Moura, Guilherme Valle
1
Nogales, Francisco J.
1
Pelletier, Denis
1
Santos, André A. P.
1
Suto, Nobuyuki
1
Taniai, Hiroyuki
1
Taniguchi, Masanobu
1
Usami, Takashi
1
Visser, Marcel P.
1
more ...
less ...
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
4
Working papers on finance
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Research paper series / Swiss Finance Institute
1
The econometrics journal
1
University of St.Gallen, Department of Economics, Discussion Paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Semi-parametric conditional quantile models for financial returns and realized volatility
Zikes, Filip
;
Barunik, Jozef
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
1
,
pp. 185-226
Persistent link: https://www.econbiz.de/10011588557
Saved in:
2
One-step semiparametric estimation of the GARCH model
Di, Jianing
;
Gangopadhyay, Ashis
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
2
,
pp. 382-407
Persistent link: https://www.econbiz.de/10010351543
Saved in:
3
Robust value at risk prediction
Mancini, Loriano
;
Trojani, Fabio
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
2
,
pp. 281-313
Persistent link: https://www.econbiz.de/10009125125
Saved in:
4
Accurate short-term yield curve forecasting using functional gradient descent
Audrino, Francesco
;
Trojani, Fabio
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
4
,
pp. 591-623
Persistent link: https://www.econbiz.de/10003570734
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->