//--> //--> //-->
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:"The econometrics journal"
~accessRights:"free"
~isPartOf:"Annals of financial economics"
~isPartOf:"Applied economics"
~subject:"Schätztheorie"
~subject:"Statistischer Test"
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:"ARCH-Modell"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Schätztheorie
Statistischer Test
ARCH model
6
ARCH-Modell
6
Time series analysis
4
Zeitreihenanalyse
4
Estimation theory
3
GARCH
2
Theorie
2
Theory
2
Volatility
2
Volatilität
2
Aktienmarkt
1
Capital income
1
CoVar
1
Cointegration
1
Devisenmarkt
1
Dynamic volatility models
1
Economic growth
1
Estimation
1
Forecasting model
1
Foreign exchange market
1
GARCH models
1
IGARCH
1
Impact assessment
1
Inflation
1
Kapitaleinkommen
1
Kointegration
1
Kullback-Leibler divergence
1
Oil price
1
Portfolio selection
1
Portfolio-Management
1
Prognoseverfahren
1
R-estimation
1
Schock
1
Schätzung
1
Shock
1
Spillover effect
1
Spillover-Effekt
1
Stochastic process
1
Stochastischer Prozess
1
more ...
less ...
Online availability
All
Free
Undetermined
13
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Abadir, Karim Maher
1
Javed, Farrukh
1
Kiss, Tamás
1
Liu, Hang
1
Mukherjee, Kanchan
1
Österholm, Pär
1
Published in...
All
The econometrics journal
Annals of financial economics
Applied economics
Discussion paper / Tinbergen Institute
18
CREATES research paper
14
International journal of economics and financial issues : IJEFI
11
CORE discussion papers : DP
9
Journal of risk and financial management : JRFM
9
Econometrics : open access journal
6
International Journal of Energy Economics and Policy : IJEEP
6
Econometric Institute research papers
5
Working paper series
5
CBN journal of applied statistics
4
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
4
Discussion papers / Department of Economics, University of Copenhagen
4
Discussion papers of interdisciplinary research project 373
4
IWQW discussion paper series
4
LSE STICERD Research Paper
4
Working papers
4
Working papers on finance
4
CORE discussion paper : DP
3
Cambridge working papers in economics
3
Cowles Foundation Discussion Paper
3
Discussion papers / Deutsches Institut für Wirtschaftsforschung
3
Econometrics papers
3
Economics discussion papers
3
FEDS Working Paper
3
Finance and economics discussion series
3
Financial innovation : FIN
3
IHS economics series : working paper
3
NCER working paper series
3
Queen's Economics Department working paper
3
Reihe Ökonomie
3
Reihe Ökonomie / Economics Series
3
SFB 649 discussion paper
3
Working paper / Department of Econometrics and Business Statistics, Monash University
3
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
2
CEMMAP working papers / Centre for Microdata Methods and Practice
2
Cogent economics & finance
2
Department of Economics discussion paper series / University of Oxford
2
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
2
Economics working paper
2
IES working paper
2
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Explicit minimal representation of variance matrices, and its implication for dynamic volatility models
Abadir, Karim Maher
- In:
The econometrics journal
26
(
2023
)
1
,
pp. 88-104
Persistent link: https://www.econbiz.de/10013543279
Saved in:
2
R-estimators in GARCH models : asymptotics and applications
Liu, Hang
;
Mukherjee, Kanchan
- In:
The econometrics journal
25
(
2022
)
1
,
pp. 98-113
Persistent link: https://www.econbiz.de/10012878893
Saved in:
3
Performance analysis of nowcasting of GDP growth when allowing for conditional heteroscedasticity and non-Gaussianity
Javed, Farrukh
;
Kiss, Tamás
;
Österholm, Pär
- In:
Applied economics
54
(
2022
)
58
,
pp. 6669-6686
Persistent link: https://www.econbiz.de/10013494234
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->