//--> //--> //--> //-->
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"
~isPartOf:"Journal of banking & finance"
~subject:"Option pricing theory"
~subject:"Stochastic process"
~subject:"Time series analysis"
~type_genre:"Article in journal"
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
Option pricing theory
Stochastic process
Time series analysis
ARCH model
153
ARCH-Modell
153
Volatility
68
Volatilität
68
Theorie
52
Theory
52
Capital income
32
Kapitaleinkommen
32
Estimation
28
Schätzung
27
Zeitreihenanalyse
27
Risikomaß
25
Risk measure
25
Estimation theory
23
Schätztheorie
23
Börsenkurs
21
Share price
21
Aktienmarkt
20
Portfolio selection
20
Portfolio-Management
20
Stock market
20
Forecasting model
19
Prognoseverfahren
19
USA
18
United States
18
GARCH
17
Correlation
15
Korrelation
15
CAPM
14
Optionspreistheorie
13
Statistical distribution
11
Statistische Verteilung
11
Welt
11
World
11
Heteroscedasticity
10
Heteroskedastizität
10
Multivariate GARCH
9
Risikoprämie
9
more ...
less ...
Online availability
All
Undetermined
14
Free
3
Type of publication
All
Article
41
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
41
Language
All
English
41
Author
All
Stentoft, Lars
3
Bianchi, Michele Leonardo
2
Fabozzi, Frank J.
2
Kim, Young Shin
2
Račev, Svetlozar T.
2
Rombouts, Jeroen V. K.
2
Abadir, Karim Maher
1
Aramonte, Sirio
1
Audrino, Francesco
1
Barigozzi, Matteo
1
Barone-Adesi, Giovanni
1
Berger, Tino
1
Brown, Bryan W.
1
Chen, An-sing
1
Chen, Yi-Hsuan
1
Chiang, Thomas C.
1
Christiansen, Charlotte
1
Christoffersen, Peter F.
1
Duan, Jin-Chuan
1
Dēmos, Antōnēs A.
1
Ederington, Louis H.
1
Escobar, Marcos
1
Fernandez-Perez, Adrian
1
Feunou, Bruno
1
Giudice Rodriguez, Marius del
1
Green, Rikard
1
Guan, Wei
1
Hafner, Christian M.
1
Hallin, Marc
1
Hamori, Shigeyuki
1
Hilal, Sawsan
1
Hodgson, Douglas J.
1
Hubner, Stefan
1
Härdle, Wolfgang
1
Indriawan, Ivan
1
Jeon, Yoontae
1
Kanniainen, Juho
1
Kheifets, Igor L.
1
Kourtis, Apostolos
1
Lanne, Markku
1
more ...
less ...
Published in...
All
The econometrics journal
Journal of banking & finance
Journal of econometrics
63
Journal of empirical finance
46
Energy economics
37
Applied economics
36
Economic modelling
36
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
36
Finance research letters
35
International journal of forecasting
34
The North American journal of economics and finance : a journal of financial economics studies
32
Economics letters
30
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
28
Journal of financial econometrics : official journal of the Society for Financial Econometrics
27
Journal of risk and financial management : JRFM
23
Econometric reviews
21
International review of financial analysis
21
Research in international business and finance
21
Journal of forecasting
19
International review of economics & finance : IREF
18
Journal of international financial markets, institutions & money
16
Applied financial economics
14
Computational economics
14
Econometrics : open access journal
14
Journal of financial econometrics
14
Quantitative finance
14
The journal of futures markets
14
International Journal of Energy Economics and Policy : IJEEP
13
International journal of economics and finance
13
Journal of time series econometrics
13
Econometric theory
12
International journal of economics and financial issues : IJEFI
12
Journal of risk
12
International journal of theoretical and applied finance
11
Journal of economic dynamics & control
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
The European journal of finance
10
Annals of financial economics
9
Applied economics letters
9
International journal of finance & economics : IJFE
9
more ...
less ...
Source
All
ECONIS (ZBW)
41
Showing
1
-
10
of
41
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Testing for parameter change epochs in GARCH time series
Richter, Stefan
;
Wang, Weining
;
Wu, Wei Biao
- In:
The econometrics journal
26
(
2023
)
3
,
pp. 467-491
Persistent link: https://www.econbiz.de/10014391712
Saved in:
2
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:
3
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:
4
Cross-asset time-series momentum : crude oil volatility and global stock markets
Fernandez-Perez, Adrian
;
Indriawan, Ivan
;
Tse, Yiuman
; …
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014492117
Saved in:
5
GARCH option pricing with volatility derivatives
Oh, Dong Hwan
;
Park, Yang-Ho
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014248216
Saved in:
6
Pricing individual stock options using both stock and market index information
Rombouts, Jeroen V. K.
;
Stentoft, Lars
;
Violante, Francesco
- In:
Journal of banking & finance
111
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012221075
Saved in:
7
Comparing high-dimensional conditional covariance matrices : implications for portfolio selection
Moura, Guilherme Valle
;
Santos, André A. P.
;
Ruiz, Esther
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012521005
Saved in:
8
Affine multivariate GARCH models
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012521059
Saved in:
9
VIX valuation and its futures pricing through a generalized affine realized volatility model with hidden components and jump
Wang, Qi
;
Wang, Zerong
- In:
Journal of banking & finance
116
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012489233
Saved in:
10
Quantile-based smooth transition value at risk estimation
Hubner, Stefan
;
Čížek, Pavel
- In:
The econometrics journal
22
(
2019
)
3
,
pp. 241-261
Persistent link: https://www.econbiz.de/10012166749
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->