//--> //--> //-->
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
person:"Gonçalves, Sílvia"
~person:"Carnero, M. Angeles"
~person:"Rombouts, Jeroen V. K."
~person:"Saikkonen, Pentti"
~subject:"TGARCH"
~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:"Heteroscedasticity"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
TGARCH
Heteroscedasticity
10
Heteroskedastizität
10
ARCH model
6
ARCH-Modell
6
Estimation theory
5
Schätztheorie
5
Theorie
5
Theory
5
Time series analysis
5
Zeitreihenanalyse
5
Robust statistics
4
Robustes Verfahren
4
Bootstrap approach
3
Bootstrap-Verfahren
3
Volatility
3
Volatilität
3
EGARCH
2
AVGARCH
1
Asymmetric heteroskedastic models
1
Bayes-Statistik
1
Bayesian inference
1
Conditional heteroscedasticity
1
Correlation
1
Cross-correlations
1
Dynamische Wirtschaftstheorie
1
Econometrics
1
Economic dynamics
1
Estimation
1
Experiment
1
FIEGARCH
1
Finite mixture models
1
Heteroskedasticity
1
Index futures
1
Index-Futures
1
Korrelation
1
Leverage effect
1
Markov chain
1
Markov-Kette
1
Maximum likelihood estimation
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
2
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
2
Author
All
Gonçalves, Sílvia
Carnero, M. Angeles
Rombouts, Jeroen V. K.
Saikkonen, Pentti
Pérez, Ana
2
Krištoufek, Ladislav
1
Published in...
All
Energy economics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Outliers and misleading leverage effect in asymmetric GARCH-type models
Carnero, M. Angeles
;
Pérez, Ana
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012437834
Saved in:
2
Leverage effect in energy futures revisited
Carnero, M. Angeles
;
Pérez, Ana
- In:
Energy economics
82
(
2019
),
pp. 237-252
Persistent link: https://www.econbiz.de/10012173930
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->