//--> //--> //-->
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:"Medeiros, Marcelo C."
~person:"Cavaliere, Giuseppe"
~person:"Engle, Robert F."
~person:"Saikkonen, Pentti"
~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:"Autoregressive model"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Autocorrelation
45
Autokorrelation
45
Time series analysis
29
Zeitreihenanalyse
29
Theorie
23
Theory
23
Estimation theory
14
Schätztheorie
14
Neural networks
7
Neuronale Netze
7
Bootstrap approach
6
Bootstrap-Verfahren
6
Forecasting model
6
Prognoseverfahren
6
Causality analysis
5
Einheitswurzeltest
5
Estimation
5
Kausalanalyse
5
Schätzung
5
Unit root test
5
Volatility
5
Volatilität
5
ARCH-Modell
4
Stochastic process
4
Stochastischer Prozess
4
USA
4
United States
4
Börsenkurs
3
Erwartungsbildung
3
Expectation formation
3
Inflation expectations
3
Inflationserwartung
3
Modellierung
3
Scientific modelling
3
Share price
3
VAR model
3
VAR-Modell
3
ARMA model
2
ARMA-Modell
2
more ...
less ...
Online availability
All
Free
1
Undetermined
1
Type of publication
All
Book / Working Paper
3
Article
1
Type of publication (narrower categories)
All
Arbeitspapier
1
Article in journal
1
Aufsatz in Zeitschrift
1
Aufsatzsammlung
1
Festschrift
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
more ...
less ...
Language
All
English
4
Author
All
Medeiros, Marcelo C.
Cavaliere, Giuseppe
Engle, Robert F.
Saikkonen, Pentti
Rahbek, Anders
8
Funke, Michael
6
Gronwald, Marc
6
Busetti, Giorgio
5
Fokianos, Konstantinos
5
Hafner, Christian M.
5
Herwartz, Helmut
5
Manera, Matteo
5
Barbaglia, Luca
3
Croux, Christophe
3
Kristensen, Dennis
3
Tjøstheim, Dag
3
Wilms, Ines
3
Agosto, Arianna
2
Antoniou, Antonios
2
Bollerslev, Tim
2
Cai, Charlie X.
2
Carnero, M. Angeles
2
Chen, Carl R.
2
Chen, Yan
2
Chowdhury, Shah Saeed Hassan
2
Clark, Todd E.
2
Cotter, John
2
Fernandes, Marcelo
2
Grammig, Joachim
2
Gretener, Alexander Georges
2
He, Changli
2
Herrera, Rodrigo
2
Karanasos, Menelaos
2
Kim, Jinki
2
Kim, Minjoo
2
Koopman, Siem Jan
2
Koutmos, Gregory
2
Laopodis, Nikiforos
2
Li, Dong
2
Li, Wai Keung
2
Maderitsch, Robert
2
Neuenkirch, Matthias
2
more ...
less ...
Published in...
All
Advanced texts in econometrics
1
CREATES research paper
1
Discussion paper / Department of Economics, University of California San Diego
1
Journal of empirical finance
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modeling corporate defaults : Poisson autoregressions with exogenous covariates (PARX)
Agosto, Arianna
;
Cavaliere, Giuseppe
;
Kristensen, Dennis
; …
-
2015
Persistent link: https://www.econbiz.de/10011516997
Saved in:
2
Modeling corporate defaults : poisson autoregressions with exogenous covariates (PARX)
Agosto, Arianna
;
Cavaliere, Giuseppe
;
Kristensen, Dennis
; …
- In:
Journal of empirical finance
38
(
2016
),
pp. 640-663
Persistent link: https://www.econbiz.de/10011663393
Saved in:
3
Volatility and time series econometrics : essays in honor of Robert Engle
Bollerslev, Tim
(
ed.
);
Engle, Robert F.
(
honouree
); …
-
2010
-
1. publ.
Persistent link: https://www.econbiz.de/10003861657
Saved in:
4
Forecasting the frequency of changes in quoted foreign exchange prices with the autoregressive conditional duration model
Engle, Robert F.
;
Russell, Jeffrey R.
-
1995
Persistent link: https://www.econbiz.de/10000929607
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->