//--> //--> //-->
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:"Rombouts, Jeroen V. K."
~isPartOf:"Journal of empirical finance"
~person:"Francq, Christian"
~person:"Hafner, Christian M."
~person:"Kang, Sang Hoon"
~person:"Paolella, Marc S."
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:"GARCH model"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
2
ARCH-Modell
2
Theorie
2
Theory
2
Asia
1
Asien
1
Börsenkurs
1
Deutschland
1
Estimation
1
Exchange rate risk
1
Financial crisis
1
Finanzkrise
1
Germany
1
Option pricing theory
1
Optionspreistheorie
1
Schätzung
1
Share price
1
Stochastic process
1
Stochastischer Prozess
1
Volatility
1
Volatilität
1
Währungsrisiko
1
more ...
less ...
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Rombouts, Jeroen V. K.
Francq, Christian
Hafner, Christian M.
Kang, Sang Hoon
Paolella, Marc S.
Karanasos, Menelaos
3
Bauwens, Luc
2
Chen Zhou
2
Conrad, Christian
2
Dark, Jonathan
2
Fałdziński, Marcin
2
Fiszeder, Piotr
2
McCurdy, Thomas H.
2
Molnár, Peter
2
Nam, Kiseok
2
Stentoft, Lars
2
Wang, Yudong
2
Wu, Chongfeng
2
Yin, Libo
2
Agosto, Arianna
1
Ali, Faek Menla
1
Amado, Cristina
1
Andersen, Torben
1
Antoniou, Antonios
1
Antypas, Antonios
1
Aragó Manzana, Vicent
1
Arize, Augustine Chuck
1
Bae, Jinho
1
Baillie, Richard
1
Bali, Turan G.
1
Ballocchi, Giuseppe
1
Becker, Christoph
1
Bee, Marco
1
Beltratti, Andrea
1
BenSaïda, Ahmed
1
Benavides, Guillermo
1
Bera, Anil K.
1
Berens, Tobias
1
Bernardi, Mauro
1
Billio, Monica
1
Bollerslev, Tim
1
Brooks, Chris
1
Brooks, Robert
1
Brownlees, Christian
1
Brunetti, Celso
1
more ...
less ...
Published in...
All
Journal of empirical finance
Journal of econometrics
21
CORE discussion papers : DP
16
Série des documents de travail / Centre de Recherche en Économie et Statistique
11
CORE discussion paper : DP
8
Econometric Institute research papers
8
Research paper series / Swiss Finance Institute
8
CFS working paper series
7
Swiss Finance Institute Research Paper
7
Econometric theory
6
The North American journal of economics and finance : a journal of financial economics studies
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
CREATES research paper
4
Discussion papers of interdisciplinary research project 373
4
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
3
Cahiers de recherche / HEC Montréal, Institut d'Economie Appliquée
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Discussion paper / Tinbergen Institute
3
Econometrics : open access journal
3
Energy economics
3
International journal of forecasting
3
Journal of applied econometrics
3
Journal of banking & finance
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
MPRA Paper
3
The econometrics journal
3
Annals of economics and statistics
2
Annals of financial economics
2
Dae oe gyeong je yeon gu
2
Discussion papers / UCL, Département des Sciences Economiques
2
Econometric reviews
2
Economics letters
2
Finance research letters
2
Financial innovation : FIN
2
International review of economics & finance : IREF
2
Korea and the world economy
2
The Korean economic review
2
Working paper series
2
Annales d'économie et de statistique
1
Applied financial economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Journal of empirical finance
8
(
2001
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10001568288
Saved in:
2
Diagnosing and treating the fat tails in financial returns data
Mittnik, Stefan
;
Paolella, Marc S.
;
Račev, Svetlozar T.
- In:
Journal of empirical finance
7
(
2000
)
3/4
,
pp. 389-416
Persistent link: https://www.econbiz.de/10001558281
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->