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subject:"ARCH-Modell"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Econometrisch Instituut <Rotterdam>"
~type:"book"
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Search: subject_exact:"GARCH-Modell"
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ARCH-Modell
ARCH model
17
Theorie
9
Theory
9
Time series analysis
7
Zeitreihenanalyse
7
Volatility
6
Volatilität
6
Heteroscedasticity
4
Heteroskedastizität
4
Estimation
3
Multivariate Analyse
3
Multivariate analysis
3
Schätzung
3
Capital income
2
Kapitaleinkommen
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Statistical test
2
Statistischer Test
2
1999-2000
1
Aggregation
1
Analysis of variance
1
Autocorrelation
1
Autokorrelation
1
Bond market
1
Causality analysis
1
Correlation
1
Emerging economies
1
Estimation theory
1
Interest rate
1
Kausalanalyse
1
Korrelation
1
Preistheorie
1
Price theory
1
Rentenmarkt
1
Robust statistics
1
Robustes Verfahren
1
Schwellenländer
1
Schätztheorie
1
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Free
7
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Book / Working Paper
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Arbeitspapier
17
Working Paper
17
Graue Literatur
14
Non-commercial literature
14
Language
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English
17
Author
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Hafner, Christian M.
6
Herwartz, Helmut
3
Christiansen, Charlotte
2
Koulikov, Dmitri
2
Lunde, Asger
2
Rahbek, Anders
2
Busch, Thomas
1
Dijk, Dick van
1
Franses, Philip Hans
1
Hansen, Peter Reinhard
1
Jensen, Morten Berg
1
Kristensen, Dennis
1
Myhre Lildholt, Peter
1
Pooter, Michiel de
1
Rombouts, Jeroen V. K.
1
Tolver Jensen, Søren
1
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Centre for Analytical Finance <Århus>
Econometrisch Instituut <Rotterdam>
National Bureau of Economic Research
21
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
17
Ekonomiska forskningsinstitutet <Stockholm>
15
University of Canterbury / Dept. of Economics and Finance
8
Instituto Valenciano de Investigaciones Económicas
6
Shakai-Keizai-Kenkyūsho <Osaka>
6
European University Institute / Department of Economics
3
National Institute of Economic and Social Research
3
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
3
Brown University / Department of Economics
2
Center for Economic Research <Tilburg>
2
Escola de Pós-Graduação em Economia <Rio de Janeiro>
2
Federal Reserve Bank of St. Louis
2
Gottfried Wilhelm Leibniz Universität Hannover
2
London School of Economics and Political Science
2
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
2
Queen Mary College / Department of Economics
2
School of Finance and Business Economics <Perth, Western Australia>
2
Springer Fachmedien Wiesbaden
2
Svenska Handelshögskolan <Helsinki>
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
Université de Montréal / Département de sciences économiques
2
William Davidson Institute <Ann Arbor, Mich.>
2
Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
1
Bank of Canada
1
Canada / Mines Branch (1950- )
1
Centre for Quantitative Economics & Computing
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Deakin University
1
Deutschland / Bundesministerium für Wirtschaft
1
Deutschland <Bundesrepublik> / Auswärtiges Amt
1
Deutschland <Bundesrepublik> / Bundesminister der Finanzen
1
Deutschland <Bundesrepublik> / Bundesminister für den Marshallplan
1
Erasmus Research Institute of Management
1
Fachhochschule Stralsund / Fachbereich Wirtschaft
1
Federal Reserve Bank of San Francisco
1
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
10
Econometric Institute research papers
7
Source
All
ECONIS (ZBW)
17
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1
Testing for causality in variance using multivariate GARCH model
Hafner, Christian M.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002056023
Saved in:
2
Semiparametric multivariate volatility models
Hafner, Christian M.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002056036
Saved in:
3
Temporal aggregation of multivariate GARCH processes
Hafner, Christian M.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002186310
Saved in:
4
Testing for changes in volatility in heteroskedastic time series - a further examination
Pooter, Michiel de
(
contributor
);
Dijk, Dick van
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002239756
Saved in:
5
A generalized dynamic conditional correlation model for many asset returns
Hafner, Christian M.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001783910
Saved in:
6
Analytical quasi maximum likelihood inference in multivariate volatility models
Hafner, Christian M.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001784026
Saved in:
7
Testing for vector autoregressive dynamics under heteroskedasticity
Hafner, Christian M.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001701901
Saved in:
8
A robust LR test for the GARCH model
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002069045
Saved in:
9
Volatility-spillover effects in European bond markets
Christiansen, Charlotte
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001838842
Saved in:
10
Long memory ARCH models : specification and quasi-maximum likelihood estimation
Koulikov, Dmitri
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851132
Saved in:
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