//--> //--> //--> //-->
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
subject:"ARCH-Modell"
~person:"Bauwens, Luc"
~subject:"Multivariate Analyse"
~subject:"Time series analysis"
~type:"article"
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-Modell"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Multivariate Analyse
Time series analysis
ARCH model
15
Volatility
8
Volatilität
8
Bayes-Statistik
7
Bayesian inference
7
Theorie
7
Theory
7
Estimation theory
5
Markov chain
5
Markov-Kette
5
Schätztheorie
5
Capital income
4
Kapitaleinkommen
4
Börsenkurs
3
Correlation
3
Estimation
3
Forecasting model
3
Korrelation
3
Prognoseverfahren
3
Schätzung
3
Share price
3
Zeitreihenanalyse
3
Dynamic conditional correlations
2
Forecasting
2
GARCH
2
Marginal likelihood
2
Multivariate analysis
2
1986-1996
1
2002-2010
1
Aktienindex
1
Aktienmarkt
1
Analysis of variance
1
Belgien
1
Belgium
1
Change-point model
1
Cluster analysis
1
Clusteranalyse
1
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
Book / Working Paper
46
Type of publication (narrower categories)
All
Article in journal
15
Aufsatz in Zeitschrift
15
Language
All
English
15
Author
All
Bauwens, Luc
Ma, Feng
65
McAleer, Michael
52
Gupta, Rangan
45
Bouri, Elie
35
Zhang, Yaojie
32
Kumar, Dilip
31
McMillan, David G.
28
Serletis, Apostolos
28
Kang, Sang Hoon
26
Wang, Yudong
26
Degiannakis, Stavros
24
Francq, Christian
24
Hammoudeh, Shawkat
24
Tiwari, Aviral Kumar
24
Yoon, Seong-min
24
Hamori, Shigeyuki
23
Liang, Chao
23
Wei, Yu
23
Hafner, Christian M.
22
Laurent, Sébastien
21
Nguyen, Duc Khuong
21
Teräsvirta, Timo
21
Zakoïan, Jean-Michel
21
Engle, Robert F.
20
Karanasos, Menelaos
20
Wu, Xinyu
20
Floros, Christos
19
Brooks, Robert
18
Caporin, Massimiliano
18
Chiang, Thomas C.
18
Guesmi, Khaled
18
Herwartz, Helmut
18
Mensi, Walid
18
Xuan Vinh Vo
18
Chen, Cathy W. S.
17
Chevallier, Julien
17
Choudhry, Taufiq
17
Lucey, Brian M.
17
Malik, Farooq
17
Hsing, Yu
16
more ...
less ...
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of applied econometrics
2
Journal of econometrics
2
Journal of empirical finance
2
The econometrics journal
2
Econometric reviews
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International journal of forecasting
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 938-955
Persistent link: https://www.econbiz.de/10014465168
Saved in:
2
Nonlinearities and regimes in conditional correlations with different dynamics
Bauwens, Luc
;
Otranto, Edoardo
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 496-522
Persistent link: https://www.econbiz.de/10012482819
Saved in:
3
A new approach to volatility modeling : the factorial hidden Markov volatility model
Augustyniak, Maciej
;
Bauwens, Luc
;
Dufays, Arnaud
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
4
,
pp. 696-709
Persistent link: https://www.econbiz.de/10012179366
Saved in:
4
Modeling the dependence of conditional correlations on market volatility
Bauwens, Luc
;
Otranto, Edoardo
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
2
,
pp. 254-268
Persistent link: https://www.econbiz.de/10011691329
Saved in:
5
A Bayesian method of change-point estimation with recurrent regimes : application to GARCH models
Bauwens, Luc
;
De Backer, Bruno
;
Dufays, Arnaud
- In:
Journal of empirical finance
29
(
2014
),
pp. 207-229
Persistent link: https://www.econbiz.de/10011300484
Saved in:
6
Marginal likelihood for Markov-switching and change-point GARCH models
Bauwens, Luc
;
Dufays, Arnaud
;
Rombouts, Jeroen V. K.
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 508-522
Persistent link: https://www.econbiz.de/10010256919
Saved in:
7
Multivariate volatility modeling of electricity futures
Bauwens, Luc
;
Hafner, Christian M.
;
Pierret, Diane
- In:
Journal of applied econometrics
28
(
2013
)
5
,
pp. 743-761
Persistent link: https://www.econbiz.de/10010351104
Saved in:
8
Theory and inference for a Markov switching GARCH model
Bauwens, Luc
;
Preminger, Arie
;
Rombouts, Jeroen V. K.
- In:
The econometrics journal
13
(
2010
)
2
,
pp. 218-244
Persistent link: https://www.econbiz.de/10003978517
Saved in:
9
A component GARCH model with time varying weights
Bauwens, Luc
;
Storti, Giuseppe
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
13
(
2009
)
2
,
pp. 1-31
Persistent link: https://www.econbiz.de/10009513593
Saved in:
10
Bayesian clustering of many GARCH models
Bauwens, Luc
;
Rombouts, Jeroen V. K.
- In:
Econometric reviews
26
(
2007
)
2
,
pp. 365-386
Persistent link: https://www.econbiz.de/10003509134
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->