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subject:"Volatilität"
~isPartOf:"International journal of economics and financial issues : IJEFI"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Autoregressive Conditional Heteroscedasticity"
~subject:"Capital income"
~subject:"Regressionsanalyse"
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Search: subject_exact:"Autoregressives Modell"
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Volatilität
Autoregressive Conditional Heteroscedasticity
Capital income
Regressionsanalyse
Autocorrelation
14
Autokorrelation
14
Börsenkurs
5
Estimation theory
5
Schätztheorie
5
Share price
5
Time series analysis
5
Zeitreihenanalyse
5
Kapitaleinkommen
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Theorie
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Theory
4
Volatility
4
Aktienmarkt
2
Cointegration
2
Estimation
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Exchange Rate
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Exchange rate
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Kointegration
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Schätzung
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Stochastic process
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Stochastischer Prozess
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Stock market
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VAR model
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VAR-Modell
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Wechselkurs
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ARCH model
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ARCH-Modell
1
Analysis of variance
1
Asymmetry
1
Autoregressive Conditional Heteroskedastistiy
1
Autoregressive Distributed Lag
1
Bias
1
Capital Structure Decisions
1
Capital structure
1
Correlation
1
Cross-section analysis
1
Dauer
1
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Ahlgren, Niklas
1
Antell, Jan
1
Calvet, Laurent E.
1
Di Cesare, Antonio
1
Elmahgop, Faiza Omer Mohammed
1
Fisher, Adlai J.
1
Gouriéroux, Christian
1
Gyamfi, Emmanuel Numapau
1
Kyei, Kwabena A.
1
Mohamed, Omer Ahmed Sayed
1
Peiro, Amado
1
Pérez, Ana
1
Ruiz, Esther
1
Stork, Philip
1
Vries, Casper G. de
1
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International journal of economics and financial issues : IJEFI
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
17
Journal of empirical finance
12
Economics letters
11
The European journal of finance
10
International review of financial analysis
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Discussion paper / Tinbergen Institute
8
Econometric reviews
7
Energy economics
7
Econometric theory
6
Economic modelling
6
Journal of banking & finance
6
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5
Applied economics letters
5
Finance research letters
5
International journal of forecasting
5
International review of economics & finance : IREF
5
Journal of financial economics
5
The econometrics journal
5
The review of financial studies
5
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Journal of risk
4
NBER working paper series
4
Review of Pacific Basin financial markets and policies
4
Review of quantitative finance and accounting
4
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
4
Computational economics
3
Cowles Foundation discussion paper
3
Discussion paper / Department of Economics, University of California San Diego
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Journal of financial econometrics
3
Journal of forecasting
3
Journal of international financial markets, institutions & money
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Journal of quantitative economics : official journal of the Indian Econometric Society
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Quarterly journal of business and economics : QJBE
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ECONIS (ZBW)
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1
Is the effect of the exchange rate on stock prices symmetric or asymmetric? : evidence from Sudan
Mohamed, Omer Ahmed Sayed
;
Elmahgop, Faiza Omer Mohammed
- In:
International journal of economics and financial issues …
10
(
2020
)
2
,
pp. 209-215
Persistent link: https://www.econbiz.de/10012215152
Saved in:
2
Changes in the unconditional variance and autoregressive conditional heteroscedasticity
Peiro, Amado
- In:
International journal of economics and financial issues …
6
(
2016
)
4
,
pp. 1338-1343
Persistent link: https://www.econbiz.de/10011774855
Saved in:
3
Modeling stock market returns under self-exciting threshold autoregressive model : evidence from West Africa
Gyamfi, Emmanuel Numapau
;
Kyei, Kwabena A.
- In:
International journal of economics and financial issues …
6
(
2016
)
3
,
pp. 1194-1199
Persistent link: https://www.econbiz.de/10011698077
Saved in:
4
Tests for abnormal returns in the presence of event-induced cross-sectional correlation
Ahlgren, Niklas
;
Antell, Jan
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 286-301
Persistent link: https://www.econbiz.de/10011987446
Saved in:
5
Risk measures for autocorrelated hedge fund returns
Di Cesare, Antonio
;
Stork, Philip
;
Vries, Casper G. de
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
4
,
pp. 868-895
Persistent link: https://www.econbiz.de/10011417824
Saved in:
6
Positivity conditions for a bivariate autoregressive volatility specification
Gouriéroux, Christian
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
4
,
pp. 624-636
Persistent link: https://www.econbiz.de/10003570743
Saved in:
7
How to forecast long-run volatility : regime switching and the estimation of multifractal processes
Calvet, Laurent E.
;
Fisher, Adlai J.
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
1
,
pp. 49-83
Persistent link: https://www.econbiz.de/10002214188
Saved in:
8
Properties of the sample autocorrelations of nonlinear transformations in long-memory stochastic volatility models
Pérez, Ana
;
Ruiz, Esther
- In:
Journal of financial econometrics : official journal of …
1
(
2003
)
3
,
pp. 420-444
Persistent link: https://www.econbiz.de/10002214167
Saved in:
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