//--> //--> //-->
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
type_genre:"Accompanied by computer file"
~isPartOf:"Cahiers du Département d'Econométrie"
~subject:"Stochastischer Prozess"
~type_genre:"Graue Literatur"
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:"Generalized autoregressive conditional heteroscedasticity"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Stochastischer Prozess
ARCH model
1
ARCH-Modell
1
Forecasting model
1
GARCH
1
Markov chain
1
Markov random field
1
Markov-Kette
1
Prognoseverfahren
1
State space model
1
Stochastic process
1
Theorie
1
Theory
1
Time series analysis
1
Volatility
1
Volatilität
1
Zeitreihenanalyse
1
Zustandsraummodell
1
extreme value theory
1
forecasting
1
penalty
1
smoothing
1
stochastic volatility model
1
wavelet
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
1
Type of publication (narrower categories)
All
Accompanied by computer file
Graue Literatur
Arbeitspapier
1
Non-commercial literature
1
Working Paper
1
Language
All
English
1
Author
All
Neto, David
1
Sardy, Sylvain
1
Tseng, Paul
1
Published in...
All
Cahiers du Département d'Econométrie
Discussion paper / Tinbergen Institute
16
Econometric Institute research papers
7
CORE discussion papers : DP
5
Working paper
5
CREATES research paper
4
Discussion papers of interdisciplinary research project 373
4
CAMA working paper series
3
CESifo working papers
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
CFS working paper series
2
Documento de trabajo
2
Série des documents de travail / Centre de Recherche en Économie et Statistique
2
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
1
Boston College working papers in economics
1
CARF working paper
1
CEFS working paper series / Center for Entrepreneurial and Financial Studies (CEFS), TUM Business School, Technische Universität München
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Cambridge working papers in economics
1
CoFE discussion papers
1
Department of Economics discussion paper series / University of Oxford
1
Department of Economics working paper series
1
Discussion paper
1
Discussion paper / Deutsche Bundesbank
1
Discussion paper / Institut de Statistique, Biostatistique et Sciences Actuarielles (ISBA)
1
Discussion paper / Institute of Social and Economic Research
1
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
1
Discussion paper / Volkswirtschaftliches Forschungszentrum der Deutschen Bundesbank
1
Discussion paper series / LSE Financial Markets Group
1
Discussion paper series / University of Heidelberg, Department of Economics
1
Discussion papers / Department of Economics, University of Copenhagen
1
Discussion papers / UCL, Département des Sciences Economiques
1
Discussion papers / University of Kent, School of Economics
1
Diskussionsschriften / Universität Bern, Departement Volkswirtschaftlehre
1
EURANDOM reports
1
Economics discussion papers
1
FRB of Dallas Working Paper
1
Federal Reserve Bank of Cleveland working paper series
1
IES working paper
1
IFA-Schriftenreihe
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
l 1 - penalized likelihood smoothing of volatility processes allowing for abrupt changes
Neto, David
;
Sardy, Sylvain
;
Tseng, Paul
-
2009
Persistent link: https://www.econbiz.de/10003926975
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->