//--> //--> //-->
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
~accessRights:"free"
~isPartOf:"CORE discussion papers : DP"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Otranto, Edoardo"
~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:"ARCH model"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
2
ARCH-Modell
2
Correlation
2
Korrelation
2
Volatility
2
Volatilität
2
Estimation theory
1
Hadamard exponential matrix
1
Markov chain
1
Markov-Kette
1
Schätztheorie
1
Theorie
1
Theory
1
dynamic conditional correlations
1
regime-switching dynamic correlations
1
more ...
less ...
Online availability
All
Free
Type of publication
All
Book / Working Paper
2
Type of publication (narrower categories)
All
Graue Literatur
Arbeitspapier
2
Non-commercial literature
2
Working Paper
2
Language
All
English
2
Author
All
Otranto, Edoardo
Bauwens, Luc
14
Hafner, Christian M.
9
Preminger, Arie
7
Rombouts, Jeroen V. K.
6
Storti, Giuseppe
4
Dufays, Arnaud
3
Laurent, Sébastien
3
Braione, Manuela
2
Breitung, Jörg
2
Violante, Francesco
2
Augustyniak, Maciej
1
Bauwensa, Luc
1
Ben Omrane, Walid
1
Bouaddi, Mohammed
1
Carpantier, Jean-François
1
Giot, Pierre
1
Grigoryeva, Lyudmila
1
Hafter, Christian
1
Herwartz, Helmut
1
Kyriakopoulou, Dimitra
1
Maxand, Simone
1
Meitz, Mika
1
Ortega, Juan-Pablo
1
Petitjean, Mikael
1
Pierret, Diane
1
Rengifo, Erick W.
1
Rime, Dagfinn
1
Saikkonen, Pentti
1
Scholtes, Nicolas K.
1
Silvestrini, Andrea
1
Stent, Lars
1
Storti, G.
1
Sucarrat, Genaro
1
Veredas, David
1
Xu, Yongdeng
1
more ...
less ...
Published in...
All
CORE discussion papers : DP
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
LIDAM discussion paper CORE
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Nonlinearities and regimes in conditional correlations with different dynamics
Bauwens, Luc
;
Otranto, Edoardo
-
2018
Persistent link: https://www.econbiz.de/10011992647
Saved in:
2
Modeling the dependence of conditional correlations on volatility
Bauwens, Luc
;
Otranto, Edoardo
-
2013
Persistent link: https://www.econbiz.de/10010203488
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->