//--> //--> //--> //-->
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:"restricted"
~isPartOf:"Econometric reviews"
~subject:"Autocorrelation"
~subject:"Induktive Statistik"
~subject:"Schätztheorie"
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
Autocorrelation
Induktive Statistik
Schätztheorie
ARCH model
23
ARCH-Modell
23
Estimation theory
11
Time series analysis
11
Zeitreihenanalyse
11
Volatility
10
Volatilität
10
Theorie
9
Theory
9
Estimation
7
Schätzung
7
Stochastic process
6
Stochastischer Prozess
6
Börsenkurs
4
Capital income
4
Forecasting model
4
Kapitaleinkommen
4
Prognoseverfahren
4
Share price
4
Statistical test
4
Statistischer Test
4
Modellierung
3
Nichtlineare Regression
3
Nonlinear regression
3
Portfolio selection
3
Portfolio-Management
3
Scientific modelling
3
Statistical distribution
3
Statistische Verteilung
3
multivariate GARCH
3
Bayes-Statistik
2
Bayesian inference
2
Conditional heteroskedasticity
2
Correlation
2
GARCH
2
Heteroscedasticity
2
Heteroskedastizität
2
Korrelation
2
Monte Carlo simulation
2
more ...
less ...
Online availability
All
Undetermined
Free
1
Type of publication
All
Article
12
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Language
All
English
12
Author
All
Teräsvirta, Timo
2
Amado, Cristina
1
Bermudez, P. de Zea
1
Cai, Jun
1
Catani, Paul
1
Fermanian, Jean-David
1
Galbraith, John W.
1
Halunga, Andreea G.
1
Hidalgo, Javier
1
Horrace, William C.
1
Lee, Yoonseok
1
Li, Chenxue
1
Marín, J. Miguel
1
Medeiros, Marcelo C.
1
Mendes, Eduardo F.
1
Orme, Chris D.
1
Peng, Liang
1
Perera, Indeewara
1
Poignard, Benjamin
1
Savva, Christos S.
1
Shadat, Wasel
1
Silvapulle, Mervyn J.
1
Veiga, Helena
1
Wang, Xuexin
1
Yin, Meiqun
1
Zhang, Rongmao
1
Zhu, Jingmei
1
Zinde-Walsh, Victoria
1
more ...
less ...
Published in...
All
Econometric reviews
Journal of econometrics
33
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
International journal of forecasting
15
Economics letters
13
Finance research letters
13
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
13
Journal of risk
11
The North American journal of economics and finance : a journal of financial economics studies
11
Journal of time series econometrics
9
Journal of financial econometrics
8
Applied economics
7
Journal of empirical finance
7
Journal of mathematical finance
7
The journal of risk model validation
7
Computational economics
6
Econometric theory
5
Economic modelling
5
Energy economics
5
International review of financial analysis
4
Journal of banking & finance
4
Journal of forecasting
4
Journal of international financial markets, institutions & money
4
The European journal of finance
4
The econometrics journal
4
Theoretical economics letters
4
International journal of finance & economics : IJFE
3
Journal of economic dynamics & control
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Annals of financial economics
2
Applied economics letters
2
Insurance / Mathematics & economics
2
International journal of economics and finance
2
International review of economics & finance : IREF
2
Journal of international trade & commerce
2
Journal of quantitative economics
2
Journal of risk : JOR
2
Research in international business and finance
2
Review of Pacific Basin financial markets and policies
2
Robustness in econometrics
2
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Identification and estimation of panel semiparametric conditional heteroskedastic frontiers with dynamic inefficiency
Cai, Jun
;
Horrace, William C.
;
Lee, Yoonseok
- In:
Econometric reviews
43
(
2024
)
5
,
pp. 238-268
Persistent link: https://www.econbiz.de/10014551521
Saved in:
2
High-dimensional penalized arch processes
Poignard, Benjamin
;
Fermanian, Jean-David
- In:
Econometric reviews
40
(
2021
)
1
,
pp. 86-107
Persistent link: https://www.econbiz.de/10012483797
Saved in:
3
Data cloning estimation for asymmetric stochastic volatility models
Bermudez, P. de Zea
;
Marín, J. Miguel
;
Veiga, Helena
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 1057-1074
Persistent link: https://www.econbiz.de/10012406209
Saved in:
4
Inference for the tail index of a GARCH(1,1) model and an AR(1) model with ARCH(1) errors
Zhang, Rongmao
;
Li, Chenxue
;
Peng, Liang
- In:
Econometric reviews
38
(
2019
)
2
,
pp. 151-169
Persistent link: https://www.econbiz.de/10012180711
Saved in:
5
Neglecting structural breaks when estimating and valuing dynamic correlations for asset allocation
Halunga, Andreea G.
;
Savva, Christos S.
- In:
Econometric reviews
38
(
2019
)
6
,
pp. 660-678
Persistent link: https://www.econbiz.de/10012181343
Saved in:
6
A general approach to conditional moment specification testing with projections
Wang, Xuexin
- In:
Econometric reviews
37
(
2018
)
1/5
,
pp. 140-165
Persistent link: https://www.econbiz.de/10012038162
Saved in:
7
Robust parametric tests of constant conditional correlation in a MGARCH model
Shadat, Wasel
;
Orme, Chris D.
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 551-576
Persistent link: https://www.econbiz.de/10012039397
Saved in:
8
Specification and testing of multiplicative time-varying GARCH models with applications
Amado, Cristina
;
Teräsvirta, Timo
- In:
Econometric reviews
36
(
2017
)
4
,
pp. 421-446
Persistent link: https://www.econbiz.de/10011795239
Saved in:
9
A Lagrange multiplier test for testing the adequacy of constant conditional correlation GARCH model
Catani, Paul
;
Teräsvirta, Timo
;
Yin, Meiqun
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 599-621
Persistent link: https://www.econbiz.de/10011795292
Saved in:
10
Adaptive LASSO estimation for ARDL models with GARCH innovations
Medeiros, Marcelo C.
;
Mendes, Eduardo F.
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 622-637
Persistent link: https://www.econbiz.de/10011795298
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->