//--> //--> //-->
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
~institution:"Brown University / Department of Economics"
~subject:"ARCH model"
~subject:"Exchange rate"
~subject:"Time series analysis"
~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:"Volatility"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Exchange rate
Time series analysis
Volatility
3
Volatilität
3
ARCH-Modell
2
Forecasting model
2
Prognoseverfahren
2
Theorie
2
Theory
2
USA
2
United States
2
1992-1993
1
Aktienmarkt
1
Börsenkurs
1
Comparison
1
Data Mining
1
Data mining
1
Deutschland
1
Germany
1
Heteroscedasticity
1
Heteroskedastizität
1
Share price
1
Statistical test
1
Statistischer Test
1
Stock market
1
Vergleich
1
Wechselkurs
1
more ...
less ...
Online availability
All
Free
1
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
Hansen, Peter Reinhard
2
Lunde, Asger
2
Nason, James Michael
1
Institution
All
Brown University / Department of Economics
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
15
Ekonomiska forskningsinstitutet <Stockholm>
8
Rodney L. White Center for Financial Research
6
Centre for Analytical Finance <Århus>
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Centre for Growth and Business Cycle Research <Manchester>
4
European University Institute / Department of Economics
4
Federal Reserve Bank of St. Louis
4
Gottfried Wilhelm Leibniz Universität Hannover
4
University of Canterbury / Dept. of Economics and Finance
4
Instituto Valenciano de Investigaciones Económicas
3
National Bureau of Economic Research
3
The Wharton Financial Institutions Center
3
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
3
William Davidson Institute <Ann Arbor, Mich.>
3
Christian-Albrechts-Universität zu Kiel
2
Erasmus Research Institute of Management
2
Institut für Weltwirtschaft
2
Institute of Finance and Accounting <London>
2
Internationaler Währungsfonds / Research Department
2
School of Economics and Finance <Brisbane>
2
Umeå Universitet / Institutionen för Nationalekonomi
2
Université de Montréal / Département de sciences économiques
2
African Economic Research Consortium
1
Australian National University / Faculty of Economics and Commerce
1
Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
1
Bundesanstalt für Geowissenschaften und Rohstoffe
1
Business Information Centre <Toronto>
1
Center for Economic Research <Tilburg>
1
Center for International Development <Cambridge, Mass.>
1
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
1
Centre d'Etudes Prospectives et d'Informations Internationales
1
Centre for International Economic Studies
1
Centre for International Macroeconomics
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Conference Board
1
Deakin University
1
Dhanāgār-Heeṅ-P̱raḥdeś-Daiy
1
more ...
less ...
Published in...
All
Working papers / Brown University, Department of Economics
2
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Choosing the best volatility models : the model confidence set approach
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001752607
Saved in:
2
A forecast comparison of volatility models : does anything beat a GARCH (1,1)?
Hansen, Peter Reinhard
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001566773
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->