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~institution:"Canada / Mines Branch (1950- )"
~institution:"Gottfried Wilhelm Leibniz Universität Hannover"
~institution:"Instituto Valenciano de Investigaciones Económicas"
~type_genre:"Graue Literatur"
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Search: subject:"ARCH model"
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ARCH model
7
ARCH-Modell
7
Volatility
4
Volatilität
4
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3
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3
CAPM
2
Capital income
2
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1990-2003
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6
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Dierkes, Maik
2
León Valle, Ángel Manuel
2
Prokopczuk, Marcel
2
Benito, Francisca
1
Fiorentini, Gabriele
1
Iglesias, Emma M.
1
Nave Pineda, Juan M.
1
Nguyen, Duc Binh Benno
1
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1
Rubia, Antonio
1
Rubio, Gonzalo
1
Sentana, Enrique
1
Serna, Gregorio
1
Shephard, Neil G.
1
Würsig, Christoph Matthias
1
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Canada / Mines Branch (1950- )
Gottfried Wilhelm Leibniz Universität Hannover
Instituto Valenciano de Investigaciones Económicas
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
17
Ekonomiska forskningsinstitutet <Stockholm>
12
Centre for Analytical Finance <Århus>
10
University of Canterbury / Dept. of Economics and Finance
8
Shakai-Keizai-Kenkyūsho <Osaka>
5
Econometrisch Instituut <Rotterdam>
4
European University Institute / Department of Economics
3
National Institute of Economic and Social Research
3
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
3
Brown University / Department of Economics
2
Center for Economic Research <Tilburg>
2
Federal Reserve Bank of St. Louis
2
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
2
Queen Mary College / Department of Economics
2
School of Finance and Business Economics <Perth, Western Australia>
2
Svenska Handelshögskolan <Helsinki>
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
Université de Montréal / Département de sciences économiques
2
William Davidson Institute <Ann Arbor, Mich.>
2
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1
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1
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1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
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1
Federal Reserve Bank of San Francisco
1
Institut für Weltwirtschaft
1
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1
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1
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1
National Bureau of Economic Research
1
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1
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1
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1
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1
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1
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Working papers / Serie AD / Instituto Valenciano de Investigaciones Económicas
4
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ECONIS (ZBW)
7
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1
Volatility and systematic risks in financial markets
Würsig, Christoph Matthias
-
2022
Persistent link: https://www.econbiz.de/10013256100
Saved in:
2
Tail risk and long memory in financial markets
Nguyen, Duc Binh Benno
-
2018
Persistent link: https://www.econbiz.de/10012173996
Saved in:
3
Likelihood-based estimation of latent generalised ARCH structures
Fiorentini, Gabriele
(
contributor
); …
-
2003
-
[Elektronische Ressource], 1. ed
Persistent link: https://www.econbiz.de/10001739262
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4
Modelización de la volatilidad del tipo de interés a corto plazo
Benito, Francisca
(
contributor
); …
-
2002
-
[Elektronische Ressource], 1. ed
Persistent link: https://www.econbiz.de/10001713842
Saved in:
5
Multivariate ARCH models : finite sample properties of ML estimators and an application to a LM-type test
Iglesias, Emma M.
(
contributor
); …
-
2004
-
[Elektronische Ressource], 1. ed.
Persistent link: https://www.econbiz.de/10002201054
Saved in:
6
Autoregressive conditional volatility, skewness and kurtosis
León Valle, Ángel Manuel
(
contributor
); …
-
2004
-
[Elektronische Ressource], 1. ed.
Persistent link: https://www.econbiz.de/10002201270
Saved in:
7
Forecasting the conditional covariance matrix of a portfolio under long-run temporal dependence
Ñíguez, Trino-Manuel
(
contributor
); …
-
2003
-
1. ed. [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002115948
Saved in:
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