//--> //--> //-->
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:"Centre for Quantitative Economics & Computing"
~institution:"Federal Reserve Bank of San Francisco"
~subject:"Prognoseverfahren"
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:"GARCH model"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Prognoseverfahren
ARCH model
2
ARCH-Modell
2
Forecasting model
2
Theorie
2
Theory
2
Volatility
2
Volatilität
2
1990-1997
1
Correlation
1
Currency option
1
Deutsche Mark
1
Devisenoption
1
Estimation
1
Exchange rate
1
Korrelation
1
Option pricing theory
1
Optionspreistheorie
1
Schätzung
1
US dollar
1
US-Dollar
1
Wechselkurs
1
Yen
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
2
Type of publication (narrower categories)
All
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
2
Author
All
Brooks, Chris
1
Burke, Simon P.
1
García López, José A.
1
Walter, Christian
1
Institution
All
Centre for Quantitative Economics & Computing
Federal Reserve Bank of San Francisco
National Bureau of Economic Research
3
University of Canterbury / Dept. of Economics and Finance
3
Brown University / Department of Economics
2
Gottfried Wilhelm Leibniz Universität Hannover
2
Instituto Valenciano de Investigaciones Económicas
2
Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
1
Fachhochschule Stralsund / Fachbereich Wirtschaft
1
Federal Reserve Bank of St. Louis
1
International Workshop on Statistics and Finance <1999, Hongkong>
1
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Westfälische Wilhelms-Universität Münster
1
more ...
less ...
Published in...
All
Discussion papers in quantitative economics and computing / E
1
Working papers series / Federal Reserve Bank of San Francisco
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Is implied correlation worth calculating? : Evidence from foreign exchange options and historical data
Walter, Christian
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001577552
Saved in:
2
Forecasting exchange rate volatility using conditional variance models selected by information criteria
Brooks, Chris
-
1998
Persistent link: https://www.econbiz.de/10000982695
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->