//--> //--> //-->
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
~isPartOf:"Applied economics"
~isPartOf:"Econometric reviews"
~subject:"Autocorrelation"
~subject:"Induktive Statistik"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Autocorrelation
Induktive Statistik
ARCH model
211
ARCH-Modell
211
Volatility
128
Volatilität
128
Estimation
70
Schätzung
70
Theorie
63
Theory
63
Börsenkurs
52
Share price
52
Forecasting model
45
Prognoseverfahren
45
Time series analysis
42
Zeitreihenanalyse
42
Capital income
40
Kapitaleinkommen
40
Aktienmarkt
38
Stock market
38
Estimation theory
25
GARCH
25
Schätztheorie
25
Risikomaß
22
Risk measure
22
USA
22
United States
22
Correlation
20
Korrelation
20
Welt
20
World
20
Oil price
16
Portfolio selection
16
Portfolio-Management
16
Ölpreis
16
Exchange rate
15
Wechselkurs
15
Spillover effect
14
Spillover-Effekt
14
Statistical distribution
14
Statistische Verteilung
14
China
13
more ...
less ...
Online availability
All
Undetermined
2
Free
1
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Language
All
English
7
Author
All
Grigoletto, Matteo
1
Heuvel, Edwin R. van den
1
Hidalgo, Javier
1
Jensen, Søren Tolver
1
Jin, Shusong
1
Lange, Theis
1
Li, Chenxue
1
Li, Wai Keung
1
Mantalos, Panagiotis
1
Peng, Liang
1
Perera, Indeewara
1
Provasi, Corrado
1
Rahbek, Anders
1
Regis, Marta
1
Serra, Paulo
1
Shukur, Ghazi
1
Silvapulle, Mervyn J.
1
Yu, Philip L. H.
1
Zhang, Rongmao
1
more ...
less ...
Published in...
All
Applied economics
Econometric reviews
Journal of econometrics
8
Journal of empirical finance
6
International review of financial analysis
4
CREATES research paper
3
Discussion paper / Tinbergen Institute
3
Discussion papers of interdisciplinary research project 373
3
Economic modelling
3
Energy economics
3
Finance research letters
3
International Journal of Energy Economics and Policy : IJEEP
3
International journal of forecasting
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of financial econometrics
3
Journal of risk and financial management : JRFM
3
The European journal of finance
3
The North American journal of economics and finance : a journal of financial economics studies
3
The econometrics journal
3
CESifo working papers
2
Discussion papers / Department of Economics, University of California San Diego
2
Econometric theory
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Ensaios econômicos
2
Journal of risk
2
Oxford bulletin of economics and statistics
2
Progress in economics research
2
SSE EFI working paper series in economics and finance
2
Série des documents de travail / Centre de Recherche en Économie et Statistique
2
Working paper
2
Advanced texts in econometrics
1
Applied financial economics
1
Asia-Pacific journal of financial studies
1
BOFIT Discussion Paper
1
BOFIT discussion papers
1
Banks and bank systems : international research journal
1
Bulletin of economic research
1
CBN journal of applied statistics
1
CESifo Working Paper Series
1
Central European journal of operations research
1
more ...
less ...
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Random autoregressive models : a structured overview
Regis, Marta
;
Serra, Paulo
;
Heuvel, Edwin R. van den
- In:
Econometric reviews
41
(
2022
)
2
,
pp. 207-230
Persistent link: https://www.econbiz.de/10013167604
Saved in:
2
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:
3
A goodness-of-fit test for a class of autoregressive conditional duration models
Perera, Indeewara
;
Hidalgo, Javier
;
Silvapulle, Mervyn J.
- In:
Econometric reviews
35
(
2016
)
5/7
,
pp. 1111-1141
Persistent link: https://www.econbiz.de/10011591144
Saved in:
4
Estimation and asymptotic inference in the AR-
ARCH
model
Lange, Theis
;
Rahbek, Anders
;
Jensen, Søren Tolver
- In:
Econometric reviews
30
(
2011
)
2
,
pp. 129-153
Persistent link: https://www.econbiz.de/10008990449
Saved in:
5
On some models for value-at-risk
Yu, Philip L. H.
;
Li, Wai Keung
;
Jin, Shusong
- In:
Econometric reviews
29
(
2010
)
5/6
,
pp. 622-641
Persistent link: https://www.econbiz.de/10008668112
Saved in:
6
Misspecification testing for the conditional distribution model in GARCH-type processes
Grigoletto, Matteo
;
Provasi, Corrado
- In:
Econometric reviews
28
(
2009
)
1/3
,
pp. 209-224
Persistent link: https://www.econbiz.de/10003800726
Saved in:
7
The effect of the GARCH (1,1) on autocorrelation tests in dynamic systems of equations
Mantalos, Panagiotis
;
Shukur, Ghazi
- In:
Applied economics
37
(
2005
)
16
,
pp. 1907-1913
Persistent link: https://www.econbiz.de/10003142938
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->