//--> //--> //-->
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 financial economics"
~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"CORE discussion papers : DP"
~subject:"ARMA-Modell"
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
ARMA-Modell
ARCH model
159
ARCH-Modell
159
Volatility
88
Volatilität
88
Estimation
37
Schätzung
37
Theorie
30
Theory
30
Capital income
29
Kapitaleinkommen
29
Aktienmarkt
25
Stock market
25
Forecasting model
24
Prognoseverfahren
24
Exchange rate
21
Time series analysis
21
Wechselkurs
21
Zeitreihenanalyse
21
USA
17
United States
17
Börsenkurs
16
Share price
16
Aktienindex
14
Stock index
14
Estimation theory
12
Schätztheorie
12
Correlation
10
Korrelation
10
Großbritannien
9
Stochastic process
9
Stochastischer Prozess
9
United Kingdom
9
Financial crisis
8
Finanzkrise
8
Risikomaß
8
Risk measure
8
Japan
7
Markov chain
7
Markov-Kette
7
ARMA model
6
more ...
less ...
Online availability
All
Free
3
Type of publication
All
Article
3
Book / Working Paper
3
Type of publication (narrower categories)
All
Arbeitspapier
3
Article in journal
3
Aufsatz in Zeitschrift
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Language
All
English
6
Author
All
Breitung, Jörg
2
Hafner, Christian M.
2
Anatolyev, Stanislav
1
Chen, Chyong-lin
1
Gargallo, Pilar
1
Miguel, Jesús
1
Olave Rubio, Pilar
1
Salvador, Manuel
1
Shakin, Dmitry
1
Silvestrini, Andrea
1
Veredas, David
1
more ...
less ...
Published in...
All
Applied financial economics
Asia-Pacific financial markets
CORE discussion papers : DP
Discussion paper / Tinbergen Institute
8
Econometric Institute research papers
4
Discussion papers in economics
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
International Journal of Energy Economics and Policy : IJEEP
3
Applied economics letters
2
Economic modelling
2
Economics letters
2
Energy economics
2
International journal of economics and financial issues : IJEFI
2
International journal of forecasting
2
Journal of econometrics
2
Journal of international financial markets, institutions & money
2
Journal of risk and financial management : JRFM
2
Journal of time series econometrics
2
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
2
Working paper
2
Working paper / Department of Econometrics and Business Statistics, Monash University
2
A Stata Press publication
1
Acta Universitatis Oeconomicae Helsingiensis / A
1
Advances in Pacific Basin financial markets
1
African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
1
Annals of finance
1
Annals of financial economics
1
Applications of artificial intelligence in finance and economics
1
Applied quantitative finance
1
Asian Academy of Management journal
1
Asian African journal of economics and econometrics
1
BSP working paper series
1
Bank of Italy Temi di Discussione Working Paper
1
Basic research program working papers / Series: Economics / National Research University, Higher School of Economics
1
CAMA working paper series
1
Computational economics
1
Current issues in finance, economy and politics : theoretical and empirical finance and economic researches
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Department of Economics working paper series
1
Discussion paper / Institut de Statistique, Biostatistique et Sciences Actuarielles (ISBA)
1
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A simple model for now-casting volatility series
Breitung, Jörg
;
Hafner, Christian M.
-
2015
Persistent link: https://www.econbiz.de/10011581871
Saved in:
2
A simple model for now-casting volatility series
Breitung, Jörg
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010484185
Saved in:
3
Temporal aggregation of univariate linear time series models
Silvestrini, Andrea
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003292886
Saved in:
4
Evaluating value at risk using selection criteria of the model and the information set
Gargallo, Pilar
;
Miguel, Jesús
;
Olave Rubio, Pilar
; …
- In:
Applied financial economics
20
(
2010
)
16/18
,
pp. 1415-1428
Persistent link: https://www.econbiz.de/10009010927
Saved in:
5
Trade intensity in the Russian stock market : dynamics, distribution and determinants
Anatolyev, Stanislav
;
Shakin, Dmitry
- In:
Applied financial economics
17
(
2007
)
1/3
,
pp. 87-104
Persistent link: https://www.econbiz.de/10003427015
Saved in:
6
Why has Taiwan been immune to the Asian financial crisis?
Chen, Chyong-lin
- In:
Asia-Pacific financial markets
7
(
2000
)
1
,
pp. 45-68
Persistent link: https://www.econbiz.de/10001506574
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->