//--> //--> //--> //-->
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:"Cambridge working papers in economics"
~isPartOf:"Computational economics"
~subject:"ARCH model"
~subject:"Zeitreihenanalyse"
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: economics
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Zeitreihenanalyse
Theorie
1,230
Theory
1,230
Estimation
629
Schätzung
627
USA
493
United States
493
Volatility
427
Volatilität
427
Börsenkurs
414
Share price
414
Capital income
407
Kapitaleinkommen
407
Stock market
367
Aktienmarkt
364
Großbritannien
350
United Kingdom
350
Forecasting model
315
Prognoseverfahren
315
Time series analysis
277
Welt
266
World
266
Electric power industry
261
Elektrizitätswirtschaft
261
Portfolio selection
249
Portfolio-Management
249
Estimation theory
201
Schätztheorie
201
EU countries
180
EU-Staaten
180
ARCH-Modell
161
Exchange rate
151
Wechselkurs
150
Option pricing theory
149
Optionspreistheorie
149
China
148
Stochastic process
147
Stochastischer Prozess
147
Financial crisis
138
more ...
less ...
Online availability
All
Undetermined
140
Free
79
Type of publication
All
Article
336
Book / Working Paper
73
Type of publication (narrower categories)
All
Article in journal
349
Aufsatz in Zeitschrift
349
Graue Literatur
59
Non-commercial literature
59
Arbeitspapier
42
Working Paper
42
Aufsatzsammlung
1
more ...
less ...
Language
All
English
409
Author
All
Harvey, Andrew C.
21
Pesaran, M. Hashem
12
Linton, Oliver
11
Boubaker, Heni
5
Gupta, Rangan
5
Chen, Cathy W. S.
4
Gil-Alaña, Luis A.
4
McMillan, David G.
4
Onatski, Alexei
4
Pick, Andreas
4
Timmermann, Allan
4
Busetti, Fabio
3
Ding, Yashuang
3
Jawadi, Fredj
3
Li, Yushu
3
Omay, Tolga
3
Péguin-Feissolle, Anne
3
Satchell, Stephen
3
Sephton, Peter S.
3
Speight, Alan E. H.
3
Sun, Edward W.
3
Thiele, Stephen
3
Wang, Chen
3
Ajmi, Ahdi Noomen
2
Asai, Manabu
2
Bailey, Natalia
2
Barkoulas, John T.
2
Baum, Christopher F.
2
Boutahar, Mohamed
2
Brooks, Robert
2
Camarero Olivas, Mariam
2
Caporale, Guglielmo Maria
2
Ceffer, Attila
2
Chen, Jia
2
Chen, Yi-Ting
2
Cheung, Yin-Wong
2
Chiang, Min-Hsien
2
Corrado, Luisa
2
Cuñado Eizaguirre, Juncal
2
Degiannakis, Stavros
2
more ...
less ...
Institution
All
University of Cambridge / Department of Applied Economics
10
University of Cambridge / Faculty of Economics
1
Published in...
All
Applied financial economics
Cambridge working papers in economics
Computational economics
Economics letters
530
Applied economics
458
Energy economics
440
Applied economics letters
292
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
274
International review of economics & finance : IREF
194
CREATES research paper
188
The North American journal of economics and finance : a journal of financial economics studies
178
Working paper
148
International Journal of Energy Economics and Policy : IJEEP
133
Oxford bulletin of economics and statistics
110
The empirical economics letters : a monthly international journal of economics
99
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
96
International journal of economics and financial issues : IJEFI
95
International journal of finance & economics : IJFE
95
International journal of economics and finance
85
Empirical economics : a quarterly journal of the Institute for Advanced Studies
75
Discussion paper / Department of Economics, University of California San Diego
71
Econometric Institute research papers
69
Economics and finance working paper series
69
The review of economics and statistics
69
Cogent economics & finance
67
Cowles Foundation discussion paper
67
EUI working paper / ECO
63
SSE EFI working paper series in economics and finance
54
Economics discussion papers
53
Theoretical and applied economics : GAER review
53
Discussion papers in economics
51
Journal of monetary economics
51
Tourism economics : the business and finance of tourism and recreation
51
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
50
Discussion papers / Department of Economics, University of Copenhagen
50
Journal of economics and finance
47
Working Paper
47
IHS economics series : working paper
46
Finance and economics discussion series
45
Working paper series
45
more ...
less ...
Source
All
ECONIS (ZBW)
409
Showing
1
-
10
of
409
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Microconsistency in simple empirical agent-based financial models
LeBaron, Blake Dean
- In:
Computational economics
58
(
2021
)
1
,
pp. 83-101
Persistent link: https://www.econbiz.de/10012587794
Saved in:
2
Evolutionary frequency and forecasting accuracy : simulations based on an agent-based artificial stock market
Huang, Ya-Chi
;
Tsao, Chueh-Yung
- In:
Computational economics
52
(
2018
)
1
,
pp. 79-104
Persistent link: https://www.econbiz.de/10012052922
Saved in:
3
Statistical validation of multi-agent financial models using the H-infinity Kalman Filter
Rigatos, Gerasimos G.
- In:
Computational economics
58
(
2021
)
3
,
pp. 777-798
Persistent link: https://www.econbiz.de/10012651029
Saved in:
4
Wavelet multiresolution analysis of the liquidity effect and monetary neutrality
Habimana, Olivier
- In:
Computational economics
53
(
2019
)
1
,
pp. 85-110
Persistent link: https://www.econbiz.de/10012134542
Saved in:
5
Evolutionary computation for macroeconomic forecasting
Claveria, Oscar
;
Monte, Enric
;
Torra, Salvador
- In:
Computational economics
53
(
2019
)
2
,
pp. 833-849
Persistent link: https://www.econbiz.de/10012134879
Saved in:
6
Nonlinear forecasting of Euro Area industrial production using evolutionary approaches
Avdoulas, Christos
;
Bekiros, Stelios
- In:
Computational economics
52
(
2018
)
2
,
pp. 521-530
Persistent link: https://www.econbiz.de/10012052980
Saved in:
7
A comparison of ARIMA forecasting and heuristic modelling
Wang, Chi-chen
;
Hsu, Yun-sheng
;
Liou, Cheng-hwai
- In:
Applied financial economics
21
(
2011
)
13/15
,
pp. 1095-1102
Persistent link: https://www.econbiz.de/10009317433
Saved in:
8
Dynamic autoregressive liquidity (DArLiQ)
Hafner, Christian M.
;
Linton, Oliver
;
Wang, Linqi
-
2022
Persistent link: https://www.econbiz.de/10013263369
Saved in:
9
Revisiting the great ratios hypothesis
Chudik, Alexander
;
Pesaran, M. Hashem
;
Smith, Ron
-
2022
Persistent link: https://www.econbiz.de/10013263388
Saved in:
10
Nonparametric estimation of large spot volatility matrices for high-frequency financial data
Bu, Ruijun
;
Li, Degui
;
Linton, Oliver
;
Wang, Hanchao
-
2022
-
This version: March 16, 2022
Persistent link: https://www.econbiz.de/10013263439
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->