//--> //--> //-->
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:"Economic modelling"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Bauwens, Luc"
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:"ARCH model"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
5
ARCH-Modell
5
Estimation theory
3
Schätztheorie
3
Bayes-Statistik
2
Bayesian inference
2
Capital income
2
Forecasting
2
Forecasting model
2
Kapitaleinkommen
2
Markov chain
2
Markov-Kette
2
Prognoseverfahren
2
Theorie
2
Theory
2
Volatility
2
Volatilität
2
Aktienmarkt
1
Börsenkurs
1
Correlation
1
Dynamic conditional correlations
1
GARCH
1
Hierarchical hidden Markov model
1
Korrelation
1
Leverage effect
1
Marginal likelihood
1
Markov switching
1
Markov-switching
1
Minimum variance portfolio
1
Model confidence set
1
Option pricing theory
1
Optionspreistheorie
1
Persistence
1
Portfolio selection
1
Portfolio-Management
1
Recurrent regimes
1
Share price
1
Stochastic process
1
Stochastischer Prozess
1
Stock market
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Bauwens, Luc
Engle, Robert F.
6
Teräsvirta, Timo
6
Hafner, Christian M.
5
Huang, Zhuo
5
Dijk, Dick van
4
Horváth, Lajos
4
Karanasos, Menelaos
4
Lucas, André
4
Ma, Feng
4
Tse, Yiu Kuen
4
Tsui, Albert K.
4
Wang, Tianyi
4
Wang, Yudong
4
Zhang, Yaojie
4
Arouri, Mohamed
3
Caporin, Massimiliano
3
Chiang, Min-Hsien
3
Conrad, Christian
3
Degiannakis, Stavros
3
Dufays, Arnaud
3
Francq, Christian
3
Gupta, Rangan
3
Hamori, Shigeyuki
3
Hung, Jui-cheng
3
Iglesias, Emma M.
3
Kumar, Dilip
3
Lahiani, Amine
3
Li, Wai Keung
3
Maheu, John M.
3
McMillan, David G.
3
Mittnik, Stefan
3
Paolella, Marc S.
3
Sheppard, Kevin
3
Shi, Yanlin
3
Speight, Alan E. H.
3
Stentoft, Lars
3
Todorova, Neda
3
Trojani, Fabio
3
Tsay, Ruey S.
3
more ...
less ...
Published in...
All
Applied financial economics
Economic modelling
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of empirical finance
Journal of financial econometrics : official journal of the Society for Financial Econometrics
CORE discussion papers : DP
15
Discussion papers / UCL, Département des Sciences Economiques
5
CORE discussion paper : DP
4
Cahiers de recherche / HEC Montréal, Institut d'Economie Appliquée
2
Journal of applied econometrics
2
Journal of econometrics
2
LIDAM discussion paper CORE
2
The econometrics journal
2
Wiley handbooks in financial engineering and econometrics
2
Advanced Studies in Theoretical and Applied Econometrics
1
Advanced studies in theoretical and applied econometrics : ASTA
1
CIRANO - Scientific Publication
1
CREATES research paper
1
CRREP working serie 2016-09
1
Cardiff economics working papers
1
Discussion paper / Tinbergen Institute
1
Econometric reviews
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International journal of forecasting
1
SFB 649 discussion paper
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Wiley Handbooks in Financial Engineering and Econometrics Ser
1
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A new approach to volatility modeling : the factorial hidden Markov volatility model
Augustyniak, Maciej
;
Bauwens, Luc
;
Dufays, Arnaud
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
4
,
pp. 696-709
Persistent link: https://www.econbiz.de/10012179366
Saved in:
2
Modeling the dependence of conditional correlations on market volatility
Bauwens, Luc
;
Otranto, Edoardo
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
2
,
pp. 254-268
Persistent link: https://www.econbiz.de/10011691329
Saved in:
3
A Bayesian method of change-point estimation with recurrent regimes : application to GARCH models
Bauwens, Luc
;
De Backer, Bruno
;
Dufays, Arnaud
- In:
Journal of empirical finance
29
(
2014
),
pp. 207-229
Persistent link: https://www.econbiz.de/10011300484
Saved in:
4
A new class of multivariate skew densities, with application to generalized autoregressive conditionalheteroscedasticity models
Bauwens, Luc
;
Laurent, Sébastien
- In:
Journal of business & economic statistics : JBES ; a …
23
(
2005
)
3
,
pp. 346-354
Persistent link: https://www.econbiz.de/10003013029
Saved in:
5
Bayesian option pricing using asymmetric GARCH models
Bauwens, Luc
;
Lubrano, Michel
- In:
Journal of empirical finance
9
(
2002
)
3
,
pp. 287-319
Persistent link: https://www.econbiz.de/10001705439
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->