//--> //--> //--> //-->
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:"Research in international business and finance"
~isPartOf:"Working paper series"
~subject:"ARCH-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_exact:"Trend-cycle estimation"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Time series analysis
189
Zeitreihenanalyse
189
Theorie
72
Theory
72
Estimation
57
Schätzung
57
Forecasting model
44
Prognoseverfahren
44
Volatility
37
Volatilität
37
Estimation theory
34
Schätztheorie
34
ARCH model
32
Capital income
29
Kapitaleinkommen
29
Börsenkurs
28
Share price
28
Aktienmarkt
24
Stock market
24
USA
21
United States
21
Cointegration
20
Exchange rate
20
Kointegration
20
Wechselkurs
20
Aktienindex
12
Stock index
12
Welt
11
World
11
Long memory
10
Stochastic process
9
Stochastischer Prozess
9
Structural break
9
Strukturbruch
9
EU countries
8
EU-Staaten
8
Efficient market hypothesis
8
Effizienzmarkthypothese
8
Portfolio selection
8
more ...
less ...
Online availability
All
Undetermined
15
Free
6
Type of publication
All
Article
26
Book / Working Paper
6
Type of publication (narrower categories)
All
Article in journal
26
Aufsatz in Zeitschrift
26
Arbeitspapier
6
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
Language
All
English
32
Author
All
Lau, Chi Keung
2
Ajmi, Ahdi Noomen
1
Akgül, Işıl
1
Aloui, Chaker
1
Ben Ouda, Olfa
1
Bouri, Elie
1
Brüggemann, Ralf
1
Canepa, Alessandra
1
Chaker, Selma
1
Clements, Adam
1
Collet, Jérôme
1
Degiannakis, Stavros
1
Delhoumi, Ezzeddine
1
Dijk, Dick van
1
Ding, Qian
1
Dutta, Shantanu
1
Essaddam, Naceur
1
Fakhfekh, Mohamed
1
Floros, Christos
1
Francq, Christian
1
Garg, S.
1
Ghosh, Bikramaditya
1
Gozgor, Giray
1
Grassi, Stefano
1
Guo, Yaoqi
1
Gupta, Rangan
1
Hafner, Christian M.
1
Hamori, Shigeyuki
1
Hkiri, Besma
1
Huang, Jianbai
1
Huang, Yilong
1
Jentsch, Carsten
1
Jeribi, Ahmed
1
Jiang, Kunliang
1
Kalantzis, T.
1
Kandji, Baye Matar
1
Kiliç, Rehim
1
Klein, Tony
1
Kreiß, Jens-Peter
1
Kumar, Vinod
1
more ...
less ...
Published in...
All
Applied financial economics
Research in international business and finance
Working paper series
Discussion paper / Tinbergen Institute
42
Journal of econometrics
42
Journal of empirical finance
37
Economic modelling
31
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
31
International journal of forecasting
30
Energy economics
29
Finance research letters
28
Applied economics
27
Economics letters
26
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
23
The North American journal of economics and finance : a journal of financial economics studies
21
CREATES research paper
19
International review of financial analysis
19
Journal of financial econometrics : official journal of the Society for Financial Econometrics
18
Journal of forecasting
18
Working paper
18
Journal of risk and financial management : JRFM
17
Econometric Institute research papers
15
Econometric reviews
15
International review of economics & finance : IREF
15
Journal of banking & finance
14
International Journal of Energy Economics and Policy : IJEEP
13
Journal of time series econometrics
13
The econometrics journal
13
Econometrics : open access journal
12
International journal of economics and financial issues : IJEFI
12
Journal of financial econometrics
12
Computational economics
11
Journal of international financial markets, institutions & money
11
Journal of risk
11
Econometric theory
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
International journal of economics and finance
9
CORE discussion papers : DP
8
ECARES working paper
8
International journal of finance & economics : IJFE
8
The European journal of finance
8
more ...
less ...
Source
All
ECONIS (ZBW)
32
Showing
1
-
10
of
32
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On the growth rate of superadditive processes and the stability of functional GARCH models
Kandji, Baye Matar
-
2023
Persistent link: https://www.econbiz.de/10014321021
Saved in:
2
Local asymptotic normality of general conditionally heteroskedastic and score-driven time-series models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2022
Persistent link: https://www.econbiz.de/10013162003
Saved in:
3
Ination dynamics and time-varying persistence : the importance of the uncertainty channel
Canepa, Alessandra
-
2022
Persistent link: https://www.econbiz.de/10013366360
Saved in:
4
Asset pricing using Block-Cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012543884
Saved in:
5
Return and volatility properties : stylized facts from the universe of cryptocurrencies and NFTs
Ghosh, Bikramaditya
;
Bouri, Elie
;
Wee, Jung Bum
; …
- In:
Research in international business and finance
65
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014432708
Saved in:
6
Long memory and volatility persistence across BRICS stock markets
Tripathy, Nalini Prava
- In:
Research in international business and finance
63
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014248974
Saved in:
7
Forecasting Value-at-Risk of cryptocurrencies using the time-varying mixture-accelerating generalized autoregressive score model
Jiang, Kunliang
;
Zeng, Linhui
;
Song, Jiashan
;
Liu, Yimeng
- In:
Research in international business and finance
61
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014240057
Saved in:
8
Value at risk and returns of cryptocurrencies before and after the crash : long-run relations and fractional cointegration
Tan, Zhengxun
;
Huang, Yilong
;
Xiao, Binuo
- In:
Research in international business and finance
56
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013266119
Saved in:
9
Nonlinear dynamic correlation between geopolitical risk and oil prices : a study based on high-frequency data
Huang, Jianbai
;
Ding, Qian
;
Zhang, Hongwei
;
Guo, Yaoqi
; …
- In:
Research in international business and finance
56
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013266166
Saved in:
10
Forecasting value-at-risk of cryptocurrencies with riskmetrics type models
Liu, Wei
;
Semeyutin, Artur
;
Lau, Chi Keung
;
Gozgor, Giray
- In:
Research in international business and finance
54
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012581358
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->