//--> //--> //--> //-->
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:"CORE discussion paper : DP"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"Bauwens, Luc"
~person:"Belkhouja, Mustapha"
~person:"Gallo, Giampiero M."
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
| 7 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
11
ARCH-Modell
11
Volatility
5
Volatilität
5
Bayes-Statistik
4
Bayesian inference
4
Theorie
4
Theory
4
Capital income
3
Forecasting model
3
Kapitaleinkommen
3
Prognoseverfahren
3
Börsenkurs
2
Estimation theory
2
Forecasting
2
GARCH
2
Markov chain
2
Markov-Kette
2
Schätztheorie
2
Share price
2
Structural break
2
Strukturbruch
2
Time series analysis
2
Zeitreihenanalyse
2
1992-1998
1
ARFIMA
1
ARMA model
1
ARMA-Modell
1
Asymmetry
1
Cluster analysis
1
Clusteranalyse
1
Estimation
1
G7
1
GARCH-MIDAS
1
Inflation
1
Inflation rate
1
Inflationsrate
1
Long memory
1
Marginal likelihood
1
Monte Carlo simulation
1
more ...
less ...
Online availability
All
Free
4
Undetermined
3
Type of publication
All
Article
7
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
11
Author
All
Bauwens, Luc
Belkhouja, Mustapha
Gallo, Giampiero M.
Rombouts, Jeroen V. K.
8
Giot, Pierre
7
Laurent, Sébastien
6
Ma, Feng
5
Hafner, Christian M.
4
Huang, Zhuo
4
Iglesias, Emma M.
4
Jawadi, Fredj
4
Karanasos, Menelaos
4
Wang, Tianyi
4
Wang, Yudong
4
Zhang, Yaojie
4
Arouri, Mohamed
3
Blazsek, Szabolcs
3
Fountas, Stilianos
3
Gupta, Rangan
3
Haas, Markus
3
Kumar, Dilip
3
Lahiani, Amine
3
Maheu, John M.
3
Nam, Kiseok
3
Shi, Yanlin
3
Stentoft, Lars
3
Todorova, Neda
3
Wu, Chongfeng
3
Ahmed, Abdullahi Dahir
2
Aknouche, Abdelhakim
2
BenSaïda, Ahmed
2
Broto, Carmen
2
Bu, Ruijun
2
Carnero, M. Angeles
2
Chan, Jennifer So Kuen
2
Chang, Kuang-liang
2
Charfeddine, Lanouar
2
Cheffou, Abdoulkarim Idi
2
Chen Zhou
2
Chevallier, Julien
2
Christensen, Bent Jesper
2
more ...
less ...
Published in...
All
CORE discussion paper : DP
Economic modelling
Journal of empirical finance
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
CORE discussion papers : DP
15
Discussion papers / UCL, Département des Sciences Economiques
5
International journal of forecasting
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
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
Australian economic papers
1
CIRANO - Scientific Publication
1
CREATES research paper
1
CRREP working serie 2016-09
1
Cardiff economics working papers
1
Discussion paper / Department of Economics, University of California San Diego
1
Discussion paper / Tinbergen Institute
1
Econometric reviews
1
Econometrics : open access journal
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Oxford bulletin of economics and statistics
1
Quantitative finance
1
SFB 649 discussion paper
1
Socio-economic planning sciences : the international journal of public sector decision-making
1
The European journal of finance
1
Wiley Handbooks in Financial Engineering and Econometrics Ser
1
Working papers
1
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On the asymmetric impact of macro-variables on volatility
Amendola, Alessandra
;
Candila, Vincenzo
;
Gallo, Giampiero M.
- In:
Economic modelling
76
(
2019
),
pp. 135-152
Persistent link: https://www.econbiz.de/10012198276
Saved in:
2
Long memory and structural change in the G7 inflation dynamics
Belkhouja, Mustapha
;
Mootamri, Imene
- In:
Economic modelling
54
(
2016
),
pp. 450-462
Persistent link: https://www.econbiz.de/10011642242
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
Modeling volatility with time-varying FIGARCH models
Belkhouja, Mustapha
;
Boutahary, Mohamed
- In:
Economic modelling
28
(
2011
)
3
,
pp. 1106-1116
Persistent link: https://www.econbiz.de/10009271257
Saved in:
5
Bayesian clustering of many GARCH models
Bauwens, Luc
;
Rombouts, Jeroen V. K.
-
2003
Persistent link: https://www.econbiz.de/10001910278
Saved in:
6
Multivariate GARCH models : a survey
Bauwens, Luc
;
Laurent, Sébastien
;
Rombouts, Jeroen V. K.
-
2003
Persistent link: https://www.econbiz.de/10001791482
Saved in:
7
A new class of multivariate skew densities, with application to GARCH models
Bauwens, Luc
;
Laurent, Sébastien
-
2002
Persistent link: https://www.econbiz.de/10001672395
Saved in:
8
A component GARCH model with time varying weights
Bauwens, Luc
;
Storti, Giuseppe
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
13
(
2009
)
2
,
pp. 1-31
Persistent link: https://www.econbiz.de/10009513593
Saved in:
9
Adaptive polar sampling with an application to a Bayes measure of value-at-risk
Bauwens, Luc
;
Bos, Charles S.
;
Dijk, Herman K. van
-
1999
Persistent link: https://www.econbiz.de/10001430824
Saved in:
10
Volatility estimation via hidden Markov models
Rossi, Alessandro
;
Gallo, Giampiero M.
- In:
Journal of empirical finance
13
(
2006
)
2
,
pp. 203-230
Persistent link: https://www.econbiz.de/10003296949
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->