//--> //--> //-->
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"
~person:"Bauwens, Luc"
~person:"Laurent, Sébastien"
~person:"McAleer, Michael"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
7
ARCH-Modell
7
Theorie
7
Theory
7
Deutschland
2
Estimation
2
Germany
2
Multivariate Analyse
2
Multivariate analysis
2
Risikomaß
2
Risk measure
2
Schätzung
2
USA
2
United States
2
Volatility
2
Volatilität
2
1984-2000
1
1987-2002
1
1992-1998
1
Aktienindex
1
Bayes-Statistik
1
Bayesian inference
1
Börsenkurs
1
Capital income
1
Cluster analysis
1
Clusteranalyse
1
Commodity market
1
Estimation theory
1
Exchange rate
1
France
1
Frankreich
1
Großbritannien
1
Japan
1
Kapitaleinkommen
1
Markov chain
1
Markov-Kette
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Ranking method
1
Ranking-Verfahren
1
more ...
less ...
Online availability
All
Free
7
Type of publication
All
Book / Working Paper
7
Type of publication (narrower categories)
All
Arbeitspapier
7
Graue Literatur
7
Non-commercial literature
7
Working Paper
7
Systematic review
1
Übersichtsarbeit
1
Language
All
English
7
Author
All
Bauwens, Luc
Laurent, Sébastien
McAleer, Michael
Rombouts, Jeroen V. K.
7
Giot, Pierre
6
Hafner, Christian M.
3
Kokoszka, Piotr
2
Violante, Francesco
2
Bos, Charles S.
1
Dijk, Herman K. van
1
Heinen, Andréas
1
Horváth, Lajos
1
Rengifo, Erick W.
1
Stentoft, Lars
1
Tessière, Gilles
1
Teyssière, Gilles
1
Valdesogo, Alfonso
1
more ...
less ...
Published in...
All
CORE discussion paper : DP
Econometric Institute research papers
59
Discussion paper / Tinbergen Institute
31
Working paper
30
CORE discussion papers : DP
17
Journal of econometrics
7
Discussion paper / Institute of Social and Economic Research
6
Discussion papers / UCL, Département des Sciences Economiques
5
Journal of applied econometrics
5
Journal of economic surveys
5
Econometric reviews
4
Econometric theory
4
Econometrics : open access journal
4
Energy economics
4
International journal of forecasting
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of empirical finance
3
Journal of risk and financial management : JRFM
3
The North American journal of economics and finance : a journal of financial economics studies
3
CREATES research paper
2
Cahiers de recherche / HEC Montréal, Institut d'Economie Appliquée
2
Contributions to financial econometrics : theoretical and practical issues
2
Finance research letters
2
International review of economics & finance : IREF
2
Journal of forecasting
2
Journal of time series econometrics
2
LIDAM discussion paper CORE
2
Research memorandum / METEOR
2
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
2
The econometrics journal
2
Wiley handbooks in financial engineering and econometrics
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Advanced Studies in Theoretical and Applied Econometrics
1
Advanced studies in theoretical and applied econometrics : ASTA
1
Applied economics
1
Applied financial economics
1
CIRANO - Scientific Publication
1
CIRANO - Scientific Publications 2009s-45
1
CRREP working serie 2016-09
1
Cardiff economics working papers
1
more ...
less ...
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Consistent ranking of multivariate volatility models
Laurent, Sébastien
;
Rombouts, Jeroen V. K.
;
Violante, …
-
2009
Persistent link: https://www.econbiz.de/10003850918
Saved in:
2
Bayesian clustering of many GARCH models
Bauwens, Luc
;
Rombouts, Jeroen V. K.
-
2003
Persistent link: https://www.econbiz.de/10001910278
Saved in:
3
Market risk in commodity markets : a VaR approach
Giot, Pierre
;
Laurent, Sébastien
-
2003
Persistent link: https://www.econbiz.de/10001791292
Saved in:
4
Multivariate GARCH models : a survey
Bauwens, Luc
;
Laurent, Sébastien
;
Rombouts, Jeroen V. K.
-
2003
Persistent link: https://www.econbiz.de/10001791482
Saved in:
5
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:
6
Value-at-risk for long and short trading positions
Giot, Pierre
;
Laurent, Sébastien
-
2001
Persistent link: https://www.econbiz.de/10001596369
Saved in:
7
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->