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~isPartOf:"Cahier / Départment de Sciences Économiques, Université de Montréal"
~isPartOf:"Working paper"
~person:"Christoffersen, Peter F."
~person:"Hafner, Christian M."
~person:"Martin, Gael M."
~person:"Medeiros, Marcelo C."
~subject:"ARCH model"
~subject:"Börsenkurs"
~subject:"Measurement"
~subject:"Stochastic process"
~subject:"Theorie"
~type_genre:"Systematic review"
~type_genre:"Working Paper"
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ARCH model
Börsenkurs
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Theorie
Volatility
4
Volatilität
4
Forecasting model
3
Prognoseverfahren
3
Estimation
2
Schätzung
2
Stochastischer Prozess
2
1996-2009
1
ARCH-Modell
1
Algorithm
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1
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Christoffersen, Peter F.
Hafner, Christian M.
Martin, Gael M.
Medeiros, Marcelo C.
McAleer, Michael
26
Mumtaz, Haroon
13
Neely, Christopher J.
10
Chang, Chia-Lin
9
Manera, Matteo
7
Nguyen, Hoang
6
Raunig, Burkhard
5
Theodoridis, Konstantinos
5
Asai, Manabu
4
Christiansen, Charlotte
4
Guo, Hui
4
Karlsson, Sune
4
Roengchai Tansuchat
4
Österholm, Pär
4
Caporin, Massimiliano
3
Chen, Chi-chung
3
Erdemlioglu, Deniz
3
Kapetanios, George
3
Laurent, Sébastien
3
Nicolini, Marcella
3
Skiadopoulos, George
3
Wen, Yi
3
Yu, Jun
3
Alessandri, Piergiorgio
2
Baillie, Richard
2
Baker, Scott
2
Baldi, Lucia
2
Bastianin, Andrea
2
Białkowski, Je̜drzej
2
Birinci, Serdar
2
Bloom, Nicholas
2
Chen, Ping-yu
2
Davis, Steven J.
2
Escribano, Álvaro
2
Gourier, Elise
2
Hsu, Hui-kuang
2
Kayal, Parthajit
2
Kiss, Tamás
2
Mazur, Stepan
2
Minh-Ngoc Tran
2
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Cahier / Départment de Sciences Économiques, Université de Montréal
Working paper
Working paper / Department of Econometrics and Business Statistics, Monash University
17
CORE discussion papers : DP
6
Econometric Institute research papers
6
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
6
Working papers / Financial Institutions Center
6
CORE discussion paper : DP
3
CREATES research paper
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Working paper / National Bureau of Economic Research, Inc.
3
CFS working paper series
2
Discussion paper / Tinbergen Institute
2
Discussion papers of interdisciplinary research project 373
2
SFB 649 discussion paper
2
Discussion paper / Institut de Statistique, Biostatistique et Sciences Actuarielles (ISBA)
1
Economics Working Paper
1
Handbook of economic forecasting ; Vol. 1
1
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
1
SFB 649 Discussion Paper
1
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1
Texto para discussão
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ECONIS (ZBW)
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A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010410204
Saved in:
2
Asymmetry and long memory in
volatility
modelling
Asai, Manabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008695596
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