//--> //--> //-->
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:"Cambridge working papers in economics"
~subject:"ARCH model"
~subject:"World"
~type_genre:"Graue Literatur"
~type_genre:"Non-commercial literature"
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:"Zeitreihenanalyse"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
World
Time series analysis
50
Zeitreihenanalyse
50
Theorie
26
Theory
26
Estimation
15
Schätzung
15
Forecasting model
14
Prognoseverfahren
14
Volatility
9
Volatilität
9
Estimation theory
8
Schätztheorie
8
Börsenkurs
7
Share price
7
ARCH-Modell
6
Capital income
6
Cointegration
6
Kapitaleinkommen
6
Kointegration
6
Factor analysis
5
Faktorenanalyse
5
Statistical distribution
5
Statistical test
5
Statistische Verteilung
5
Statistischer Test
5
Structural break
5
Strukturbruch
5
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Regression analysis
4
Regressionsanalyse
4
USA
4
United States
4
VAR model
4
VAR-Modell
4
Welt
4
Autocorrelation
3
Autokorrelation
3
more ...
less ...
Online availability
All
Free
10
Type of publication
All
Book / Working Paper
10
Type of publication (narrower categories)
All
Graue Literatur
Non-commercial literature
Arbeitspapier
6
Working Paper
6
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
10
Author
All
Harvey, Andrew C.
4
Ding, Yashuang
2
Pesaran, M. Hashem
2
Chakravarty, Tirthankar
1
Dong, Chaohua
1
Gao, Jiti
1
Linton, Oliver
1
Massacci, Daniele
1
Peng, Bin
1
Schleicher, Christoph
1
Schuermann, Til
1
Thiele, Stephen
1
Weiner, Scott M.
1
Zaffaroni, Paolo
1
more ...
less ...
Institution
All
University of Cambridge / Department of Applied Economics
1
Published in...
All
Cambridge working papers in economics
Discussion paper / Tinbergen Institute
42
CREATES research paper
24
Working paper
24
Econometric Institute research papers
16
CESifo working papers
14
Discussion paper / Centre for Economic Policy Research
9
SFB 649 discussion paper
9
Discussion papers / Deutsches Institut für Wirtschaftsforschung
8
Working paper / National Bureau of Economic Research, Inc.
8
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
8
Working papers
8
CORE discussion papers : DP
7
Economics discussion papers
7
Research paper series / Swiss Finance Institute
7
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
6
Policy research working paper : WPS
6
Working paper series
6
CORE discussion paper : DP
5
Department of Economics working paper series
5
Discussion paper series
5
Discussion paper series / LSE Financial Markets Group
5
Discussion papers / Department of Economics, University of Copenhagen
5
Discussion papers of interdisciplinary research project 373
5
Documentos de trabajo / Banco de España
5
Economics and finance working paper series
5
Finmap working paper
5
Kiel working paper
5
SSE EFI working paper series in economics and finance
5
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
5
Working papers / Serie AD / Instituto Valenciano de Investigaciones Económicas
5
CAMA working paper series
4
CoFE discussion papers
4
Department of Economics discussion paper series / University of Oxford
4
Discussion paper series / IZA
4
EUI working paper / ECO
4
IES working paper
4
IMF working paper
4
IWQW discussion paper series
4
Queen's Economics Department working paper
4
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Score-driven time series models
Harvey, Andrew C.
-
2021
Persistent link: https://www.econbiz.de/10013257426
Saved in:
2
Conditional heteroskedasticity in the volatility of asset returns
Ding, Yashuang
-
2021
Persistent link: https://www.econbiz.de/10013262866
Saved in:
3
Weak diffusion limit of real-time GARCH models : the role of current return information
Ding, Yashuang
-
2020
Persistent link: https://www.econbiz.de/10013206474
Saved in:
4
On time trend of COVID-19 : a panel data study
Dong, Chaohua
;
Gao, Jiti
;
Linton, Oliver
;
Peng, Bin
-
2020
Persistent link: https://www.econbiz.de/10013205300
Saved in:
5
Testing against changing correlation
Harvey, Andrew C.
;
Thiele, Stephen
-
2014
Persistent link: https://www.econbiz.de/10010504846
Saved in:
6
Exponential conditional volatility models
Harvey, Andrew C.
-
2010
Persistent link: https://www.econbiz.de/10008649425
Saved in:
7
Beta-t-(E)GARCH
Harvey, Andrew C.
;
Chakravarty, Tirthankar
-
2008
Persistent link: https://www.econbiz.de/10003851030
Saved in:
8
Model averaging in risk management with an application to futures markets
Pesaran, M. Hashem
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003671171
Saved in:
9
Identification and estimation in an incoherent model of contagion
Massacci, Daniele
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003535851
Saved in:
10
Modeling regional interdependencies using a global error-correcting macroeconometric model
Pesaran, M. Hashem
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001629728
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->