//--> //--> //--> //-->
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:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Journal of banking & finance"
~subject:"ARCH model"
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:"Estimation"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Estimation
559
Schätzung
558
Theorie
333
Theory
333
Estimation theory
260
Schätztheorie
260
Capital income
167
Kapitaleinkommen
167
Time series analysis
128
Zeitreihenanalyse
128
Volatility
116
Volatilität
116
Börsenkurs
115
Share price
115
Forecasting model
110
Prognoseverfahren
110
Portfolio selection
102
Portfolio-Management
102
USA
82
United States
82
Risikoprämie
63
Risk premium
63
CAPM
62
Welt
61
World
61
Robust statistics
58
Robustes Verfahren
58
Aktienmarkt
52
Stock market
52
Bank
50
Statistical distribution
48
Statistische Verteilung
48
ARCH-Modell
44
Anlageverhalten
44
Behavioural finance
44
Risk
44
Risiko
42
Yield curve
42
Zinsstruktur
42
more ...
less ...
Online availability
All
Undetermined
19
Free
2
Type of publication
All
Article
38
Book / Working Paper
6
Type of publication (narrower categories)
All
Article in journal
38
Aufsatz in Zeitschrift
38
Arbeitspapier
6
Working Paper
6
Graue Literatur
2
Non-commercial literature
2
Conference paper
1
Konferenzbeitrag
1
more ...
less ...
Language
All
English
44
Author
All
Drost, Feike C.
4
Nijman, Theodore E.
3
Härdle, Wolfgang
2
Werker, Bas J. M.
2
Ñíguez, Trino-Manuel
2
Adams, Zeno
1
Aramonte, Sirio
1
Aslanidis, Nektarios
1
Audrino, Francesco
1
Barone-Adesi, Giovanni
1
Berger, Tino
1
Bezemer, Dirk Johan
1
Casas, Isabel
1
Chen, Yi-Hsuan
1
Chevapatrakul, Thanaset
1
Chiang, Thomas C.
1
Christiansen, Charlotte
1
Dark, Jonathan
1
De Peretti, Philippe
1
Dungey, Mardi H.
1
Duxbury, Darren
1
Ederington, Louis H.
1
Ergün, Tolga A.
1
Escobar, Marcos
1
Fernandez-Perez, Adrian
1
Füss, Roland
1
Girardi, Giulio
1
Giudice Rodriguez, Marius del
1
Glück, Thorsten
1
Golosnoy, Vasyl
1
Green, Rikard
1
Grydaki, Maria
1
Guan, Wei
1
Hamid, Alain
1
Hamori, Shigeyuki
1
Hedegaard, Esben
1
Hentati-Kaffel, Rania
1
Hilal, Sawsan
1
Hodrick, Robert J.
1
Hua, Jian
1
more ...
less ...
Institution
All
Center for Economic Research <Tilburg>
1
Published in...
All
Discussion paper / Center for Economic Research, Tilburg University
Journal of banking & finance
Energy economics
88
Journal of econometrics
88
Finance research letters
80
Applied economics
78
Economic modelling
74
Journal of empirical finance
71
Discussion paper / Tinbergen Institute
58
International review of economics & finance : IREF
58
International review of financial analysis
58
The North American journal of economics and finance : a journal of financial economics studies
57
Economics letters
52
International journal of forecasting
49
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
48
Econometric theory
46
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
45
Research in international business and finance
45
Journal of international financial markets, institutions & money
44
Journal of risk and financial management : JRFM
43
Applied economics letters
41
Journal of financial econometrics : official journal of the Society for Financial Econometrics
39
Working paper
37
Econometric Institute research papers
34
Applied financial economics
33
Journal of forecasting
33
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
31
International journal of economics and financial issues : IJEFI
31
Econometric reviews
30
International Journal of Energy Economics and Policy : IJEEP
28
International journal of finance & economics : IJFE
27
The European journal of finance
27
CREATES research paper
26
Journal of risk
24
Computational economics
23
International journal of economics and finance
23
The econometrics journal
23
Journal of financial econometrics
22
The journal of futures markets
21
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
21
CORE discussion papers : DP
20
more ...
less ...
Source
All
ECONIS (ZBW)
44
Showing
1
-
10
of
44
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Cross-asset time-series momentum : crude oil volatility and global stock markets
Fernandez-Perez, Adrian
;
Indriawan, Ivan
;
Tse, Yiuman
; …
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014492117
Saved in:
2
A non-elliptical orthogonal GARCH model for portfolio selection under transaction costs
Paolella, Marc S.
;
Polak, Pawel
;
Walker, Patrick S.
- In:
Journal of banking & finance
125
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012819586
Saved in:
3
Price discovery in equity markets : a state-dependent analysis of spot and futures markets
Kuck, Konstantin
;
Schweikert, Karsten
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462550
Saved in:
4
Downside risk and stock returns in the G7 countries : an empirical analysis of their long-run and short-run dynamics
Chen, Yi-Hsuan
;
Chiang, Thomas C.
;
Härdle, Wolfgang
- In:
Journal of banking & finance
93
(
2018
),
pp. 21-32
Persistent link: https://www.econbiz.de/10011964613
Saved in:
5
Affine multivariate GARCH models
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012521059
Saved in:
6
VIX valuation and its futures pricing through a generalized affine realized volatility model with hidden components and jump
Wang, Qi
;
Wang, Zerong
- In:
Journal of banking & finance
116
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012489233
Saved in:
7
Multivariate moments expansion density : application of the dynamic equicorrelation model
Ñíguez, Trino-Manuel
;
Perote, Javier
- In:
Journal of banking & finance
72
(
2016
),
pp. 216-232
Persistent link: https://www.econbiz.de/10011637138
Saved in:
8
Are correlations constant? : empirical and theoretical results on popular correlation models in finance
Adams, Zeno
;
Füss, Roland
;
Glück, Thorsten
- In:
Journal of banking & finance
84
(
2017
),
pp. 9-24
Persistent link: https://www.econbiz.de/10011816833
Saved in:
9
The conditional impact of investor sentiment in global stock markets : a two-channel examination
Wang, Wenzhao
;
Su, Chen
;
Duxbury, Darren
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013461707
Saved in:
10
Estimating the risk-return trade-off with overlapping data inference
Hedegaard, Esben
;
Hodrick, Robert J.
- In:
Journal of banking & finance
67
(
2016
),
pp. 135-145
Persistent link: https://www.econbiz.de/10011634670
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->