//--> //--> //-->
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 / Department of Economics, University of California San Diego"
~isPartOf:"Econometric reviews"
~subject:"Bootstrap-Verfahren"
~subject:"Heteroscedasticity"
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:"ARCH model"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Bootstrap-Verfahren
Heteroscedasticity
ARCH model
65
ARCH-Modell
65
Theorie
35
Theory
35
Volatility
32
Volatilität
32
Estimation theory
19
Schätztheorie
19
Time series analysis
19
Zeitreihenanalyse
19
Estimation
16
Schätzung
16
Forecasting model
12
Prognoseverfahren
12
Capital income
11
Kapitaleinkommen
11
Stochastic process
9
Stochastischer Prozess
9
Börsenkurs
8
Share price
8
Statistical test
8
Statistischer Test
8
Correlation
7
Korrelation
7
USA
7
United States
7
Exchange rate
6
Heteroskedastizität
6
Wechselkurs
6
Multivariate Analyse
5
Multivariate analysis
5
Aktienindex
4
Autocorrelation
4
Autokorrelation
4
Bootstrap approach
4
Deutschland
4
Germany
4
Großbritannien
4
more ...
less ...
Online availability
All
Undetermined
3
Free
1
Type of publication
All
Article
7
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
9
Author
All
Cai, Jun
1
Chan, Nigel
1
Gonçalves, Sílvia
1
Gospodinov, Nikolaj
1
Granger, C. W. J.
1
Grigoletto, Matteo
1
Hamilton, James D.
1
Hidalgo, Javier
1
Horrace, William C.
1
Kilian, Lutz
1
Lee, Yoonseok
1
Linton, Oliver
1
Machina, Mark J.
1
Perera, Indeewara
1
Provasi, Corrado
1
Silvapulle, Mervyn J.
1
Steigerwald, Douglas G.
1
Susmel, Raul
1
Tao, Ye
1
Tu, Yundong
1
Wang, Qiying
1
more ...
less ...
Published in...
All
Discussion paper / Department of Economics, University of California San Diego
Econometric reviews
Journal of econometrics
24
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
The econometrics journal
8
Econometric theory
7
Journal of applied econometrics
7
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
7
Discussion papers / Deutsches Institut für Wirtschaftsforschung
6
Economics letters
6
Journal of forecasting
5
Working paper series
5
Applied economics
4
Applied economics letters
4
Department of Economics discussion paper series / University of Oxford
4
Discussion paper / Tinbergen Institute
4
International Journal of Energy Economics and Policy : IJEEP
4
SFB 649 discussion paper
4
SSE EFI working paper series in economics and finance
4
Applied financial economics
3
CBN journal of applied statistics
3
CORE discussion paper : DP
3
CREATES research paper
3
Computational economics
3
Discussion papers of interdisciplinary research project 373
3
International journal of forecasting
3
Journal of banking & finance
3
Journal of financial econometrics
3
Journal of risk and financial management : JRFM
3
Queen's Economics Department working paper
3
Série des documents de travail / Centre de Recherche en Économie et Statistique
3
CESifo working papers
2
Cahier / Départment de Sciences Économiques, Université de Montréal
2
Cambridge working papers in economics
2
Cowles Foundation Discussion Paper
2
DIW Berlin Discussion Paper
2
Econometric Institute research papers
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Energy economics
2
Finance research letters
2
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Identification and estimation of panel semiparametric conditional heteroskedastic frontiers with dynamic inefficiency
Cai, Jun
;
Horrace, William C.
;
Lee, Yoonseok
- In:
Econometric reviews
43
(
2024
)
5
,
pp. 238-268
Persistent link: https://www.econbiz.de/10014551521
Saved in:
2
Testing for a unit root with nonstationary nonlinear heteroskedasticity
Tu, Yundong
;
Chan, Nigel
;
Wang, Qiying
- In:
Econometric reviews
39
(
2020
)
9
,
pp. 904-929
Persistent link: https://www.econbiz.de/10012295588
Saved in:
3
A goodness-of-fit test for a class of autoregressive conditional duration models
Perera, Indeewara
;
Hidalgo, Javier
;
Silvapulle, Mervyn J.
- In:
Econometric reviews
35
(
2016
)
5/7
,
pp. 1111-1141
Persistent link: https://www.econbiz.de/10011591144
Saved in:
4
Bootstrap unit root tests in models with GARCH (1,1) errors
Gospodinov, Nikolaj
;
Tao, Ye
- In:
Econometric reviews
30
(
2011
)
4
,
pp. 379-405
Persistent link: https://www.econbiz.de/10009130266
Saved in:
5
Structurally-induced volatility clustering
Granger, C. W. J.
;
Machina, Mark J.
-
2002
Persistent link: https://www.econbiz.de/10001711705
Saved in:
6
Misspecification testing for the conditional distribution model in GARCH-type processes
Grigoletto, Matteo
;
Provasi, Corrado
- In:
Econometric reviews
28
(
2009
)
1/3
,
pp. 209-224
Persistent link: https://www.econbiz.de/10003800726
Saved in:
7
Asymptotic and bootstrap inference for AR (∞) processes with conditional heteroskedasticity
Gonçalves, Sílvia
;
Kilian, Lutz
- In:
Econometric reviews
26
(
2007
)
6
,
pp. 609-641
Persistent link: https://www.econbiz.de/10003605816
Saved in:
8
Adaptive testing in ARCH models
Linton, Oliver
;
Steigerwald, Douglas G.
- In:
Econometric reviews
19
(
2000
)
2
,
pp. 145-174
Persistent link: https://www.econbiz.de/10001483693
Saved in:
9
Autoregressive conditional heteroskedasticity and changes in regime
Hamilton, James D.
;
Susmel, Raul
-
1993
Persistent link: https://www.econbiz.de/10000877974
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->