//--> //--> //-->
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 / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~person:"Allen, David E."
~person:"Chang, Chia-Lin"
~person:"Herwartz, Helmut"
~person:"Spagnolo, Nicola"
~subject:"ARCH-Modell"
~subject:"Capital income"
~subject:"Spillover-Effekt"
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:"volatility"
Narrow search
Delete all filters
| 8 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Capital income
Spillover-Effekt
Volatility
7
Volatilität
7
Deutschland
6
Estimation
6
Germany
6
Schätzung
6
Theorie
4
Theory
4
ARCH model
3
Börsenkurs
3
Share price
3
Exchange rate
2
Multivariate Analyse
2
Multivariate analysis
2
Stochastic process
2
Stochastischer Prozess
2
Time series analysis
2
Wechselkurs
2
Zeitreihenanalyse
2
1975-1998
1
1976-1996
1
1981-1996
1
Ankündigungseffekt
1
Announcement effect
1
Automotive industry
1
Beta risk
1
Betafaktor
1
Bond market
1
Estimation theory
1
Großbritannien
1
Interest rate
1
Japan
1
Kfz-Industrie
1
Kreditzins
1
Loan rate
1
Option pricing theory
1
Optionspreistheorie
1
Rentenmarkt
1
Schock
1
more ...
less ...
Type of publication
All
Book / Working Paper
3
Type of publication (narrower categories)
All
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Language
All
English
3
Author
All
Allen, David E.
Chang, Chia-Lin
Herwartz, Helmut
Spagnolo, Nicola
Teyssière, Gilles
2
Daske, Stefan
1
Fengler, Matthias R.
1
Hafner, Christian M.
1
Härdle, Wolfgang
1
Jaschke, Stefan R.
1
Kim, Woocheol
1
Lanne, Markku
1
Linton, Oliver
1
Reimers, Hans-Eggert
1
Saikkonen, Pentti
1
Spokojnyj, Vladimir G.
1
more ...
less ...
Published in...
All
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Econometric Institute research papers
34
Discussion paper / Tinbergen Institute
25
CESifo working papers
12
Working paper
12
Economics and finance working paper series
11
Discussion papers / Deutsches Institut für Wirtschaftsforschung
9
CESifo Working Paper Series
5
The North American journal of economics and finance : a journal of financial economics studies
5
DIW Berlin Discussion Paper
4
Economics letters
4
Energy economics
4
Discussion papers of interdisciplinary research project 373
3
Journal of econometrics
3
School of Accounting, Finance and Economics & FEMARC working paper series
3
Applied quantitative finance
2
CESifo Working Paper
2
ECB Working Paper
2
Finance research letters
2
International review of economics & finance : IREF
2
Journal of international financial markets, institutions & money
2
Journal of international money and finance
2
Journal of risk and financial management : JRFM
2
Review of international economics
2
Risks : open access journal
2
Tinbergen Institute Discussion Paper
2
Applied economics
1
Applied quantitative finance : theory and computational tools
1
CORE discussion papers : DP
1
China economic review : an international journal
1
DIW Discussion Papers
1
Discussion paper / Universität Sankt Gallen, School of Economics and Political Science, Department of Economics
1
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
1
Economics Working Paper
1
Economics working paper
1
Emerging markets and the global economy
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Handbook of frontier markets : evidence from Mittle East North Africa and International Comparative Studies
1
IMF working paper
1
IMF working papers
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Multivariate
volatility
models
Fengler, Matthias R.
;
Herwartz, Helmut
-
2001
Persistent link: https://www.econbiz.de/10001659915
Saved in:
2
Empirical modeling of the DEM/USD and DEM/JPY foreign exchange rate : structural shifts in GARCH models and their implications
Herwartz, Helmut
;
Reimers, Hans-Eggert
-
2001
Persistent link: https://www.econbiz.de/10001631316
Saved in:
3
Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis
Hafner, Christian M.
;
Herwartz, Helmut
-
1999
Persistent link: https://www.econbiz.de/10001413478
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->