//--> //--> //-->
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 / Tinbergen Institute"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of empirical finance"
~person:"Lucas, André"
~subject:"Density forecast evaluation"
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_exact:"ARCH model"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Density forecast evaluation
ARCH model
10
ARCH-Modell
10
Theorie
8
Theory
8
Time series analysis
8
Volatility
8
Volatilität
8
Zeitreihenanalyse
8
Capital income
5
Kapitaleinkommen
5
Statistical distribution
5
Statistische Verteilung
5
Correlation
4
Korrelation
4
Estimation
3
Multivariate Analyse
3
Multivariate Verteilung
3
Multivariate analysis
3
Multivariate distribution
3
Schätzung
3
Aktienmarkt
2
Estimation theory
2
Fractional integration
2
Multivariate volatility
2
Schätztheorie
2
Stochastic process
2
Stochastischer Prozess
2
Stock market
2
Student's t copula
2
Time-varying dependence
2
Aktienindex
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Börsenkurs
1
Devisenmarkt
1
Dynamic conditional correlations
1
Exchange rate
1
Exchange rates
1
Exponential Weighted Moving Average (EWMA)
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
1
Type of publication (narrower categories)
All
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
1
Author
All
Lucas, André
Ji, Jiangyu
1
Published in...
All
Discussion paper / Tinbergen Institute
Economic modelling
Journal of empirical finance
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A new semiparametric volatility model
Ji, Jiangyu
;
Lucas, André
-
2012
Persistent link: https://www.econbiz.de/10009722627
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->