//--> //--> //-->
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:"Journal of empirical finance"
~person:"Hafner, Christian M."
~subject:"GARCH"
~subject:"Germany"
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:"GARCH model"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
GARCH
Germany
ARCH model
4
ARCH-Modell
4
Volatility
3
Volatilität
3
Börsenkurs
2
Currency changeover
2
Estimation
2
Euro
2
Exchange rate
2
Französischer Franc
2
French franc
2
Pfund Sterling
2
Pound Sterling
2
Schätzung
2
Share price
2
Stochastic process
2
Stochastischer Prozess
2
Structural break
2
Strukturbruch
2
Time series analysis
2
US dollar
2
US-Dollar
2
Wechselkurs
2
Währungsumstellung
2
Zeitreihenanalyse
2
1994-2003
1
Capital market returns
1
Correlation
1
Deutschland
1
Exchange rates
1
Kapitalmarktrendite
1
Korrelation
1
Option pricing theory
1
Optionspreistheorie
1
Theorie
1
Theory
1
asymmetry
1
complex nonlinear moving average process
1
dynamic conditional correlation
1
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Hafner, Christian M.
Ardia, David
3
Bos, Charles S.
3
Dijk, Herman K. van
3
Bauwens, Luc
2
Hol Uspensky, Eugenie
2
Hoogerheide, Lennart F.
2
Koopman, Siem Jan
2
Mahieu, Ronald J.
2
Benavides, Guillermo
1
Beutner, Eric
1
Boswijk, Herman Peter
1
Capistrán Carmona, Carlos
1
Caporin, Massimiliano
1
Chan, Felix
1
Chang, Chia-Lin
1
Chang, Li-Han
1
Cheng, Hung-Wen
1
Chiang, Min-Hsien
1
Clements, Adam
1
Constantinou, Nick
1
Davidson, James E. H.
1
De Backer, Bruno
1
Diks, Cees G. H.
1
Dufays, Arnaud
1
Díaz-Hernández, Adán
1
Frijns, Bart
1
Gagnon, Louis
1
Gould, John
1
Herrera, Rodrigo
1
Herwartz, Helmut
1
Hoogerheide, Lennart
1
Hsu, Shu-Han
1
Huang, Hsin-yi
1
Hurn, Stan
1
Klaassen, Franc
1
Lamberte, Antonio
1
Lehnert, Thorsten
1
Li, Xiaoyu
1
Lo, Chien-Ling
1
more ...
less ...
Published in...
All
Discussion paper / Tinbergen Institute
Journal of empirical finance
CORE discussion papers : DP
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion papers of interdisciplinary research project 373
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Journal of empirical finance
8
(
2001
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10001568288
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->