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~isPartOf:"Discussion paper series / LSE Financial Markets Group"
~subject:"ARCH model"
~subject:"Time series analysis"
~type_genre:"Graue Literatur"
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Search: subject:"Zeitreihenanalyse"
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ARCH model
Time series analysis
Zeitreihenanalyse
13
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7
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5
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5
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3
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Graue Literatur
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13
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Goodhart, Charles A. E.
2
Jeffrey, Andrew
2
Linton, Oliver
2
Nguyen, Thong
2
Patton, Andrew J.
2
Tonks, Ian
2
Black, Jane M.
1
Chen, Xiaohong
1
Connor, Gregory
1
Daníelsson, Jón
1
Fan, Yanqin
1
Granger, C. W. J.
1
Henry, Mark S.
1
Krüger, Malte
1
Payne, Richard
1
Robinson, Peter M.
1
Snell, Andy
1
Sunirand, Pojanart
1
Teräsvirta, Timo
1
Timmermann, Allan
1
Tosomocos, Dimitrios P.
1
Vries, Casper G. de
1
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1
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Discussion paper series / LSE Financial Markets Group
Discussion paper / Tinbergen Institute
293
Working paper / Department of Econometrics and Business Statistics, Monash University
192
Working paper
168
CREATES research paper
164
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
141
CESifo working papers
132
Working paper / National Bureau of Economic Research, Inc.
103
Discussion paper / Centre for Economic Policy Research
102
Cowles Foundation discussion paper
81
CAMA working paper series
75
SFB 649 discussion paper
70
Discussion papers of interdisciplinary research project 373
64
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
62
Discussion paper
60
Working papers
59
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
58
Working paper series
58
Working paper series / European Central Bank
58
Econometric Institute research papers
53
Série des documents de travail / Centre de Recherche en Économie et Statistique
52
Cambridge working papers in economics
50
Discussion paper / Center for Economic Research, Tilburg University
49
Economics and finance working paper series
48
Umeå economic studies
48
Discussion papers / Department of Economics, University of Copenhagen
46
Economics discussion papers
43
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42
IHS economics series : working paper
38
Documentos de trabajo / Banco de España, Servicio de Estudios
37
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35
Department of Economics discussion paper series / University of Oxford
33
EUI working paper / ECO
33
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30
Economics working paper
30
SSE EFI working paper series in economics and finance
30
CORE discussion paper : DP
29
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
29
Discussion papers / CEPR
29
Discussion papers in economics
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Report / Econometric Institute, Erasmus University Rotterdam
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ECONIS (ZBW)
13
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13
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date (oldest first)
1
Flexible term structure estimation : which method is preferable?
Jeffrey, Andrew
;
Nguyen, Thong
;
Linton, Oliver
-
2004
Persistent link: https://www.econbiz.de/10002815407
Saved in:
2
A time series analysis of financial fragility in the UK banking system
Goodhart, Charles A. E.
;
Tosomocos, Dimitrios P.
; …
-
2004
Persistent link: https://www.econbiz.de/10002441589
Saved in:
3
Simple tests for models of dependence between multiple financial time series, with applications to US equity returns and exchange rates
Patton, Andrew J.
;
Chen, Xiaohong
;
Fan, Yanqin
-
2004
Persistent link: https://www.econbiz.de/10002034254
Saved in:
4
Common factors in conditional distributions for bivariate time series
Granger, C. W. J.
;
Teräsvirta, Timo
;
Patton, Andrew J.
-
2003
Persistent link: https://www.econbiz.de/10001778573
Saved in:
5
Flexible term structure estimation : which method is preferred?
Jeffrey, Andrew
;
Linton, Oliver
;
Nguyen, Thong
-
2001
Persistent link: https://www.econbiz.de/10001599301
Saved in:
6
A structured GARCH model of daily equity return volatility
Connor, Gregory
-
2001
Persistent link: https://www.econbiz.de/10001581216
Saved in:
7
The impact of technology on cash usage
Goodhart, Charles A. E.
;
Krüger, Malte
-
2001
Persistent link: https://www.econbiz.de/10001581225
Saved in:
8
Time series of commodity futures prices
Black, Jane M.
;
Tonks, Ian
-
1999
Persistent link: https://www.econbiz.de/10001435084
Saved in:
9
Structural breaks, incomplete information and stock prices
Timmermann, Allan
-
1998
Persistent link: https://www.econbiz.de/10000168054
Saved in:
10
An investigation of long range dependence in intra-day foreign exchange rate volatility
Henry, Mark S.
;
Payne, Richard
-
1997
Persistent link: https://www.econbiz.de/10000961212
Saved in:
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