//--> //--> //-->
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 series / LSE Financial Markets Group"
~subject:"ARCH model"
~subject:"Volatility"
~type:"book"
~type_genre:"Graue Literatur"
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:"Zeitreihenanalyse"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Volatility
Time series analysis
13
Zeitreihenanalyse
13
Theorie
7
Theory
7
Volatilität
5
USA
3
United States
3
Welt
3
World
3
1970-1998
2
1980-1997
2
ARCH-Modell
2
Asymmetric information
2
Asymmetrische Information
2
Börsenkurs
2
Capital income
2
Estimation
2
Estimation theory
2
Großbritannien
2
Kapitaleinkommen
2
Schätztheorie
2
Schätzung
2
Scientific method
2
Share price
2
United Kingdom
2
Wissenschaftliche Methode
2
Yield curve
2
Zinsstruktur
2
1892-1995
1
1984-1996
1
1992-1993
1
Bank
1
Bargeld
1
Bourse
1
Börse
1
CAPM
1
Cash
1
Commodity derivative
1
more ...
less ...
Type of publication
All
Book / Working Paper
Type of publication (narrower categories)
All
Graue Literatur
Arbeitspapier
6
Non-commercial literature
6
Working Paper
6
Language
All
English
6
Author
All
Black, Jane M.
1
Chen, Xiaohong
1
Connor, Gregory
1
Daníelsson, Jón
1
Fan, Yanqin
1
Henry, Mark S.
1
Patton, Andrew J.
1
Payne, Richard
1
Robinson, Peter M.
1
Tonks, Ian
1
Vries, Casper G. de
1
Zaffaroni, Paolo
1
more ...
less ...
Published in...
All
Discussion paper series / LSE Financial Markets Group
Discussion paper / Tinbergen Institute
87
CREATES research paper
37
Working paper
33
SFB 649 discussion paper
20
CESifo working papers
18
Econometric Institute research papers
18
CAMA working paper series
17
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
12
Economics working paper
12
Working papers
12
Cambridge working papers in economics
11
Discussion papers / Deutsches Institut für Wirtschaftsforschung
11
CORE discussion papers : DP
10
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
10
Discussion papers of interdisciplinary research project 373
10
Economics and finance working paper series
10
Finmap working paper
10
Working paper / Department of Econometrics and Business Statistics, Monash University
10
Discussion paper series
9
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
9
IES working paper
8
Research paper series / Swiss Finance Institute
8
Working paper / National Bureau of Economic Research, Inc.
8
Working paper series
8
Working papers / Rutgers University, Department of Economics
8
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
7
CFS working paper series
6
CORE discussion paper : DP
6
Discussion paper
6
Discussion paper / Center for Economic Research, Tilburg University
6
Documento de trabajo
6
ERID working paper
6
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
6
Umeå economic studies
6
Cowles Foundation discussion paper
5
Department of Economics discussion paper series / University of Oxford
5
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
5
Discussion papers / Department of Economics, University of Copenhagen
5
Economics discussion papers
5
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
A structured GARCH model of daily equity return volatility
Connor, Gregory
-
2001
Persistent link: https://www.econbiz.de/10001581216
Saved in:
3
Time series of commodity futures prices
Black, Jane M.
;
Tonks, Ian
-
1999
Persistent link: https://www.econbiz.de/10001435084
Saved in:
4
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:
5
Value-at-risk and extreme returns
Daníelsson, Jón
;
Vries, Casper G. de
-
1997
Persistent link: https://www.econbiz.de/10000975058
Saved in:
6
Nonlinear time series with long memory : a model for stochastics volatility
Robinson, Peter M.
;
Zaffaroni, Paolo
-
1996
Persistent link: https://www.econbiz.de/10000985327
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->