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~isPartOf:"Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823"
~subject:"Korrelation"
~subject:"Zeitreihenanalyse"
~type_genre:"Arbeitspapier"
~type_genre:"Collection of articles written by one author"
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Korrelation
Zeitreihenanalyse
ARCH model
5
ARCH-Modell
5
Correlation
3
Time series analysis
3
Börsenkurs
2
Capital income
2
Kapitaleinkommen
2
Risikomaß
2
Risk measure
2
Share price
2
2007 - 2008
1
CCC-GARCH
1
DCC-GARCH
1
Empirical method
1
Empirische Methode
1
Estimation
1
Estimation theory
1
Forecasting model
1
GARCH
1
New York
1
Prognoseverfahren
1
Schätztheorie
1
Schätzung
1
Securities trading
1
Statistical test
1
Statistischer Test
1
Stochastic process
1
Stochastischer Prozess
1
Structural break
1
Strukturbruch
1
Theorie
1
Theory
1
VaR-forecast
1
Volatility
1
Volatilität
1
Wertpapierhandel
1
conditional correlation
1
estimation window
1
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5
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Book / Working Paper
5
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Arbeitspapier
Collection of articles written by one author
Working Paper
5
Graue Literatur
2
Non-commercial literature
2
Language
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English
5
Author
All
Krämer, Walter
2
Berens, Tobias
1
Christou, Konstantinos
1
Dette, Holger
1
Guhr, Thomas
1
Kaiser, Jonas
1
Messow, Philip
1
Schmitt, Thilo A.
1
Schäfer, Rudi
1
Tameze Azamo, Baudouin
1
Weiß, Gregor
1
Wied, Dominik
1
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Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
Discussion paper / Tinbergen Institute
49
Working paper
24
CREATES research paper
22
Econometric Institute research papers
19
CORE discussion papers : DP
15
Working papers
11
CESifo working papers
10
Working paper series
9
ECARES working paper
8
SFB 649 discussion paper
8
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
8
Working paper series / University of Zurich, Department of Economics
8
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
7
Department of Economics discussion paper series / University of Oxford
6
Discussion paper series
6
Discussion papers / Deutsches Institut für Wirtschaftsforschung
6
Discussion paper series / University of Heidelberg, Department of Economics
5
Discussion papers of interdisciplinary research project 373
5
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
5
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
5
CORE discussion paper : DP
4
Department of Economics working paper series
4
Discussion paper / Center for Economic Research, Tilburg University
4
Discussion papers / Department of Economics, University of Copenhagen
4
Finmap working paper
4
IWQW discussion paper series
4
Queen's Economics Department working paper
4
SSE EFI working paper series in economics and finance
4
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
4
William Davidson Institute working papers series
4
Working papers on finance
4
CFS working paper series
3
Cambridge working papers in economics
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Economics and finance working paper series
3
Economics discussion papers
3
IES working paper
3
LSF research working paper series
3
NCER working paper series
3
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ECONIS (ZBW)
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1
Quantile correlations : uncovering temporal dependencies in financial time series
Schmitt, Thilo A.
;
Schäfer, Rudi
;
Dette, Holger
;
Guhr, …
-
2014
Persistent link: https://www.econbiz.de/10010408303
Saved in:
2
Discriminating between
GARCH
and stochastic volatility via nonnested hypotheses testing
Messow, Philip
-
2013
Persistent link: https://www.econbiz.de/10009793512
Saved in:
3
Testing for structural breaks in correlation : does it improve Value-at-Risk forecasting?
Berens, Tobias
;
Weiß, Gregor
;
Wied, Dominik
-
2013
Persistent link: https://www.econbiz.de/10009776165
Saved in:
4
On the origins of high persistence in
GARCH
-models
Krämer, Walter
;
Tameze Azamo, Baudouin
;
Christou, …
-
2009
Persistent link: https://www.econbiz.de/10008839631
Saved in:
5
A cautionary note on computing conditional from unconditional correlations
Kaiser, Jonas
;
Krämer, Walter
-
2009
Persistent link: https://www.econbiz.de/10008839635
Saved in:
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