//--> //--> //-->
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:"Econometric Institute Research Papers"
~person:"Bauwens, Luc"
~person:"Herwartz, Helmut"
~source:"repec"
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:"GARCH"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
GARCH
1
Markov Chain Monte Carlo
1
ill-behaved posterior
1
polar coordinates
1
simulation
1
value-at-risk
1
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
1
Language
All
Undetermined
1
Author
All
Bauwens, Luc
Herwartz, Helmut
McAleer, Michael
13
Chang, Chia-Lin
8
Tansuchat, Roengchai
6
Franses, Philip Hans
5
Hafner, Christian Matthias
5
van Dijk, Dick
4
Bos, Charles
3
van Dijk, Herman K.
3
Chan, Chan, F.
2
Khamkaew, Thanchanok
2
Mahieu, Ronald
2
Allen, Allen, D.E.
1
Amran, Amran, R.
1
Chang, Chang, C.
1
Chen, Chen, C-C.
1
Chu, Chu, L.
1
De Pooter, Michiel
1
Doornik, J.A.
1
Herwartz, H.
1
Medeiros, Medeiros, M.C.
1
Neele, Neele, J.
1
Ooms, Marius
1
Paap, Richard
1
Rombouts, J.V.K.
1
da Veiga, da Veiga, B.
1
van der Leij, van der Leij, M.J.
1
more ...
less ...
Institution
All
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
1
Published in...
All
Econometric Institute Research Papers
SFB 373 Discussion Papers
5
Cahiers de recherche
4
Tinbergen Institute Discussion Papers
2
Computing in Economics and Finance 2002
1
Computing in Economics and Finance 2006
1
Discussion Papers of DIW Berlin
1
Econometric Society 2004 North American Winter Meetings
1
Economics Working Papers / Department of Economics, European University Institute
1
Journal of Econometrics
1
Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik)
1
Journal of Empirical Finance
1
Metrika
1
SFB 649 Discussion Papers
1
Studies in Nonlinear Dynamics & Econometrics
1
University of St. Gallen Department of Economics working paper series 2010
1
Working Papers / Economics Department, Ben Gurion University of the Negev
1
more ...
less ...
Source
All
RePEc
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk
Bauwens, Luc
;
Bos, Charles
;
van Dijk, Herman K.
-
Faculteit der Economische Wetenschappen, Erasmus …
-
1999
parsimony and robustness. APS is applied within a Bayesian analysis of a
GARCH
-mixture model which is used for the evaluation of …
Persistent link: https://www.econbiz.de/10010731811
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->