//--> //--> //-->
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"
~isPartOf:"Economic modelling"
~isPartOf:"Working paper"
~person:"Dijk, Dick van"
~type:"book"
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:"ARCH model"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
2
ARCH-Modell
2
Emerging economies
1
Estimation theory
1
Heteroscedasticity
1
Heteroskedastizität
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Schwellenländer
1
Schätztheorie
1
Structural break
1
Strukturbruch
1
Theorie
1
Theory
1
Time series analysis
1
Volatility
1
Volatilität
1
Zeitreihenanalyse
1
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Book / Working Paper
Type of publication (narrower categories)
All
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
2
Author
All
Dijk, Dick van
McAleer, Michael
88
Chang, Chia-Lin
37
Caporin, Massimiliano
13
Asai, Manabu
10
Chen, Chi-chung
10
Hafner, Christian M.
9
Roengchai Tansuchat
7
Manera, Matteo
6
Tansuchat, Roengchai
6
Pérez Amaral, Teodosio
5
Allen, David E.
4
Chen, Ping-yu
4
Franses, Philip Hans
4
Lan Fen Chu
4
Chan, Felix
3
Christiansen, Charlotte
3
Guo, Hui
3
Herwartz, Helmut
3
Jimenez-Martin, Juan-Angel
3
Martinet, Guillaume Gaetan
3
Morana, Claudio
3
Neely, Christopher J.
3
Nicolini, Marcella
3
Powell, Robert
3
Singh, Abhay Kumar
3
Yuan, Yuan
3
Baillie, Richard
2
Escribano, Álvaro
2
Hammoudeh, Shawkat M.
2
Hsu, Hui-kuang
2
Jiménez-Martín, Juan-Ángel
2
Khamkaew, Thanchanok
2
Lanne, Markku
2
Maasoumi, Esfandiar
2
Medeiros, Marcelo C.
2
Saikkonen, Pentti
2
Vignati, Ilaria
2
Antoniou, Antonios
1
Awartani, Basel
1
more ...
less ...
Institution
All
Econometrisch Instituut <Rotterdam>
1
Published in...
All
Econometric Institute research papers
Economic modelling
Working paper
Discussion paper / Tinbergen Institute
6
Report / Erasmus Center for Financial Research, Erasmus University
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Semi-parametric modelling of correlation dynamics
Hafner, Christian M.
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003010850
Saved in:
2
Testing for changes in volatility in heteroskedastic time series - a further examination
Pooter, Michiel de
(
contributor
);
Dijk, Dick van
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002239756
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->