//--> //--> //-->
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 reviews"
~isPartOf:"Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada"
~subject:"Bootstrap-Verfahren"
~subject:"Multivariate analysis"
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:"ARCH model"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Bootstrap-Verfahren
Multivariate analysis
ARCH model
50
ARCH-Modell
50
Theorie
26
Theory
26
Volatility
25
Volatilität
25
Time series analysis
16
Zeitreihenanalyse
16
Estimation theory
15
Schätztheorie
15
Estimation
14
Schätzung
14
Stochastic process
9
Stochastischer Prozess
9
Capital income
8
Forecasting model
8
Kapitaleinkommen
8
Prognoseverfahren
8
Statistical test
8
Statistischer Test
8
USA
6
United States
6
Bootstrap approach
5
Börsenkurs
5
Exchange rate
5
Multivariate Analyse
5
Share price
5
Wechselkurs
5
Correlation
4
Heteroscedasticity
4
Heteroskedastizität
4
Korrelation
4
Portfolio selection
4
Portfolio-Management
4
Statistical distribution
4
Statistische Verteilung
4
Aktienindex
3
Autocorrelation
3
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Language
All
English
10
Author
All
Caporin, Massimiliano
2
Bou Zeidan, Melissa
1
Chan, Felix
1
Fermanian, Jean-David
1
Gonçalves, Sílvia
1
Gospodinov, Nikolaj
1
Grigoletto, Matteo
1
Hidalgo, Javier
1
Hoti, Suhejla
1
Kilian, Lutz
1
Kwan, W.
1
Li, Wai Keung
1
McAleer, Michael
1
Naimy, Viviane
1
Ng, K. W.
1
Paruolo, Paolo
1
Perera, Indeewara
1
Poignard, Benjamin
1
Provasi, Corrado
1
Silvapulle, Mervyn J.
1
Tao, Ye
1
more ...
less ...
Published in...
All
Econometric reviews
Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada
Journal of econometrics
27
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
15
Discussion paper / Tinbergen Institute
12
Econometric Institute research papers
9
International journal of forecasting
9
Energy economics
8
Econometric theory
7
Econometrics : open access journal
6
Journal of banking & finance
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Working paper series / University of Zurich, Department of Economics
6
CORE discussion paper : DP
5
CREATES research paper
5
Journal of empirical finance
5
Journal of forecasting
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
Applied economics
4
Economic modelling
4
Journal of applied econometrics
4
Journal of financial econometrics
4
Research in international business and finance
4
SFB 649 discussion paper
4
The econometrics journal
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Applied economics letters
3
CFS working paper series
3
CORE discussion papers : DP
3
Computational economics
3
Department of Economics discussion paper series / University of Oxford
3
Discussion paper series
3
Discussion papers of interdisciplinary research project 373
3
Economics letters
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Finance research letters
3
International review of financial analysis
3
Journal of international money and finance
3
LEM working paper series
3
Risks : open access journal
3
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
High-dimensional penalized arch processes
Poignard, Benjamin
;
Fermanian, Jean-David
- In:
Econometric reviews
40
(
2021
)
1
,
pp. 86-107
Persistent link: https://www.econbiz.de/10012483797
Saved in:
2
Forecasting value at risk (VaR) for emerging and developed markets
Naimy, Viviane
;
Bou Zeidan, Melissa
- In:
Estudios de economía aplicada : revista promovida por …
37
(
2019
)
3
,
pp. 153-174
Persistent link: https://www.econbiz.de/10012173924
Saved in:
3
A goodness-of-fit test for a class of autoregressive conditional duration models
Perera, Indeewara
;
Hidalgo, Javier
;
Silvapulle, Mervyn J.
- In:
Econometric reviews
35
(
2016
)
5/7
,
pp. 1111-1141
Persistent link: https://www.econbiz.de/10011591144
Saved in:
4
Proximity-structured multivariate volatility models
Caporin, Massimiliano
;
Paruolo, Paolo
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 559-593
Persistent link: https://www.econbiz.de/10011373256
Saved in:
5
Bootstrap unit root tests in models with GARCH (1,1) errors
Gospodinov, Nikolaj
;
Tao, Ye
- In:
Econometric reviews
30
(
2011
)
4
,
pp. 379-405
Persistent link: https://www.econbiz.de/10009130266
Saved in:
6
A multivariate threshold varying conditional correlations model
Kwan, W.
;
Li, Wai Keung
;
Ng, K. W.
- In:
Econometric reviews
29
(
2010
)
1
,
pp. 20-38
Persistent link: https://www.econbiz.de/10003943399
Saved in:
7
Misspecification testing for the conditional distribution model in GARCH-type processes
Grigoletto, Matteo
;
Provasi, Corrado
- In:
Econometric reviews
28
(
2009
)
1/3
,
pp. 209-224
Persistent link: https://www.econbiz.de/10003800726
Saved in:
8
Structure and asymptotic theory for multivariate asymmetric conditional volatility
McAleer, Michael
;
Hoti, Suhejla
;
Chan, Felix
- In:
Econometric reviews
28
(
2009
)
5
,
pp. 422-440
Persistent link: https://www.econbiz.de/10003873066
Saved in:
9
Variance (non) causality in multivariate GARCH
Caporin, Massimiliano
- In:
Econometric reviews
26
(
2007
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10003509003
Saved in:
10
Asymptotic and bootstrap inference for AR (∞) processes with conditional heteroskedasticity
Gonçalves, Sílvia
;
Kilian, Lutz
- In:
Econometric reviews
26
(
2007
)
6
,
pp. 609-641
Persistent link: https://www.econbiz.de/10003605816
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->