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~isPartOf:"Econometric reviews"
~isPartOf:"International Journal of Energy Economics and Policy : IJEEP"
~subject:"Autocorrelation"
~subject:"Induktive Statistik"
~subject:"Schätztheorie"
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Search: subject:"ARCH model"
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Autocorrelation
Induktive Statistik
Schätztheorie
ARCH model
110
ARCH-Modell
110
Volatility
71
Volatilität
71
Oil price
37
Ölpreis
37
Theorie
33
Theory
33
Time series analysis
28
Zeitreihenanalyse
28
Estimation
27
Schätzung
27
Börsenkurs
25
Share price
25
Estimation theory
21
Welt
18
World
18
Forecasting model
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Prognoseverfahren
17
Capital income
16
Kapitaleinkommen
16
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14
Wechselkurs
14
Spillover effect
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Spillover-Effekt
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USA
11
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10
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10
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10
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10
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9
Korrelation
9
Portfolio selection
9
Portfolio-Management
9
Stochastic process
9
Stochastischer Prozess
9
Coronavirus
8
GARCH
8
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26
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Teräsvirta, Timo
3
Ambya, Ambya
2
Gunarto, Toto
2
Abdlaziz, Rizgar Abdlkarim
1
Abidi, Ilyes
1
Adamu, Peter
1
Ahadiat, Ayi
1
Amado, Cristina
1
Azhar, Rialdi
1
Bermudez, P. de Zea
1
Cai, Jun
1
Catani, Paul
1
Chua, Chew Lian
1
Darmawan, Arif
1
Elfaki, Faiz A. M.
1
Fermanian, Jean-David
1
Galbraith, John W.
1
Ginting, Josep
1
Grigoletto, Matteo
1
Günay, Samet
1
Halunga, Andreea G.
1
Handika, Rangga
1
Hendrawaty, Ernie
1
Heuvel, Edwin R. van den
1
Hidalgo, Javier
1
Horrace, William C.
1
Jensen, Søren Tolver
1
Jin, Shusong
1
Kesumah, Fajrin Satria Dwi
1
Khalid Bin Abdul Rahim
1
Lange, Theis
1
Lee, Yoonseok
1
Li, Chenxue
1
Li, Wai Keung
1
Marín, J. Miguel
1
Medeiros, Marcelo C.
1
Mendes, Eduardo F.
1
Mustofa Usman
1
Nairobi, Nairobi
1
Orme, Chris D.
1
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Econometric reviews
International Journal of Energy Economics and Policy : IJEEP
Journal of econometrics
52
Econometric theory
36
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
26
Economics letters
21
Discussion paper / Tinbergen Institute
19
Journal of empirical finance
18
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
The econometrics journal
17
International journal of forecasting
16
Finance research letters
15
CREATES research paper
14
Journal of risk
13
Economic modelling
12
The North American journal of economics and finance : a journal of financial economics studies
12
Applied economics
11
International journal of economics and financial issues : IJEFI
11
Journal of financial econometrics : official journal of the Society for Financial Econometrics
11
Journal of forecasting
11
Journal of risk and financial management : JRFM
10
Journal of time series econometrics
10
Série des documents de travail / Centre de Recherche en Économie et Statistique
10
CORE discussion papers : DP
9
Journal of banking & finance
9
Econometrics : open access journal
8
Journal of financial econometrics
8
The journal of risk model validation
8
Applied economics letters
7
Computational economics
7
International review of financial analysis
7
Journal of mathematical finance
7
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
6
The European journal of finance
6
Annals of financial economics
5
CBN journal of applied statistics
5
Discussion paper / Department of Economics, University of California San Diego
5
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
5
Discussion papers / Department of Economics, University of Copenhagen
5
Discussion papers of interdisciplinary research project 373
5
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1
Safe haven for crude oil : bitcoin or precious metals? : new insight from time varying coefficient-vector autoregressive model
Abidi, Ilyes
;
Touhami, Kamel
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
1
,
pp. 184-195
Persistent link: https://www.econbiz.de/10014484270
Saved in:
2
Random autoregressive models : a structured overview
Regis, Marta
;
Serra, Paulo
;
Heuvel, Edwin R. van den
- In:
Econometric reviews
41
(
2022
)
2
,
pp. 207-230
Persistent link: https://www.econbiz.de/10013167604
Saved in:
3
Identification and estimation of panel semiparametric conditional heteroskedastic frontiers with dynamic inefficiency
Cai, Jun
;
Horrace, William C.
;
Lee, Yoonseok
- In:
Econometric reviews
43
(
2024
)
5
,
pp. 238-268
Persistent link: https://www.econbiz.de/10014551521
Saved in:
4
Future natural gas price forecasting model and its policy implication
Ambya, Ambya
;
Gunarto, Toto
;
Hendrawaty, Ernie
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
5
,
pp. 64-70
Persistent link: https://www.econbiz.de/10012505591
Saved in:
5
Accurate estimated model of volatility crude oil price
Gunarto, Toto
;
Azhar, Rialdi
;
Tresiana, Novita
;
Supriyanto
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
5
,
pp. 228-233
Persistent link: https://www.econbiz.de/10012505999
Saved in:
6
Dynamic modeling data export oil and gas and non-oil and gas by ARMA(2,1)-GARCH(1,1) model : study of Indonesian’s export over the years 2008-2019
Nairobi, Nairobi
;
Russel, Edwin
;
Ambya, Ambya
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
6
,
pp. 175-184
Persistent link: https://www.econbiz.de/10012522489
Saved in:
7
Application of GARCH model to forecast data and volatility of share price of energy (Study on Adaro Energy Tbk, LQ45)
Virginia, Erica
;
Ginting, Josep
;
Elfaki, Faiz A. M.
- In:
International Journal of Energy Economics and Policy : IJEEP
8
(
2018
)
3
,
pp. 131-140
Persistent link: https://www.econbiz.de/10011881316
Saved in:
8
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:
9
Data cloning estimation for asymmetric stochastic volatility models
Bermudez, P. de Zea
;
Marín, J. Miguel
;
Veiga, Helena
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 1057-1074
Persistent link: https://www.econbiz.de/10012406209
Saved in:
10
Is the best Generalized Autoregressive Conditional Heteroskedasticity(p,q) value-at-risk estimate also the best in reality? : an evidence from Australian interconnected power marke...
Handika, Rangga
;
Triandaru, Sigit
- In:
International Journal of Energy Economics and Policy : IJEEP
6
(
2016
)
4
,
pp. 814-821
Persistent link: https://www.econbiz.de/10011550637
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