//--> //--> //-->
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"
~person:"Amado, Cristina"
~person:"Caporin, Massimiliano"
~person:"Halunga, Andreea G."
~person:"Han, Ai"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
6
ARCH-Modell
6
Volatility
4
Volatilität
4
Theorie
3
Theory
3
Estimation
2
Estimation theory
2
Multivariate Analyse
2
Multivariate analysis
2
Schätztheorie
2
Schätzung
2
2000-2005
1
2001
1
ACI model
1
Aktienindex
1
Asset allocation
1
Capital income
1
Causality analysis
1
Conditional heteroskedasticity
1
Deutschland
1
Exchange rate
1
Forecasting model
1
GARCH
1
Germany
1
Index futures
1
Index-Futures
1
Italien
1
Italy
1
Kapitaleinkommen
1
Kausalanalyse
1
Modellierung
1
Nichtlineare Regression
1
Nonlinear regression
1
Oil price
1
Portfolio selection
1
Portfolio-Management
1
Prognoseverfahren
1
Realized volatility
1
Scientific modelling
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Amado, Cristina
Caporin, Massimiliano
Halunga, Andreea G.
Han, Ai
McAleer, Michael
3
Teräsvirta, Timo
3
Iglesias, Emma M.
2
Jawadi, Fredj
2
Li, Wai Keung
2
Phillips, Garry D. A.
2
Alexander, Carol
1
Alghalith, Moawia
1
Anyfantaki, Sofia
1
Asai, Manabu
1
Bauwens, Luc
1
Bermudez, P. de Zea
1
Bordignon, Silvano
1
Bu, Ruijun
1
Cai, Jun
1
Catani, Paul
1
Chan, Felix
1
Chan, Nigel
1
Christodoulakis, George A.
1
Chua, Chew Lian
1
Corsi, Fulvio
1
Dēmos, Antōnēs A.
1
Fermanian, Jean-David
1
Ftiti, Zied
1
Galbraith, John W.
1
Gonçalves, Sílvia
1
Gospodinov, Nikolaj
1
Graziano, Clara
1
Grigoletto, Matteo
1
Hafner, Christian M.
1
He, Yanan
1
Heuvel, Edwin R. van den
1
Hidalgo, Javier
1
Hong, Yongmiao
1
Horrace, William C.
1
Hoti, Suhejla
1
more ...
less ...
Published in...
All
Econometric reviews
Working paper
7
Econometric Institute research papers
6
Working papers
5
CREATES research paper
3
Department of Economics discussion paper series / University of Oxford
2
International review of economics & finance : IREF
2
Journal of economic surveys
2
Journal of empirical finance
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of risk and financial management : JRFM
2
Applied economics
1
Applied financial economics letters
1
CEA_372Cass working paper series
1
Econometric theory
1
Essays in nonlinear time series econometrics
1
Financial mathematics, volatility and covariance modelling
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of forecasting
1
Journal of international financial markets, institutions & money
1
SAFE working paper
1
SNB working papers
1
SSE EFI working paper series in economics and finance
1
Statistical methods & applications : SMA ; journal of the Italian Statistical Society
1
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series
1
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting crude oil price intervals and return volatility via autoregressive conditional interval models
He, Yanan
;
Han, Ai
;
Hong, Yongmiao
;
Sun, Yuying
;
Wang, …
- In:
Econometric reviews
40
(
2021
)
6
,
pp. 584-606
Persistent link: https://www.econbiz.de/10012624525
Saved in:
2
Neglecting structural breaks when estimating and valuing dynamic correlations for asset allocation
Halunga, Andreea G.
;
Savva, Christos S.
- In:
Econometric reviews
38
(
2019
)
6
,
pp. 660-678
Persistent link: https://www.econbiz.de/10012181343
Saved in:
3
Specification and testing of multiplicative time-varying GARCH models with applications
Amado, Cristina
;
Teräsvirta, Timo
- In:
Econometric reviews
36
(
2017
)
4
,
pp. 421-446
Persistent link: https://www.econbiz.de/10011795239
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
Periodic long-memory GARCH models
Bordignon, Silvano
;
Caporin, Massimiliano
;
Lisi, Francesco
- In:
Econometric reviews
28
(
2009
)
1/3
,
pp. 60-82
Persistent link: https://www.econbiz.de/10003800657
Saved in:
6
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->