//--> //--> //-->
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:"Antonakakis, Nikolaos"
~person:"Conrad, Christian"
~person:"Gronwald, Marc"
~person:"Iglesias, Emma M."
~person:"McAleer, Michael"
~subject:"United States"
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:"conditional heteroskedasticity"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
United States
ARCH model
5
ARCH-Modell
5
Theorie
5
Theory
5
Volatility
3
Volatilität
3
Estimation
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Sampling
2
Schätzung
2
Stichprobenerhebung
2
Stochastic process
2
Stochastischer Prozess
2
USA
2
1996-2000
1
1999-2007
1
Asymmetry
1
Bias
1
Börsenkurs
1
Capital market returns
1
Financial market
1
Finanzmarkt
1
Inflation rate
1
Inflationsrate
1
Kapitalmarktrendite
1
Multivariate Analyse
1
Multivariate analysis
1
Risiko
1
Risk
1
Share price
1
Statistical test
1
Statistischer Test
1
Systematischer Fehler
1
asymptotic properties
1
existence
1
invertibility
1
leverage
1
stochastic process
1
more ...
less ...
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Antonakakis, Nikolaos
Conrad, Christian
Gronwald, Marc
Iglesias, Emma M.
McAleer, Michael
Li, Wai Keung
2
Asai, Manabu
1
Bordignon, Silvano
1
Caporin, Massimiliano
1
Corsi, Fulvio
1
Jin, Shusong
1
Kwan, W.
1
Lisi, Francesco
1
Mittnik, Stefan
1
Ng, K. W.
1
Phillips, Garry D. A.
1
Pigorsch, Christian
1
Pirgorsch, Uta
1
Yu, Philip L. H.
1
more ...
less ...
Published in...
All
Econometric reviews
Econometric Institute research papers
10
Discussion paper / Tinbergen Institute
6
Discussion paper series / University of Heidelberg, Department of Economics
3
Working paper
3
FIW working paper
2
BOFIT Discussion Paper
1
BOFIT discussion papers
1
CESifo Working Paper Series
1
CESifo working papers
1
Economic systems
1
Journal of economics and finance
1
Journal of empirical finance
1
Journal of risk and financial management : JRFM
1
Research in international business and finance
1
Scottish journal of political economy : the journal of the Scottish Economic Society
1
The world economy : the leading journal on international economic relations
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Small sample estimation bias in GARCH models with any number of exogenous variables in the mean equation
Iglesias, Emma M.
;
Phillips, Garry D. A.
- In:
Econometric reviews
30
(
2011
)
3
,
pp. 303-336
Persistent link: https://www.econbiz.de/10008990434
Saved in:
2
Alternative asymmetric stochastic volatility models
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
30
(
2011
)
5
,
pp. 548-564
Persistent link: https://www.econbiz.de/10009130226
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->