//--> //--> //-->
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:"Dēmos, Antōnēs A."
~person:"Jawadi, Fredj"
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
| 3 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
3
ARCH-Modell
3
Theorie
3
Theory
3
Estimation
2
Forecasting model
2
Prognoseverfahren
2
Schätzung
2
State space model
2
Time series analysis
2
Volatility
2
Volatilität
2
Zeitreihenanalyse
2
Zustandsraummodell
2
Bayes-Statistik
1
Bayesian inference
1
CC13
1
Dynamic heteroskedasticity
1
Forecasting
1
Innovation diffusion
1
Innovationsdiffusion
1
Kalman filter
1
Markov chain
1
Markov chain Monte Carlo
1
Markov-Kette
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Nichtlineare Regression
1
Nonlinear regression
1
Simulated EM algorithm
1
Simulation
1
Stochastic process
1
Stochastischer Prozess
1
Transformation model
1
jump
1
latent factor
1
nonlinear diffusion
1
realized volatility
1
threshold augmented HAR model
1
volatility index
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Dēmos, Antōnēs A.
Jawadi, Fredj
Caporin, Massimiliano
3
McAleer, Michael
3
Teräsvirta, Timo
3
Iglesias, Emma M.
2
Li, Wai Keung
2
Phillips, Garry D. A.
2
Alexander, Carol
1
Alghalith, Moawia
1
Amado, Cristina
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
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
Halunga, Andreea G.
1
Han, Ai
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
Applied economics
3
Documento de trabajo / Centro de Estudios Monetarios y Financieros
2
Economic modelling
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The econometrics journal
2
Working paper / Centro de Estudios Monetarios y Financieros / Centro de Estudios Monetarios y Financieros
2
Working papers series in theoretical and applied economics
2
Computational economics
1
Decision making and risk/return optimization in financial economics
1
Document de travail
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
Journal of time series econometrics
1
Review of quantitative finance and accounting
1
Risk management decisions and value under uncertainty
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A multifactor transformed diffusion model with applications to VIX and VIX futures
Bu, Ruijun
;
Jawadi, Fredj
;
Li, Yuyi
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 27-53
Persistent link: https://www.econbiz.de/10012181537
Saved in:
2
Forecasting energy futures volatility with threshold augmented heterogeneous autoregressive jump models
Jawadi, Fredj
;
Ftiti, Zied
;
Louhichi, Waël
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 54-70
Persistent link: https://www.econbiz.de/10012181540
Saved in:
3
Estimation and properties of a time-varying EGARCH(1,1) in mean model
Anyfantaki, Sofia
;
Dēmos, Antōnēs A.
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 293-310
Persistent link: https://www.econbiz.de/10011549930
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->