//--> //--> //-->
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:"Jawadi, Fredj"
~subject:"Innovationsdiffusion"
~subject:"latent factor"
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
Innovationsdiffusion
latent factor
ARCH model
2
ARCH-Modell
2
Estimation
2
Forecasting model
2
Prognoseverfahren
2
Schätzung
2
State space model
2
Theorie
2
Theory
2
Time series analysis
2
Volatility
2
Volatilität
2
Zeitreihenanalyse
2
Zustandsraummodell
2
CC13
1
Forecasting
1
Innovation diffusion
1
Kalman filter
1
Nichtlineare Regression
1
Nonlinear regression
1
Stochastic process
1
Stochastischer Prozess
1
Transformation model
1
jump
1
nonlinear diffusion
1
realized volatility
1
threshold augmented HAR model
1
volatility index
1
wavelet
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Jawadi, Fredj
Bu, Ruijun
1
Li, Yuyi
1
Published in...
All
Econometric reviews
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->