//--> //--> //-->
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:"Martinet, Guillaume Gaetan"
~subject:"Autocorrelation"
~subject:"Stochastic process"
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
Autocorrelation
Stochastic process
ARCH model
1
ARCH-Modell
1
Asymmetry
1
Börsenkurs
1
Capital market returns
1
Estimation
1
Kapitalmarktrendite
1
Schätzung
1
Share price
1
Stochastischer Prozess
1
Theorie
1
Theory
1
Volatility
1
Volatilität
1
asymptotic properties
1
existence
1
invertibility
1
leverage
1
stochastic process
1
sufficient conditions
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
Martinet, Guillaume Gaetan
McAleer, Michael
2
Alexander, Carol
1
Alghalith, Moawia
1
Asai, Manabu
1
Bermudez, P. de Zea
1
Bu, Ruijun
1
Cai, Jun
1
Caporin, Massimiliano
1
Heuvel, Edwin R. van den
1
Hidalgo, Javier
1
Horrace, William C.
1
Jawadi, Fredj
1
Jin, Shusong
1
Lazar, Emese
1
Lee, Yoonseok
1
Li, Wai Keung
1
Li, Yuyi
1
Marín, J. Miguel
1
Paruolo, Paolo
1
Perera, Indeewara
1
Psaradakis, Zacharias G.
1
Regis, Marta
1
Serra, Paulo
1
Silvapulle, Mervyn J.
1
Tzavalis, Elias
1
Veiga, Helena
1
Yu, Philip L. H.
1
more ...
less ...
Published in...
All
Econometric reviews
Discussion paper / Tinbergen Institute
2
Econometric Institute research papers
2
Working paper
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On the invertibility of EGARCH(p, q)
Martinet, Guillaume Gaetan
;
McAleer, Michael
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 824-849
Persistent link: https://www.econbiz.de/10012040413
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->