//--> //--> //-->
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 theory"
~isPartOf:"The journal of real estate finance and economics"
~subject:"USA"
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
USA
ARCH model
86
ARCH-Modell
86
Theorie
38
Theory
38
Estimation theory
35
Schätztheorie
35
Volatility
14
Volatilität
14
Time series analysis
11
Zeitreihenanalyse
11
United States
9
Heteroscedasticity
6
Heteroskedastizität
6
Estimation
5
Immobilienmarkt
5
Multivariate Analyse
5
Multivariate analysis
5
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Real estate market
5
Schätzung
5
Capital income
4
Correlation
4
Immobilienfonds
4
Immobilienpreis
4
Kapitaleinkommen
4
Korrelation
4
Markov chain
4
Markov-Kette
4
Real estate fund
4
Real estate price
4
Börsenkurs
3
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Regression analysis
3
Regressionsanalyse
3
Share price
3
Statistical test
3
Statistischer Test
3
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Language
All
English
9
Author
All
Wetmore, Jill L.
2
Anderson, Randy I.
1
Campbell, Robert D.
1
Case, Bradford
1
Elyasiani, Elyas
1
Emekter, Riza
1
Feng, Yuanhua
1
Fermanian, Jean-David
1
Giannikos, Christos
1
Guirguis, Hany S.
1
Jirasakuldech, Benjamas
1
Leung, Wai Kin
1
Mansur, Iqbal
1
Miles, William
1
Ndu, Chiaku
1
Poignard, Benjamin
1
Yang, Jian
1
Yang, Yawei
1
Yildirim, Yildiray
1
Zhou, Yinggang
1
more ...
less ...
Published in...
All
Econometric theory
The journal of real estate finance and economics
The journal of futures markets
29
Journal of empirical finance
19
Energy economics
17
Journal of banking & finance
17
Applied economics
16
Journal of international financial markets, institutions & money
16
Economic modelling
15
Applied financial economics
14
Economics letters
14
International review of financial analysis
14
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Journal of multinational financial management
11
The North American journal of economics and finance : a journal of financial economics studies
11
Econometric Institute research papers
10
Working paper
10
International review of economics & finance : IREF
9
Journal of applied econometrics
9
Journal of economics and finance
9
Journal of financial econometrics : official journal of the Society for Financial Econometrics
9
Discussion paper / Tinbergen Institute
8
CFS working paper series
7
CORE discussion paper : DP
7
International journal of forecasting
7
The European journal of finance
7
Working papers / University of Connecticut, Department of Economics
7
Econometric reviews
6
Global finance journal
6
Journal of econometrics
6
Journal of international money and finance
6
Journal of risk and financial management : JRFM
6
Research in international business and finance
6
Southern economic journal
6
International Journal of Energy Economics and Policy : IJEEP
5
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Pacific-Basin finance journal
5
SFB 649 discussion paper
5
Applied economics letters
4
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Dynamic asset correlations based on vines
Poignard, Benjamin
;
Fermanian, Jean-David
- In:
Econometric theory
35
(
2019
)
1
,
pp. 167-197
Persistent link: https://www.econbiz.de/10012146127
Saved in:
2
Asymmetric correlation and volatility dynamics among stock, bond, and securitized real estate markets
Yang, Jian
;
Zhou, Yinggang
;
Leung, Wai Kin
- In:
The journal of real estate finance and economics
45
(
2012
)
2
,
pp. 491-521
Persistent link: https://www.econbiz.de/10009581731
Saved in:
3
Dynamic correlations among asset classes : REIT and stock returns
Case, Bradford
;
Yang, Yawei
;
Yildirim, Yildiray
- In:
The journal of real estate finance and economics
44
(
2012
)
3
,
pp. 298-318
Persistent link: https://www.econbiz.de/10009540820
Saved in:
4
Real-estate risk effects on financial institutions' stock return distribution : a bivariate GARCH analysis
Elyasiani, Elyas
;
Mansur, Iqbal
;
Wetmore, Jill L.
- In:
The journal of real estate finance and economics
40
(
2010
)
1
,
pp. 89-107
Persistent link: https://www.econbiz.de/10003947939
Saved in:
5
Conditional volatility of equity real estate investment trust returns : a pre- and post-1993 comparison
Jirasakuldech, Benjamas
;
Campbell, Robert D.
;
Emekter, Riza
- In:
The journal of real estate finance and economics
38
(
2009
)
2
,
pp. 137-154
Persistent link: https://www.econbiz.de/10003810925
Saved in:
6
Irreversibility, uncertainty and housing investment
Miles, William
- In:
The journal of real estate finance and economics
38
(
2009
)
2
,
pp. 173-182
Persistent link: https://www.econbiz.de/10003810934
Saved in:
7
Mortgage refinancing activity : an explanation [1990-2001]
Wetmore, Jill L.
;
Ndu, Chiaku
- In:
The journal of real estate finance and economics
33
(
2006
)
1
,
pp. 75-86
Persistent link: https://www.econbiz.de/10003333542
Saved in:
8
The US housing market : asset pricing forecasts using time varying coefficients
Guirguis, Hany S.
;
Giannikos, Christos
;
Anderson, Randy I.
- In:
The journal of real estate finance and economics
30
(
2005
)
1
,
pp. 33-53
Persistent link: https://www.econbiz.de/10002694049
Saved in:
9
Simultaneously modeling conditional heteroskedasticity and scale change
Feng, Yuanhua
- In:
Econometric theory
20
(
2004
)
3
,
pp. 563-596
Persistent link: https://www.econbiz.de/10002068275
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->