//--> //--> //-->
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"
~subject:"Markov-Kette"
~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
Markov-Kette
USA
ARCH model
73
ARCH-Modell
73
Theorie
37
Theory
37
Estimation theory
35
Schätztheorie
35
Time series analysis
10
Zeitreihenanalyse
10
Heteroscedasticity
6
Heteroskedastizität
6
Volatility
6
Volatilität
6
Multivariate Analyse
5
Multivariate analysis
5
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Markov chain
4
Correlation
3
Estimation
3
Korrelation
3
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Regression analysis
3
Regressionsanalyse
3
Schätzung
3
Statistical test
3
Statistischer Test
3
Bootstrap approach
2
Bootstrap-Verfahren
2
Börsenkurs
2
Einheitswurzeltest
2
IV-Schätzung
2
Induktive Statistik
2
Instrumental variables
2
Share price
2
Statistical inference
2
Stochastic process
2
Stochastischer Prozess
2
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Meitz, Mika
2
Saikkonen, Pentti
2
Abramson, Ari
1
Cohen, Israel
1
Feng, Yuanhua
1
Fermanian, Jean-David
1
Liu, Ji-Chun
1
Poignard, Benjamin
1
more ...
less ...
Published in...
All
Econometric theory
Energy economics
33
The journal of futures markets
31
Journal of empirical finance
30
Applied economics
26
Economic modelling
23
The North American journal of economics and finance : a journal of financial economics studies
21
Economics letters
20
Journal of banking & finance
19
International journal of forecasting
18
International review of financial analysis
18
Journal of international financial markets, institutions & money
18
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
16
International review of economics & finance : IREF
16
Applied financial economics
15
Journal of econometrics
14
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
14
Journal of financial econometrics : official journal of the Society for Financial Econometrics
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
13
The European journal of finance
12
Discussion paper / Tinbergen Institute
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
Journal of multinational financial management
11
Econometric Institute research papers
10
Finance research letters
10
Journal of applied econometrics
10
Research in international business and finance
10
Working paper
10
Applied economics letters
9
Journal of economics and finance
9
Journal of forecasting
9
SFB 649 discussion paper
9
CESifo working papers
8
Journal of international money and finance
8
Journal of risk and financial management : JRFM
8
CFS working paper series
7
CORE discussion paper : DP
7
CORE discussion papers : DP
7
Econometric reviews
7
Global finance journal
7
International Journal of Energy Economics and Policy : IJEEP
7
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
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
Parameter estimation in nonlinear AR-GARCH models
Meitz, Mika
;
Saikkonen, Pentti
- In:
Econometric theory
27
(
2011
)
6
,
pp. 1236-1278
Persistent link: https://www.econbiz.de/10009489714
Saved in:
3
Integrated Markov-switching GARCH process
Liu, Ji-Chun
- In:
Econometric theory
25
(
2009
)
5
,
pp. 1277-1288
Persistent link: https://www.econbiz.de/10003885752
Saved in:
4
Ergodicity, mixing, and existence of moments of a class of Markov models with applications to GARCH and ACD models
Meitz, Mika
;
Saikkonen, Pentti
- In:
Econometric theory
24
(
2008
)
5
,
pp. 1291-1320
Persistent link: https://www.econbiz.de/10003748759
Saved in:
5
On the stationarity of Markov-switching GARCH processes
Abramson, Ari
;
Cohen, Israel
- In:
Econometric theory
23
(
2007
)
3
,
pp. 485-500
Persistent link: https://www.econbiz.de/10003541260
Saved in:
6
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...
//-->