//--> //--> //--> //-->
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:"Economic modelling"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"Bauwens, Luc"
~person:"Gallo, Giampiero M."
~person:"Haas, Markus"
~subject:"ARCH-Modell"
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_exact:"ARCH model"
Narrow search
Delete all filters
| 9 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
ARCH model
13
Volatility
8
Volatilität
8
Markov chain
6
Markov-Kette
6
Theorie
6
Theory
6
Bayes-Statistik
4
Bayesian inference
4
Capital income
4
Forecasting model
4
Kapitaleinkommen
4
Prognoseverfahren
4
Estimation
3
Schätzung
3
Time series analysis
3
Zeitreihenanalyse
3
Börsenkurs
2
Estimation theory
2
Forecasting
2
GARCH
2
Marginal likelihood
2
Schätztheorie
2
Share price
2
Stochastic process
2
Stochastischer Prozess
2
Aktienmarkt
1
Asymmetry
1
Change-point model
1
Correlation
1
Dynamic conditional correlations
1
GARCH-MIDAS
1
Hadamard exponential matrix
1
Korrelation
1
Markov-switching
1
Markov-switching model
1
Multivariate Analyse
1
Multivariate analysis
1
Option pricing theory
1
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
13
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Language
All
English
13
Author
All
Bauwens, Luc
Gallo, Giampiero M.
Haas, Markus
Francq, Christian
14
Zakoïan, Jean-Michel
11
Paolella, Marc S.
7
Bollerslev, Tim
6
Iglesias, Emma M.
6
Maheu, John M.
6
Teräsvirta, Timo
6
Ghysels, Eric
5
Huang, Zhuo
5
Ma, Feng
5
Zhu, Ke
5
Caporin, Massimiliano
4
Conrad, Christian
4
Dufays, Arnaud
4
Hafner, Christian M.
4
Jawadi, Fredj
4
Karanasos, Menelaos
4
Laurent, Sébastien
4
Ling, Shiqing
4
Mittnik, Stefan
4
Rombouts, Jeroen V. K.
4
Wang, Tianyi
4
Wang, Yudong
4
Zhang, Yaojie
4
Aknouche, Abdelhakim
3
Andreou, Elena
3
Arouri, Mohamed
3
Blazsek, Szabolcs
3
Carnero, M. Angeles
3
Christensen, Bent Jesper
3
Engle, Robert F.
3
Fleming, Jeff
3
Fountas, Stilianos
3
Gupta, Rangan
3
Hallin, Marc
3
Herwartz, Helmut
3
Horváth, Lajos
3
Jondeau, Eric
3
more ...
less ...
Published in...
All
Economic modelling
Journal of econometrics
Journal of empirical finance
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
CORE discussion papers : DP
15
CFS working paper series
6
Discussion papers / UCL, Département des Sciences Economiques
5
CORE discussion paper : DP
4
International journal of forecasting
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Cahiers de recherche / HEC Montréal, Institut d'Economie Appliquée
2
Journal of applied econometrics
2
LIDAM discussion paper CORE
2
Research paper series / Swiss Finance Institute
2
The econometrics journal
2
Wiley handbooks in financial engineering and econometrics
2
Advanced Studies in Theoretical and Applied Econometrics
1
Advanced studies in theoretical and applied econometrics : ASTA
1
Australian economic papers
1
CIRANO - Scientific Publication
1
CREATES research paper
1
CRREP working serie 2016-09
1
Cardiff economics working papers
1
Discussion paper / Department of Economics, University of California San Diego
1
Discussion paper / Tinbergen Institute
1
Econometric reviews
1
Econometrics : open access journal
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Journal of financial stability
1
Oxford bulletin of economics and statistics
1
Quantitative Finanzwirtschaft : Schriftenreihe zu Statistik und Ökonometrie
1
Quantitative finance
1
SFB 649 discussion paper
1
Socio-economic planning sciences : the international journal of public sector decision-making
1
Swiss Finance Institute Research Paper
1
The European journal of finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
Wiley Handbooks in Financial Engineering and Econometrics Ser
1
Working papers
1
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Nonlinearities and regimes in conditional correlations with different dynamics
Bauwens, Luc
;
Otranto, Edoardo
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 496-522
Persistent link: https://www.econbiz.de/10012482819
Saved in:
2
On the asymmetric impact of macro-variables on volatility
Amendola, Alessandra
;
Candila, Vincenzo
;
Gallo, Giampiero M.
- In:
Economic modelling
76
(
2019
),
pp. 135-152
Persistent link: https://www.econbiz.de/10012198276
Saved in:
3
A multivariate regime-switching GARCH model with an application to global stock market and real estate equity returns
Haas, Markus
;
Liu, Ji-Chun
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011897499
Saved in:
4
A Bayesian method of change-point estimation with recurrent regimes : application to GARCH models
Bauwens, Luc
;
De Backer, Bruno
;
Dufays, Arnaud
- In:
Journal of empirical finance
29
(
2014
),
pp. 207-229
Persistent link: https://www.econbiz.de/10011300484
Saved in:
5
Marginal likelihood for Markov-switching and change-point GARCH models
Bauwens, Luc
;
Dufays, Arnaud
;
Rombouts, Jeroen V. K.
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 508-522
Persistent link: https://www.econbiz.de/10010256919
Saved in:
6
Stable mixture GARCH models
Broda, Simon A.
;
Haas, Markus
;
Krause, Jochen
; …
- In:
Journal of econometrics
172
(
2013
)
2
,
pp. 292-306
Persistent link: https://www.econbiz.de/10009706200
Saved in:
7
Skew-normal mixture and Markov-switching GARCH processes
Haas, Markus
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
14
(
2010
)
4
,
pp. 1-54
Persistent link: https://www.econbiz.de/10009515142
Saved in:
8
A component GARCH model with time varying weights
Bauwens, Luc
;
Storti, Giuseppe
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
13
(
2009
)
2
,
pp. 1-31
Persistent link: https://www.econbiz.de/10009513593
Saved in:
9
Volatility components and long memory-effects revisited
Haas, Markus
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
11
(
2007
)
2
,
pp. 1-37
Persistent link: https://www.econbiz.de/10009513029
Saved in:
10
Volatility estimation via hidden Markov models
Rossi, Alessandro
;
Gallo, Giampiero M.
- In:
Journal of empirical finance
13
(
2006
)
2
,
pp. 203-230
Persistent link: https://www.econbiz.de/10003296949
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->