//--> //--> //-->
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 empirical finance"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"Bauwens, Luc"
~person:"Belkhouja, Mustapha"
~person:"Gallo, Giampiero M."
~subject:"Volatilität"
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
| 7 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
ARCH model
7
ARCH-Modell
7
Volatility
4
Bayes-Statistik
3
Bayesian inference
3
Forecasting model
3
Prognoseverfahren
3
Capital income
2
Forecasting
2
GARCH
2
Kapitaleinkommen
2
Structural break
2
Strukturbruch
2
ARFIMA
1
ARMA model
1
ARMA-Modell
1
Asymmetry
1
Börsenkurs
1
Estimation theory
1
G7
1
GARCH-MIDAS
1
Inflation
1
Inflation rate
1
Inflationsrate
1
Long memory
1
Marginal likelihood
1
Markov chain
1
Markov-Kette
1
Option pricing theory
1
Optionspreistheorie
1
Phillips curve
1
Phillips-Kurve
1
Recurrent regimes
1
Risikomaß
1
Risk measure
1
Schätztheorie
1
Share price
1
Stochastic process
1
Stochastischer Prozess
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Bauwens, Luc
Belkhouja, Mustapha
Gallo, Giampiero M.
Ma, Feng
5
Huang, Zhuo
4
Wang, Tianyi
4
Zhang, Yaojie
4
Gupta, Rangan
3
Jawadi, Fredj
3
Kumar, Dilip
3
Todorova, Neda
3
Wang, Yudong
3
Ahmed, Abdullahi Dahir
2
BenSaïda, Ahmed
2
Blazsek, Szabolcs
2
Bu, Ruijun
2
Chan, Jennifer So Kuen
2
Chevallier, Julien
2
Christensen, Bent Jesper
2
Conrad, Christian
2
Enders, Walter
2
Fałdziński, Marcin
2
Fiszeder, Piotr
2
Haas, Markus
2
Ho, Kin-Yip
2
Huo, Rui
2
Jayawardena, Nirodha I.
2
Joëts, Marc
2
Karanasos, Menelaos
2
Kiliç, Rehim
2
Kim, Chang-jin
2
Kok Haur Ng
2
Li, Bin
2
Liang, Fang
2
Liu, Jing
2
Maheswaran, S.
2
Maheu, John M.
2
Min, Hong-ghi
2
Molnár, Peter
2
Nielsen, Morten Ørregaard
2
Pal, Debdatta
2
Sadorsky, Perry A.
2
more ...
less ...
Published in...
All
Economic modelling
Journal of empirical finance
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
CORE discussion papers : DP
9
International journal of forecasting
3
Discussion papers / UCL, Département des Sciences Economiques
2
Journal of applied econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
LIDAM discussion paper CORE
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
CORE discussion paper : DP
1
CRREP working serie 2016-09
1
Cardiff economics working papers
1
Discussion paper / Department of Economics, University of California San Diego
1
Econometrics : open access journal
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Journal of econometrics
1
Oxford bulletin of economics and statistics
1
Quantitative finance
1
SFB 649 discussion paper
1
Socio-economic planning sciences : the international journal of public sector decision-making
1
The European journal of finance
1
Wiley Handbooks in Financial Engineering and Econometrics Ser
1
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Modeling volatility with time-varying FIGARCH models
Belkhouja, Mustapha
;
Boutahary, Mohamed
- In:
Economic modelling
28
(
2011
)
3
,
pp. 1106-1116
Persistent link: https://www.econbiz.de/10009271257
Saved in:
3
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:
4
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->