//--> //--> //-->
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:"Economics discussion papers"
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
| 1 applied filter
Year of publication
From:
To:
Subject
All
ARCH model
10
ARCH-Modell
10
Estimation theory
4
Schätztheorie
4
Time series analysis
4
Zeitreihenanalyse
4
Theorie
3
Theory
3
Volatility
3
Volatilität
3
Capital income
2
Financial market
2
Finanzmarkt
2
Kapitaleinkommen
2
1973-1988
1
Aktienindex
1
Asset management
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Decomposition method
1
Dekompositionsverfahren
1
Estimation
1
Financial crisis
1
Finanzkrise
1
Forecast
1
Inflation theory
1
Inflationstheorie
1
Metal market
1
Metallmarkt
1
Multivariate Analyse
1
Multivariate analysis
1
Noise Trading
1
Noise trading
1
Prognose
1
Risikomanagement
1
Risikopräferenz
1
Risk attitude
1
Risk management
1
Schätzung
1
Securities trading
1
more ...
less ...
Online availability
All
Free
8
Type of publication
All
Book / Working Paper
10
Type of publication (narrower categories)
All
Arbeitspapier
9
Working Paper
9
Graue Literatur
8
Non-commercial literature
8
Language
All
English
10
Author
All
Shephard, Neil G.
5
Sheppard, Kevin
4
Doornik, Jurgen A.
2
Ooms, Marius
2
Andersen, Torben
1
Bairam, Erkin İbrahim
1
Engle, Robert F.
1
Frank, Nathaniel
1
Noureldin, Diaa
1
Pakel, Cavit
1
Sun, Yiguo
1
more ...
less ...
Institution
All
Nuffield College
1
Published in...
All
Economics discussion papers
Energy economics
259
Finance research letters
190
Applied economics
163
Economic modelling
155
Journal of econometrics
147
International review of financial analysis
144
Journal of empirical finance
134
Research in international business and finance
125
International review of economics & finance : IREF
124
The North American journal of economics and finance : a journal of financial economics studies
123
Journal of banking & finance
113
Economics letters
109
Journal of international financial markets, institutions & money
107
Applied financial economics
101
Discussion paper / Tinbergen Institute
98
International journal of forecasting
96
Journal of risk and financial management : JRFM
88
Journal of forecasting
87
Applied economics letters
79
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
76
The European journal of finance
74
The journal of futures markets
74
Econometric theory
73
Econometric Institute research papers
69
Working paper
68
Journal of financial econometrics : official journal of the Society for Financial Econometrics
65
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
64
International Journal of Energy Economics and Policy : IJEEP
63
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
56
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
54
International journal of finance & economics : IJFE
51
International journal of economics and financial issues : IJEFI
49
Econometric reviews
47
Journal of international money and finance
46
International journal of economics and finance
45
Review of quantitative finance and accounting
44
CREATES research paper
43
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
42
Journal of risk
42
The econometrics journal
40
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Multivariate rotated ARCH models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2012
Persistent link: https://www.econbiz.de/10009532730
Saved in:
2
Nuisance parameters, composite likelihoods and a panel of GARCH models
Pakel, Cavit
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2009
Persistent link: https://www.econbiz.de/10003889435
Saved in:
3
Realising the future: forecasting with high frequency based volatility (HEAVY) models
Shephard, Neil G.
;
Sheppard, Kevin
-
2009
Persistent link: https://www.econbiz.de/10003875073
Saved in:
4
Linkages between asset classes during the financial crisis, accounting for market microstructure noise and non-synchronous trading
Frank, Nathaniel
-
2009
Persistent link: https://www.econbiz.de/10003875074
Saved in:
5
Stochastic volatility : origins and overview
Shephard, Neil G.
;
Andersen, Torben
-
2008
Persistent link: https://www.econbiz.de/10003807435
Saved in:
6
Fitting vast dimensional time-varying covariance models
Engle, Robert F.
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2008
Persistent link: https://www.econbiz.de/10003807446
Saved in:
7
Outlier detection in GARCH models
Doornik, Jurgen A.
(
contributor
);
Ooms, Marius
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003228832
Saved in:
8
Multimodality in the GARCH regression model
Doornik, Jurgen A.
(
contributor
);
Ooms, Marius
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001834974
Saved in:
9
Decomposing densities of stock indexes returns
Sun, Yiguo
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10003357872
Saved in:
10
Autoregressive conditional heteroscedasticity and USA inflation
Bairam, Erkin İbrahim
-
1992
Persistent link: https://www.econbiz.de/10000836507
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->