//--> //--> //--> //-->
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 letters"
~isPartOf:"Journal of econometrics"
~subject:"Kapitaleinkommen"
~subject:"Portfolio-Management"
~subject:"Theorie"
~subject:"United States"
~subject:"Welt"
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-Modell"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Kapitaleinkommen
Portfolio-Management
Theorie
United States
Welt
ARCH model
256
ARCH-Modell
256
Volatility
118
Volatilität
118
Theory
88
Estimation theory
70
Schätztheorie
70
Time series analysis
68
Zeitreihenanalyse
68
Estimation
51
Schätzung
51
Börsenkurs
41
Share price
41
Forecasting model
35
Prognoseverfahren
35
Capital income
34
Stochastic process
32
Stochastischer Prozess
32
GARCH
30
Correlation
22
Korrelation
22
Statistical distribution
21
Statistische Verteilung
21
USA
20
Heteroscedasticity
19
Heteroskedastizität
19
Multivariate Analyse
16
Multivariate analysis
16
Bootstrap approach
15
Bootstrap-Verfahren
15
Markov chain
14
Markov-Kette
14
Nichtparametrisches Verfahren
14
Nonparametric statistics
14
Statistical test
14
Statistischer Test
14
Inflation
13
more ...
less ...
Online availability
All
Undetermined
51
Type of publication
All
Article
135
Type of publication (narrower categories)
All
Article in journal
134
Aufsatz in Zeitschrift
134
Systematic review
1
Übersichtsarbeit
1
Language
All
English
135
Author
All
Bollerslev, Tim
5
Hwang, Y.
4
Paolella, Marc S.
4
Francq, Christian
3
Hallin, Marc
3
Meddahi, Nour
3
Zakoïan, Jean-Michel
3
Ardia, David
2
Balaban, Ercan
2
Barigozzi, Matteo
2
Blasques, F.
2
Demirer, Rıza
2
Dimitrakopoulos, Stefanos
2
Gonçalves, Sílvia
2
Grobys, Klaus
2
Hafner, Christian M.
2
Herwartz, Helmut
2
Hoogerheide, Lennart F.
2
Iglesias, Emma M.
2
Kapetanios, George
2
Laurent, Sébastien
2
Lee, Oesook
2
Linton, Oliver
2
McAleer, Michael
2
Ng, Serena
2
Park, Joon Y.
2
Patton, Andrew J.
2
Polak, Pawel
2
Renault, Eric
2
Rombouts, Jeroen V. K.
2
Seo, Byeongseon
2
Teräsvirta, Timo
2
Tse, Yiu Kuen
2
Wu, Jianbin
2
Aboura, Sofiane
1
Aguilar, Mike
1
Ali, Faek Menla
1
Alj, Abdelkamel
1
Amilon, Henrik
1
Anatolyev, Stanislav
1
more ...
less ...
Published in...
All
Economics letters
Journal of econometrics
Energy economics
137
Finance research letters
102
Journal of empirical finance
99
Applied economics
91
International review of financial analysis
89
Economic modelling
85
The North American journal of economics and finance : a journal of financial economics studies
80
Research in international business and finance
75
Journal of banking & finance
73
Journal of international financial markets, institutions & money
71
International review of economics & finance : IREF
70
International journal of forecasting
68
Journal of forecasting
55
Journal of risk and financial management : JRFM
51
Discussion paper / Tinbergen Institute
48
The European journal of finance
47
Applied economics letters
46
Applied financial economics
45
The journal of futures markets
45
Working paper
45
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
44
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
43
Econometric theory
38
Journal of financial econometrics : official journal of the Society for Financial Econometrics
38
Econometric Institute research papers
37
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
36
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
35
International Journal of Energy Economics and Policy : IJEEP
34
Econometric reviews
33
Journal of applied econometrics
31
Journal of international money and finance
28
Review of quantitative finance and accounting
27
International journal of finance & economics : IJFE
25
Journal of financial econometrics
25
International journal of economics and finance
24
International journal of economics and financial issues : IJEFI
24
Journal of risk
24
Pacific-Basin finance journal
24
more ...
less ...
Source
All
ECONIS (ZBW)
135
Showing
1
-
10
of
135
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
2
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
3
Quasi score-driven models
Blasques, F.
;
Francq, Christian
;
Laurent, Sébastien
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 251-275
Persistent link: https://www.econbiz.de/10014364807
Saved in:
4
A simple joint model for returns, volatility and volatility of volatility
Ding, Yashuang
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 521-543
Persistent link: https://www.econbiz.de/10014340096
Saved in:
5
Asymmetric volatility impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Economics letters
222
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014232851
Saved in:
6
Efficient estimation of high-dimensional dynamic covariance by risk factor mapping : applications for financial risk management
So, Mike Ka-pui
;
Chan, Thomas W. C.
;
Chu, Amanda M. Y.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 151-167
Persistent link: https://www.econbiz.de/10013441642
Saved in:
7
Identification of structural multivariate GARCH models
Hafner, Christian M.
;
Herwartz, Helmut
;
Maxand, Simone
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 212-227
Persistent link: https://www.econbiz.de/10013441647
Saved in:
8
Stock market volatility and public information flow : a non-linear perspective
Bertelsen, Kristoffer Pons
;
Borup, Daniel
;
Jakobsen, …
- In:
Economics letters
204
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012607808
Saved in:
9
A coupled component DCS-EGARCH model for intraday and overnight volatility
Linton, Oliver
;
Wu, Jianbin
- In:
Journal of econometrics
217
(
2020
)
1
,
pp. 176-201
Persistent link: https://www.econbiz.de/10012482745
Saved in:
10
Virtual Historical Simulation for estimating the conditional VaR of large portfolios
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 356-380
Persistent link: https://www.econbiz.de/10012482777
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->