//--> //--> //-->
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:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Engle, Robert F."
~person:"Rombouts, Jeroen V. K."
~source:"econis"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
3
ARCH-Modell
3
Correlation
3
Korrelation
3
Composite likelihood
2
Theorie
2
Theory
2
Capital income
1
Dynamic conditional correlation
1
Dynamic conditional correlations
1
Estimation theory
1
GARCH
1
Kapitaleinkommen
1
Markowitz portfolio selection
1
Multivariate ARCH models
1
Multivariate Analyse
1
Multivariate analysis
1
Nonlinear shrinkage.
1
Portfolio selection
1
Portfolio-Management
1
Schätztheorie
1
Volatility
1
Volatilität
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Engle, Robert F.
Rombouts, Jeroen V. K.
Bauwens, Luc
3
Li, Wai Keung
3
Corsi, Fulvio
2
Gerlach, Richard H.
2
Hafner, Christian M.
2
Ling, Shiqing
2
Lucas, André
2
Sheppard, Kevin
2
Teräsvirta, Timo
2
Tsay, Ruey S.
2
Tse, Yiu Kuen
2
Zhu, Ke
2
Aielli, Gian Piero
1
Amado, Cristina
1
Audrino, Francesco
1
Augustyniak, Maciej
1
Ausín, M. Concepción
1
Barassi, Marco R.
1
Beg, A. B. M. Rabiul A.
1
Bollerslev, Tim
1
Bormetti, Giacomo
1
Brandt, Michael W.
1
Buccheri, Giuseppe
1
Casarin, Roberto
1
Catania, Leopoldo
1
Cavicchioli, Maddalena
1
Chan, Nancy Y. C.
1
Chan, Wing Hong
1
Chen, Cathy W. S.
1
Chen, Wilson Ye
1
Conrad, Christian
1
Costantini, Mauro
1
Creal, Drew
1
Cui, Qiurong
1
Damien, Paul
1
Davidson, James E. H.
1
Dellaportas, P.
1
Dijk, Dick van
1
Dufays, Arnaud
1
more ...
less ...
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Discussion paper / Department of Economics, University of California San Diego
11
CORE discussion paper : DP
7
CORE discussion papers : DP
7
Working paper series / University of Zurich, Department of Economics
5
CREATES research paper
3
Cahiers de recherche / HEC Montréal, Institut d'Economie Appliquée
3
Journal of applied econometrics
3
Journal of banking & finance
3
Journal of econometrics
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
The review of financial studies
3
Working papers
3
Advanced texts in econometrics
2
Discussion papers / UCL, Département des Sciences Economiques
2
International journal of forecasting
2
NBER working paper series
2
Working paper / National Bureau of Economic Research, Inc.
2
CEA_372Cass working paper series
1
Department of Economics discussion paper series / University of Oxford
1
ERIM report series research in management
1
Econometric Institute research papers
1
Econometric reviews
1
Econometric theory
1
Econometrics : open access journal
1
Economics discussion papers
1
Forecasting volatility in the financial markets
1
Harvard Business School Finance Working Paper
1
Jingji-lunwen
1
Journal of economic literature
1
Journal of risk
1
NBER Working Paper
1
NYU Stern School of Business
1
Nouvelle série
1
Publikationen / Center for Applied Statistics and Economics
1
Research paper series / Swiss Finance Institute
1
Review of Financial Studies, 2008
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The American economic review
1
The definitive guide to CDOs : market, application, valuation and hedging
1
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Fitting vast dimensional time-varying covariance models
Pakel, Cavit
;
Shephard, Neil G.
;
Sheppard, Kevin
; …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 652-668
Persistent link: https://www.econbiz.de/10012588005
Saved in:
2
Large dynamic covariance matrices
Engle, Robert F.
;
Ledoit, Olivier
;
Wolf, Michael
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
2
,
pp. 363-375
Persistent link: https://www.econbiz.de/10012178181
Saved in:
3
Dynamic conditional correlation : a simple class of multivariate generalized autoregressive conditional heteroskedasticity models
Engle, Robert F.
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
3
,
pp. 339-350
Persistent link: https://www.econbiz.de/10001695066
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->