//--> //--> //--> //-->
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"
~subject:"Schätztheorie"
~subject:"Theorie"
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
| 3 applied filters
Year of publication
From:
To:
Subject
All
Schätztheorie
Theorie
ARCH model
64
ARCH-Modell
64
Theory
33
Volatility
29
Volatilität
29
Estimation theory
25
Time series analysis
23
Zeitreihenanalyse
23
Estimation
19
Schätzung
19
Capital income
18
Kapitaleinkommen
18
Correlation
16
Korrelation
16
Multivariate Analyse
13
Multivariate analysis
13
Forecasting model
9
Heteroscedasticity
9
Heteroskedastizität
9
Prognoseverfahren
9
Börsenkurs
8
Portfolio selection
8
Portfolio-Management
8
Share price
8
Maximum likelihood estimation
7
Maximum-Likelihood-Schätzung
7
Statistical distribution
7
Statistische Verteilung
7
Stochastic process
7
Stochastischer Prozess
7
Aktienindex
6
Bayes-Statistik
6
Bayesian inference
6
Exchange rate
6
Markov chain
6
Markov-Kette
6
Stock index
6
Wechselkurs
6
more ...
less ...
Online availability
All
Undetermined
26
Free
1
Type of publication
All
Article
55
Type of publication (narrower categories)
All
Article in journal
54
Aufsatz in Zeitschrift
54
Bibliografie enthalten
1
Bibliography included
1
Language
All
English
55
Author
All
Bauwens, Luc
3
Engle, Robert F.
3
Li, Wai Keung
3
Corsi, Fulvio
2
Hafner, Christian M.
2
Ling, Shiqing
2
Lucas, André
2
Sheppard, Kevin
2
Tsay, Ruey S.
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
Buccheri, Giuseppe
1
Casarin, Roberto
1
Catania, Leopoldo
1
Cavicchioli, Maddalena
1
Chan, Wing Hong
1
Chen, Wilson Ye
1
Conrad, Christian
1
Costantini, Mauro
1
Creal, Drew
1
Cui, Qiurong
1
Damien, Paul
1
Dellaportas, P.
1
Dijk, Dick van
1
Dufays, Arnaud
1
Fan, Jianqing
1
Feunou, Bruno
1
Francq, Christian
1
Galeano, Pedro
1
Gao, Jing
1
Gerlach, Richard H.
1
Gonçalves, Sílvia
1
more ...
less ...
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
105
Journal of empirical finance
63
Econometric theory
62
International journal of forecasting
57
Discussion paper / Tinbergen Institute
54
Economics letters
51
Finance research letters
50
Journal of forecasting
49
Applied economics
48
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
45
Journal of banking & finance
41
Econometric reviews
39
Journal of financial econometrics : official journal of the Society for Financial Econometrics
39
The European journal of finance
36
The econometrics journal
34
Economic modelling
33
International review of financial analysis
30
The North American journal of economics and finance : a journal of financial economics studies
29
International review of economics & finance : IREF
26
Journal of risk and financial management : JRFM
26
Journal of financial econometrics
25
Working paper
25
Applied economics letters
24
Journal of applied econometrics
24
Computational economics
23
Energy economics
23
Journal of international financial markets, institutions & money
22
Journal of risk
22
CREATES research paper
21
CORE discussion papers : DP
20
Quantitative finance
20
International journal of economics and financial issues : IJEFI
19
Journal of economic dynamics & control
19
Journal of time series econometrics
18
Applied financial economics
17
Econometrics : open access journal
17
Research in international business and finance
17
Working papers
17
CORE discussion paper : DP
16
more ...
less ...
Source
All
ECONIS (ZBW)
55
Showing
1
-
10
of
55
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Bayesian nonparametric panel Markov-switching GARCH models
Casarin, Roberto
;
Costantini, Mauro
;
Osuntuyi, Anthony
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 135-146
Persistent link: https://www.econbiz.de/10014449842
Saved in:
2
Dynamic score-driven independent component analysis
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 298-308
Persistent link: https://www.econbiz.de/10014448140
Saved in:
3
Locally stationary multiplicative volatility modeling
Walsh, Christopher
;
Vogt, Michael
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 497-508
Persistent link: https://www.econbiz.de/10014448258
Saved in:
4
Bootstrapping two-stage quasi-maximum likelihood estimators of time series models
Gonçalves, Sílvia
;
Hounyo, Ulrich
;
Patton, Andrew J.
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 683-694
Persistent link: https://www.econbiz.de/10014448421
Saved in:
5
Forecasting conditional covariance matrices in high-dimensional time series : a general dynamic factor approach
Trucíos, Carlos
;
Mazzeu, João H. G.
;
Hallin, Marc
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 40-52
Persistent link: https://www.econbiz.de/10013540629
Saved in:
6
Volatility estimation when the zero-process is nonstationary
Francq, Christian
;
Sucarrat, Genaro
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 53-66
Persistent link: https://www.econbiz.de/10013540630
Saved in:
7
A stochastic volatility model with a general leverage specification
Catania, Leopoldo
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 678-689
Persistent link: https://www.econbiz.de/10013534044
Saved in:
8
Markov switching GARCH models : higher order moments, kurtosis measures, and volatility evaluation in recessions and pandemic
Cavicchioli, Maddalena
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1772-1783
Persistent link: https://www.econbiz.de/10013540511
Saved in:
9
Testing serial correlation and ARCH effect of high-dimensional time-series data
Ling, Shiqing
;
Tsay, Ruey S.
;
Yang, Yaxing
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
1
,
pp. 136-147
Persistent link: https://www.econbiz.de/10012424504
Saved in:
10
A score-driven conditional correlation model for noisy and asynchronous data : an application to high-frequency covariance dynamics
Buccheri, Giuseppe
;
Bormetti, Giacomo
;
Corsi, Fulvio
; …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 920-936
Persistent link: https://www.econbiz.de/10012653203
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->