//--> //--> //-->
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 financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Papers in efficiency, effectiveness and international competitiveness"
~person:"Haas, Markus"
~person:"McAleer, Michael"
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:"conditional heteroskedasticity"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
4
ARCH-Modell
4
Theorie
3
Theory
3
Börsenkurs
1
Capital income
1
Estimation
1
GARCH
1
Kapitaleinkommen
1
Markov chain
1
Markov-Kette
1
Schätzung
1
Share price
1
Stochastic process
1
Stochastischer Prozess
1
Time series analysis
1
USA
1
United States
1
Volatility
1
Volatilität
1
Zeitreihenanalyse
1
more ...
less ...
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Aufsatz im Buch
1
Book section
1
Language
All
English
4
Author
All
Haas, Markus
McAleer, Michael
Engle, Robert F.
3
Horváth, Lajos
3
Caporin, Massimiliano
2
Chen, Yi-ting
2
Fleming, Jeff
2
Francq, Christian
2
Ghysels, Eric
2
Kirby, Chris
2
Mittnik, Stefan
2
Olmo, Jose
2
Paolella, Marc S.
2
Ruiz, Esther
2
Silvennoinen, Annastiina
2
Teräsvirta, Timo
2
Trojani, Fabio
2
Zakoïan, Jean-Michel
2
Aguilar, Mike
1
Ahoniemi, Katja
1
Audrino, Francesco
1
Badescu, Alexandru
1
Barunik, Jozef
1
Brooks, Chris
1
Brooks, Robert
1
Burke, Simon P.
1
Caldeira, João F.
1
Caporale, Guglielmo Maria
1
Cappiello, Lorenzo
1
Carnero, M. Angeles
1
Christoffersen, Peter F.
1
Conrad, Christian A.
1
Cui, Zhenyu
1
Di, Jianing
1
Dufays, Arnaud
1
Durham, Garland
1
Escanciano, J. Carlos
1
Faff, Robert W.
1
Fantazzini, Dean
1
Franses, Philip Hans
1
more ...
less ...
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Papers in efficiency, effectiveness and international competitiveness
Econometric Institute research papers
59
Discussion paper / Tinbergen Institute
32
Working paper
29
CFS working paper series
6
Discussion paper / Institute of Social and Economic Research
6
Econometrics : open access journal
4
Journal of economic surveys
4
Journal of risk and financial management : JRFM
4
The North American journal of economics and finance : a journal of financial economics studies
4
Econometric reviews
3
Econometric theory
3
Energy economics
3
Journal of Risk and Financial Management
3
Journal of econometrics
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Tinbergen Institute Discussion Paper
3
Working Papers in Economics
3
Documentos de Trabajo del ICAE
2
Finance research letters
2
International journal of forecasting
2
International review of economics & finance : IREF
2
Journal of forecasting
2
Research paper series / Swiss Finance Institute
2
Tinbergen Institute Discussion Papers
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Applied economics
1
Applied financial economics
1
Computational economics
1
Contributions to economic analysis
1
Contributions to financial econometrics : theoretical and practical issues
1
Econometric Institute Research Papers
1
Economia : revista da ANPEC
1
Economics letters
1
International Journal of Financial Studies : open access journal
1
Journal of applied econometrics
1
Journal of financial stability
1
Journal of time series econometrics
1
KIER Working Papers
1
Nota di lavoro / Fondazione Eni Enrico Mattei
1
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Dynamic asymmetric GARCH
Caporin, Massimiliano
;
McAleer, Michael
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
3
,
pp. 385-412
Persistent link: https://www.econbiz.de/10003354083
Saved in:
2
Mixed normal
conditional
heteroskedasticity
Haas, Markus
;
Mittnik, Stefan
;
Paolella, Marc S.
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
2
,
pp. 211-250
Persistent link: https://www.econbiz.de/10002214262
Saved in:
3
A new approach to Markov-switching GARCH models
Haas, Markus
;
Mittnik, Stefan
;
Paolella, Marc S.
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
4
,
pp. 493-530
Persistent link: https://www.econbiz.de/10002349828
Saved in:
4
A survey of recent theoretical results for time series models with GARCH errors
Li, Wai Keung
;
Ling, Shiqing
;
McAleer, Michael
- In:
Papers in efficiency, effectiveness and international …
,
(pp. 128-153)
.
2000
Persistent link: https://www.econbiz.de/10001684387
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->