//--> //--> //-->
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:"Working papers"
~person:"Chen, Yi-ting"
~person:"Trojani, Fabio"
~subject:"Schätztheorie"
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:"GARCH-Modell"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Schätztheorie
ARCH model
4
ARCH-Modell
4
Estimation
3
Schätzung
3
Correlation
2
Estimation theory
2
Forecasting model
2
Korrelation
2
Prognoseverfahren
2
Theorie
2
Theory
2
Börsenkurs
1
Capital income
1
GARCH
1
Gaussian QML method
1
Kapitaleinkommen
1
Multivariate Verteilung
1
Multivariate distribution
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
OptEF method
1
Panel
1
Panel study
1
Risikomaß
1
Risk measure
1
Share price
1
Simulation
1
Statistical test
1
Statistischer Test
1
US dollar
1
US-Dollar
1
USA
1
United States
1
Welt
1
World
1
Yield curve
1
Zinsstruktur
1
conditional correlation
1
conditional correlation models
1
more ...
less ...
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Chen, Yi-ting
Trojani, Fabio
Billio, Monica
2
Engle, Robert F.
2
Francq, Christian
2
Horváth, Lajos
2
Zakoïan, Jean-Michel
2
Audrino, Francesco
1
Buczyński, Mateusz
1
Caldeira, João F.
1
Caporin, Massimiliano
1
Casarin, Roberto
1
Chlebus, Marcin
1
Christoffersen, Peter F.
1
Conrad, Christian
1
Conrad, Christian A.
1
Di, Jianing
1
Gangopadhyay, Ashis
1
Gobbo, Michele
1
Guerrero Escobar, Santiago
1
Haag, Berthold R.
1
Hernández del Valle, Gerardo
1
Juárez Torres, Miriam
1
Moura, Guilherme Valle
1
Nogales, Francisco J.
1
Osuntuyi, Anthony
1
Pelletier, Denis
1
Santos, André A. P.
1
Suto, Nobuyuki
1
Taniai, Hiroyuki
1
Taniguchi, Masanobu
1
Usami, Takashi
1
Visser, Marcel P.
1
more ...
less ...
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Working papers
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
3
Working papers on finance
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
University of St.Gallen, Department of Economics, Discussion Paper
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On the optimal estimating function method for conditional correlation models
Chen, Yi-ting
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 83-125
Persistent link: https://www.econbiz.de/10010519661
Saved in:
2
Accurate short-term yield curve forecasting using functional gradient descent
Audrino, Francesco
;
Trojani, Fabio
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
4
,
pp. 591-623
Persistent link: https://www.econbiz.de/10003570734
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->