//--> //--> //-->
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"
~subject:"Aktienmarkt"
~subject:"Markov chain"
~subject:"variance-targeting estimator"
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 model"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Aktienmarkt
Markov chain
variance-targeting estimator
ARCH model
65
ARCH-Modell
65
Volatility
40
Volatilität
40
Theorie
28
Theory
28
Estimation
23
Schätzung
23
Time series analysis
18
Zeitreihenanalyse
18
Forecasting model
16
Prognoseverfahren
16
Börsenkurs
14
Share price
14
Capital income
13
Kapitaleinkommen
13
Estimation theory
11
Schätztheorie
11
USA
9
United States
9
Correlation
8
Korrelation
8
Risikomaß
8
Risk measure
8
Stochastic process
7
Stochastischer Prozess
7
Statistical test
6
Statistischer Test
6
GARCH
5
Multivariate Analyse
5
Multivariate analysis
5
Stock market
5
Markov-Kette
4
Statistical distribution
4
Statistische Verteilung
4
Analysis of variance
3
Deutschland
3
Germany
3
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Language
All
English
10
Author
All
Engle, Robert F.
2
Caldeira, João F.
1
Cappiello, Lorenzo
1
Dufays, Arnaud
1
Fleming, Jeff
1
Francq, Christian
1
Haas, Markus
1
Horváth, Lajos
1
Jondeau, Eric
1
Kirby, Chris
1
Liu, Ji-chun
1
Liu, Xiaochun
1
Mittnik, Stefan
1
Moura, Guilherme Valle
1
Nogales, Francisco J.
1
Paolella, Marc S.
1
Rockinger, Michael
1
Santos, André A. P.
1
Sheppard, Kevin
1
Sokalska, Magdalena E.
1
Zakoïan, Jean-Michel
1
more ...
less ...
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Finance research letters
62
Energy economics
60
International review of financial analysis
53
International review of economics & finance : IREF
52
Research in international business and finance
49
Applied economics
48
Economic modelling
47
Journal of international financial markets, institutions & money
43
The North American journal of economics and finance : a journal of financial economics studies
41
Journal of empirical finance
29
Journal of risk and financial management : JRFM
29
Applied economics letters
24
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
23
International journal of finance & economics : IJFE
23
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
23
Applied financial economics
22
Journal of forecasting
22
International journal of forecasting
21
Journal of banking & finance
21
Pacific-Basin finance journal
21
Economics letters
16
International journal of economics and financial issues : IJEFI
16
Review of quantitative finance and accounting
16
Emerging markets review
15
International journal of economics and finance
15
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
15
Cogent economics & finance
14
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
14
International Journal of Financial Studies : open access journal
14
Journal of international money and finance
14
The European journal of finance
13
The journal of applied business research
13
Afro-Asian Journal of Finance and Accounting : AAJFA
12
CESifo working papers
12
Economic research
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Finance a úvěr
12
Global finance journal
12
International Journal of Energy Economics and Policy : IJEEP
12
Theoretical economics letters
11
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Structural volatility impulse response function and asymptotic inference
Liu, Xiaochun
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
2
,
pp. 316-339
Persistent link: https://www.econbiz.de/10011987769
Saved in:
2
Combining multivariate volatility forecasts: an economic-based approach
Caldeira, João F.
;
Moura, Guilherme Valle
;
Nogales, …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 247-285
Persistent link: https://www.econbiz.de/10011987429
Saved in:
3
Variance targeting estimation of multivariate GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 353-382
Persistent link: https://www.econbiz.de/10011589013
Saved in:
4
Infinite-state markov-switching for dynamic volatility
Dufays, Arnaud
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 418-460
Persistent link: https://www.econbiz.de/10011589021
Saved in:
5
Component-driven regime-switching volatility
Fleming, Jeff
;
Kirby, Chris
- In:
Journal of financial econometrics : official journal of …
11
(
2013
)
2
,
pp. 263-301
Persistent link: https://www.econbiz.de/10009745892
Saved in:
6
Forecasting intraday volatility in the US equity market : multiplicative component GARCH
Engle, Robert F.
;
Sokalska, Magdalena E.
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
1
,
pp. 54-83
Persistent link: https://www.econbiz.de/10009519713
Saved in:
7
The impact of shocks on higher moments
Jondeau, Eric
;
Rockinger, Michael
- In:
Journal of financial econometrics : official journal of …
7
(
2009
)
2
,
pp. 77-105
Persistent link: https://www.econbiz.de/10003826483
Saved in:
8
Asymmetric dynamics in the correlations of global equity and bond returns
Cappiello, Lorenzo
;
Engle, Robert F.
;
Sheppard, Kevin
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
4
,
pp. 537-572
Persistent link: https://www.econbiz.de/10003565737
Saved in:
9
Stationarity of a Markov-switching GARCH model
Liu, Ji-chun
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
4
,
pp. 573-593
Persistent link: https://www.econbiz.de/10003565741
Saved in:
10
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->