//--> //--> //-->
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:"Statistical distribution"
~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
| 3 applied filters
Year of publication
From:
To:
Subject
All
Statistical distribution
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
Aktienmarkt
5
GARCH
5
Multivariate Analyse
5
Multivariate analysis
5
Stock market
5
Markov chain
4
Markov-Kette
4
Statistische Verteilung
4
Analysis of variance
3
Deutschland
3
Germany
3
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Brooks, Chris
1
Burke, Simon P.
1
Francq, Christian
1
Heravi, Saeed M.
1
Horváth, Lajos
1
Jondeau, Eric
1
Persand, Gita
1
Rockinger, Michael
1
Stentoft, Lars
1
Trapin, Luca
1
Zakoïan, Jean-Michel
1
more ...
less ...
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
15
Discussion paper / Tinbergen Institute
14
International journal of forecasting
14
Journal of empirical finance
14
Economic modelling
12
Applied economics
11
Finance research letters
11
The European journal of finance
11
Journal of forecasting
10
Research paper series / Swiss Finance Institute
10
Swiss Finance Institute Research Paper
10
The North American journal of economics and finance : a journal of financial economics studies
9
International review of financial analysis
8
Journal of banking & finance
8
International review of economics & finance : IREF
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Journal of risk and financial management : JRFM
7
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
7
Economics letters
6
Energy economics
6
Journal of financial econometrics
6
Annals of financial economics
5
Computational economics
5
Econometrics : open access journal
5
Journal of economic dynamics & control
5
Journal of risk
5
Applied economics letters
4
Discussion paper
4
Global business & economics review
4
Pacific-Basin finance journal
4
Quantitative finance
4
Review of quantitative finance and accounting
4
Risks : open access journal
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Working papers
4
Cambridge working papers in economics
3
Diskussionspapiere / Friedrich-Alexander-Universität Erlangen-Nürnberg, Lehrstuhl für Statistik und Ökonometrie
3
Econometric reviews
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Can volatility models explain extreme events?
Trapin, Luca
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
2
,
pp. 297-315
Persistent link: https://www.econbiz.de/10011987768
Saved in:
2
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:
3
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:
4
American option pricing using GARCH models and the normal inverse Gaussian distribution
Stentoft, Lars
- In:
Journal of financial econometrics : official journal of …
6
(
2008
)
4
,
pp. 540-582
Persistent link: https://www.econbiz.de/10003778987
Saved in:
5
Autoregressive conditional kurtosis
Brooks, Chris
;
Burke, Simon P.
;
Heravi, Saeed M.
; …
- In:
Journal of financial econometrics : official journal of …
3
(
2005
)
3
,
pp. 399-421
Persistent link: https://www.econbiz.de/10002989106
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->