//--> //--> //-->
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:"University of Heidelberg Department of Economics Discussion Paper"
~person:"Conrad, Christian"
~person:"Karanasos, Menelaos"
~subject:"Theorie"
~subject:"volatility feedback"
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:"GARCH"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Theorie
volatility feedback
ARCH model
1
ARCH-Modell
1
Bruttoinlandsprodukt
1
Gross domestic product
1
Inflation
1
Spillover effect
1
Spillover-Effekt
1
Theory
1
Volatility
1
Volatilität
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
1
Language
All
English
1
Author
All
Conrad, Christian
Karanasos, Menelaos
Published in...
All
University of Heidelberg Department of Economics Discussion Paper
Discussion paper series / University of Heidelberg, Department of Economics
4
Discussion papers in economics
4
Discussion Paper Series
2
Essays on financial time series models
2
KOF Working Papers
2
KOF working papers
2
Cardiff economics working papers
1
International review of financial analysis
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of empirical finance
1
KOF Working papers
1
The econometrics journal
1
Working Papers / Alfred-Weber-Institut für Wirtschaftswissenschaften, Fakultät für Wirtschafts- und Sozialwissenschaften
1
Working paper series
1
Working paper series in economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modeling Volatility Spillovers between the Variabilities of US Inflation and Output : The UECCC
GARCH
Model
Conrad, Christian
-
2008
This paper employs the unrestricted extended constant conditional correlation
GARCH
specification proposed in Conrad …
Persistent link: https://www.econbiz.de/10012723007
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->