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~isPartOf:"Working paper"
~person:"Andersen, Torben"
~person:"Christoffersen, Peter F."
~person:"Hafner, Christian M."
~person:"Kapetanios, George"
~person:"Martin, Gael M."
~person:"Medeiros, Marcelo C."
~subject:"1957-1998"
~subject:"ARCH model"
~subject:"Börsenkurs"
~subject:"Measurement"
~subject:"Stochastic process"
~subject:"Theorie"
~type_genre:"Systematic review"
~type_genre:"Working Paper"
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1957-1998
ARCH model
Börsenkurs
Measurement
Stochastic process
Theorie
Volatility
9
Volatilität
9
Estimation
4
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4
Stochastischer Prozess
4
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3
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3
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3
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Systematic review
Working Paper
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6
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5
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5
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English
6
Author
All
Andersen, Torben
Christoffersen, Peter F.
Hafner, Christian M.
Kapetanios, George
Martin, Gael M.
Medeiros, Marcelo C.
McAleer, Michael
26
Mumtaz, Haroon
13
Neely, Christopher J.
10
Chang, Chia-Lin
9
Manera, Matteo
7
Nguyen, Hoang
6
Raunig, Burkhard
5
Theodoridis, Konstantinos
5
Asai, Manabu
4
Christiansen, Charlotte
4
Guo, Hui
4
Karlsson, Sune
4
Roengchai Tansuchat
4
Österholm, Pär
4
Caporin, Massimiliano
3
Chen, Chi-chung
3
Erdemlioglu, Deniz
3
Laurent, Sébastien
3
Nicolini, Marcella
3
Skiadopoulos, George
3
Wen, Yi
3
Yu, Jun
3
Alessandri, Piergiorgio
2
Baillie, Richard
2
Baker, Scott
2
Baldi, Lucia
2
Bastianin, Andrea
2
Białkowski, Je̜drzej
2
Birinci, Serdar
2
Bloom, Nicholas
2
Chen, Ping-yu
2
Davis, Steven J.
2
Escribano, Álvaro
2
Gourier, Elise
2
Hsu, Hui-kuang
2
Kayal, Parthajit
2
Kiss, Tamás
2
Mazur, Stepan
2
Minh-Ngoc Tran
2
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1
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Working paper
Working paper / Department of Econometrics and Business Statistics, Monash University
17
Working paper / National Bureau of Economic Research, Inc.
13
Working papers / Financial Institutions Center
9
CREATES research paper
8
CORE discussion papers : DP
6
Econometric Institute research papers
6
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
6
CFS working paper series
4
CORE discussion paper : DP
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Financial Institutions Center
3
Discussion paper / Tinbergen Institute
2
Discussion papers of interdisciplinary research project 373
2
Global COE Hi-Stat discussion paper series
2
SFB 649 discussion paper
2
Working papers / Federal Reserve Bank of Chicago
2
Working papers / Rodney L. White Center for Financial Research
2
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Department of Economics discussion paper series / University of Oxford
1
Discussion paper / Institut de Statistique, Biostatistique et Sciences Actuarielles (ISBA)
1
Economics Working Paper
1
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1
Handbook of economic forecasting ; Vol. 1
1
International finance discussion papers
1
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
1
SFB 649 Discussion Paper
1
Staff working paper / Bank of Canada
1
Technical working paper / National Bureau of Economic Research
1
Texto para discussão
1
Working paper / Department of Finance, Kellogg Graduate School of Management, Northwestern University
1
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ECONIS (ZBW)
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1
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010410204
Saved in:
2
Asymmetry and long memory in
volatility
modelling
Asai, Manabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008695596
Saved in:
3
The elusive persistence : wage and price rigidities, the Phillips curve, and inflation dynamics
Tsoukis, Christopher
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003564851
Saved in:
4
Stochastic
volatility
driven by large shocks
Kapetanios, George
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003370484
Saved in:
5
How puzzling is the PPP puzzle? : An alternative half-life measure of convergence to PPP
Chortareas, Georgios E.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002403125
Saved in:
6
A stochastic variance factor model for large datasets and an application to S&P data
Cipollini, Andrea
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001920657
Saved in:
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