//--> //--> //-->
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:"Working paper"
~person:"Baillie, Richard"
~person:"Escobar, Marcos"
~type:"book"
~type_genre:"Arbeitspapier"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
3
ARCH-Modell
3
1980-2001
1
CAPM
1
Capital income
1
Closed form solutions
1
Commodity derivative
1
Correlation
1
Covariance dependent kernel
1
Estimation theory
1
GARCH models
1
Kapitaleinkommen
1
Korrelation
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Modellierung
1
Option pricing theory
1
Optionspreistheorie
1
Pricing
1
Rohstoffderivat
1
Schätztheorie
1
Scientific modelling
1
Simulation
1
Time series analysis
1
Volatility
1
Volatilität
1
Zeitreihenanalyse
1
maximum likelihood estimation
1
multi-asset options
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
Type of publication (narrower categories)
All
Arbeitspapier
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Language
All
English
3
Author
All
Baillie, Richard
Escobar, Marcos
McAleer, Michael
29
Chang, Chia-Lin
9
Caporin, Massimiliano
7
Manera, Matteo
7
Roengchai Tansuchat
5
Chen, Chi-chung
4
Christiansen, Charlotte
3
Guo, Hui
3
Morana, Claudio
3
Neely, Christopher J.
3
Nicolini, Marcella
3
Asai, Manabu
2
Chen, Ping-yu
2
Escribano, Álvaro
2
Lan Fen Chu
2
Lanne, Markku
2
Saikkonen, Pentti
2
Vignati, Ilaria
2
Allen, David E.
1
Awartani, Basel
1
Bardgett, Chris
1
Basu, Parantap
1
Batra, Amita
1
Behmiri, Niaz Bashiri
1
Blake, Andrew P.
1
Blazsek, Szabolcs
1
Brandner, Peter
1
Busetti, Giorgio
1
Chan, Felix
1
Chang, Chia-lin
1
Chen, Long
1
Comincioli, Nicola
1
Coudert, Virginie
1
Erdemlioglu, Deniz
1
Forte, Gianfranco
1
Gabrisch, Hubert
1
Gavin, William T.
1
Giraitis, Liudas
1
more ...
less ...
Published in...
All
Working paper
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Covariance dependent kernels, a Q-affine GARCH for multi-asset option pricing
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
-
2023
Persistent link: https://www.econbiz.de/10014281687
Saved in:
2
Long memory and FIGARCH models for daily and high frequency commodity prices
Baillie, Richard
;
Han, Young Wook
;
Myers, Robert J.
; …
-
2007
Persistent link: https://www.econbiz.de/10003740333
Saved in:
3
Modeling long memory and structural breaks in conditional variances : an adaptive FIGARCH approach
Baillie, Richard
(
contributor
);
Morana, Claudio
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003428583
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->