//--> //--> //--> //-->
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:"Brandner, Peter"
~person:"Caporin, Massimiliano"
~person:"Chen, Chi-chung"
~person:"Hervé, Karine"
~person:"Huang, Zhe"
~person:"Neely, Christopher J."
~subject:"Oil price"
~subject:"Scientific modelling"
~subject:"Theorie"
~subject:"Welt"
~type:"book"
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:"ARCH-Modell"
Narrow search
Delete all filters
| 12 applied filters
Year of publication
From:
To:
Subject
All
Oil price
Scientific modelling
Theorie
Welt
ARCH model
17
ARCH-Modell
17
Modellierung
7
Theory
7
Volatility
7
Volatilität
7
Forecasting model
6
Prognoseverfahren
6
Time series analysis
5
World
5
Zeitreihenanalyse
5
1933-2007
2
2003-2008
2
ARMA model
2
ARMA-Modell
2
Aktienmarkt
2
Analysis of variance
2
Düngemittel
2
Estimation
2
Exchange rate
2
Fertilizer
2
Preis
2
Price
2
Schätzung
2
Stock market
2
Varianzanalyse
2
Wechselkurs
2
Ölpreis
2
Air pollution
1
Back-testing
1
Bollinger bands
1
Capital income
1
Central bank
1
Climate change
1
Cointegration
1
Devisenmarkt
1
more ...
less ...
Online availability
All
Free
8
Type of publication
All
Book / Working Paper
Type of publication (narrower categories)
All
Arbeitspapier
16
Graue Literatur
16
Non-commercial literature
16
Working Paper
16
Language
All
English
16
Author
All
Brandner, Peter
Caporin, Massimiliano
Chen, Chi-chung
Hervé, Karine
Huang, Zhe
Neely, Christopher J.
McAleer, Michael
24
Chang, Chia-Lin
7
Roengchai Tansuchat
4
Morana, Claudio
3
Asai, Manabu
2
Chen, Ping-yu
2
Christiansen, Charlotte
2
Escribano, Álvaro
2
Lan Fen Chu
2
Manera, Matteo
2
Antoniou, Antonios
1
Awartani, Basel
1
Baillie, Richard
1
Blazsek, Szabolcs
1
Chan, Felix
1
Chang, Chia-lin
1
Coudert, Virginie
1
Erdemlioglu, Deniz
1
Gabrisch, Hubert
1
Giraitis, Liudas
1
Grech, Harald
1
Guo, Hui
1
Hammoudeh, Shawkat
1
Javed, Farrukh
1
Jimenez-Martin, Juan-Angel
1
Koutmos, Gregory
1
Lanza, Alessandro
1
Laurent, Sébastien
1
Licht, Adrian
1
Lund, Jesper
1
Mabille, Pierre
1
Majuca, Ruperto Pagaura
1
Martin, Franck
1
Medeiros, Marcelo C.
1
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
5
Published in...
All
Working paper
Econometric Institute research papers
12
WIFO working papers
2
Working papers
2
Discussion paper / Tinbergen Institute
1
Federal Reserve Bank of St. Louis Working Paper
1
SAFE working paper
1
SNB working papers
1
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series
1
WIFO Working Papers
1
more ...
less ...
Source
All
ECONIS (ZBW)
16
Showing
1
-
10
of
16
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Optimal pairs trading strategies in a cointegration framework
Huang, Zhe
;
Martin, Franck
-
2017
Persistent link: https://www.econbiz.de/10011713000
Saved in:
2
Internationalization versus regionalization in the emerging stock markets
Coudert, Virginie
;
Hervé, Karine
;
Mabille, Pierre
-
2013
Persistent link: https://www.econbiz.de/10009790148
Saved in:
3
Econometric modeling of exchange rate volatility and jumps
Erdemlioglu, Deniz
;
Laurent, Sébastien
;
Neely, …
-
2012
Persistent link: https://www.econbiz.de/10009522869
Saved in:
4
How volatile is ENSO for global greenhouse gas emissions
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2012
Persistent link: https://www.econbiz.de/10009624310
Saved in:
5
Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689069
Saved in:
6
Model selection and testing of conditional and stochastic volatility models
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008695598
Saved in:
7
Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH
Caporin, Massimiliano
;
McAleer, Michael
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008760500
Saved in:
8
Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model
Guo, Hui
(
contributor
);
Neely, Christopher J.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003739615
Saved in:
9
Robust ranking of multivariate GARCH models by problem dimension
Caporin, Massimiliano
;
McAleer, Michael
-
2012
Persistent link: https://www.econbiz.de/10009562979
Saved in:
10
Ranking multivariate GARCH models by problem dimension : an empirical evaluation
Caporin, Massimiliano
;
McAleer, Michael
-
2011
Persistent link: https://www.econbiz.de/10009412785
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->