//--> //--> //--> //-->
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
~language:"eng"
~language:"ita"
~person:"Karanasos, Menelaos"
~person:"McAleer, Michael"
~person:"Teräsvirta, Timo"
~subject:"ARCH-Modell"
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: Business Economics
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Volatility
68
Volatilität
66
ARCH model
52
Theorie
41
Theory
41
Zeitreihenanalyse
41
Time series analysis
40
Welt
40
World
40
Forecasting model
37
Prognoseverfahren
37
Estimation
34
Schätzung
33
USA
26
United States
26
Risikomaß
24
Risk measure
24
Taiwan
22
Bibliometrics
21
Bibliometrie
21
Portfolio selection
20
Portfolio-Management
20
Risk management
19
Modellierung
18
Risikomanagement
18
Scientific modelling
18
Capital market returns
17
Kapitalmarktrendite
17
Spillover effect
17
Spillover-Effekt
17
Stochastic process
15
Stochastischer Prozess
15
Börsenkurs
14
Capital income
14
Eigenfactor
14
Kapitaleinkommen
14
Share price
14
Correlation
13
Korrelation
13
more ...
less ...
Online availability
All
Free
37
Type of publication
All
Book / Working Paper
49
Article
3
Type of publication (narrower categories)
All
Arbeitspapier
49
Working Paper
49
Graue Literatur
48
Non-commercial literature
48
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
Italian
Author
All
Karanasos, Menelaos
McAleer, Michael
Teräsvirta, Timo
Chang, Chia-Lin
15
Caporin, Massimiliano
9
Fang, Wen-shwo
8
Miller, Stephen M.
8
Weber, Enzo
8
Caporale, Guglielmo Maria
7
Conrad, Christian
7
Rombouts, Jeroen V. K.
7
Stavroyiannis, Stavros
7
Andersen, Torben
6
Bauwens, Luc
6
Silvennoinen, Annastiina
6
Xu, Yongdeng
6
Allen, David E.
5
Gupta, Rangan
5
Hafner, Christian M.
5
Mittnik, Stefan
5
Pelloni, Gianluigi
5
Polasek, Wolfgang
5
Asai, Manabu
4
Bollerslev, Tim
4
Chen, Chi-chung
4
Engle, Robert F.
4
Haas, Markus
4
Moore, Tomoe
4
Nelson, Daniel B.
4
Roengchai Tansuchat
4
Serletis, Apostolos
4
Shephard, Neil G.
4
Zarangas, Leonidas P.
4
Billio, Monica
3
Canarella, Giorgio
3
Christoffersen, Peter F.
3
Dhaene, Geert
3
Diebold, Francis X.
3
Frattarolo, Lorenzo
3
Guo, Hui
3
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
6
Ekonomiska forskningsinstitutet <Stockholm>
2
Published in...
All
Working paper
26
Econometric Institute research papers
9
SSE EFI working paper series in economics and finance
5
CREATES research paper
4
Discussion paper series / University of Heidelberg, Department of Economics
2
The North American journal of economics and finance : a journal of financial economics studies
2
Cardiff economics working papers
1
KOF working papers
1
School of Accounting, Finance and Economics & FEMARC working paper series
1
Tourism economics : the business and finance of tourism and recreation
1
more ...
less ...
Source
All
ECONIS (ZBW)
52
Showing
1
-
10
of
52
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
2
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
3
Models with multiplicative decomposition of conditional variances and correlations
Amado, Cristina
;
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2018
Persistent link: https://www.econbiz.de/10011864902
Saved in:
4
Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2017
Persistent link: https://www.econbiz.de/10011721042
Saved in:
5
Is small beautiful? : size effects of volatility spillovers for firm performance and exchange rates in tourism
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009701646
Saved in:
6
Discussion of "Principal Volatility Component Analysis" by Yu-Pin Hu and Ruey Tsay
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010348324
Saved in:
7
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410186
Saved in:
8
Volatility spillovers from Australia's major trading partners across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2014
Persistent link: https://www.econbiz.de/10010410189
Saved in:
9
On the invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410195
Saved in:
10
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010410204
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->