//--> //--> //--> //-->
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
~person:"Bouri, Elie"
~person:"Rombouts, Jeroen V. K."
~person:"Zakoïan, Jean-Michel"
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 model"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
113
ARCH-Modell
113
Volatility
51
Volatilität
51
Theorie
37
Theory
37
Estimation
29
Schätzung
29
Estimation theory
27
Schätztheorie
27
Time series analysis
21
Zeitreihenanalyse
21
Börsenkurs
20
Share price
20
Forecasting model
19
Prognoseverfahren
19
Aktienmarkt
18
Stock market
18
Welt
18
World
18
Capital income
17
Kapitaleinkommen
17
Risikomaß
15
Risk measure
15
Spillover effect
13
Spillover-Effekt
13
Bayes-Statistik
12
Bayesian inference
12
Multivariate Analyse
12
Multivariate analysis
12
Bitcoin
10
Oil price
10
Ölpreis
10
Markov chain
9
Markov-Kette
9
Maximum likelihood estimation
9
Maximum-Likelihood-Schätzung
9
Virtual currency
9
Virtuelle Währung
9
Portfolio selection
8
more ...
less ...
Online availability
All
Undetermined
38
Free
33
Type of publication
All
Article
65
Book / Working Paper
48
Type of publication (narrower categories)
All
Article in journal
64
Aufsatz in Zeitschrift
64
Arbeitspapier
41
Graue Literatur
41
Non-commercial literature
41
Working Paper
41
Aufsatz im Buch
2
Book section
2
Lehrbuch
2
Textbook
2
Amtsdruckschrift
1
Government document
1
Hochschulschrift
1
Systematic review
1
Thesis
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
113
Author
All
Bouri, Elie
Rombouts, Jeroen V. K.
Zakoïan, Jean-Michel
McAleer, Michael
209
Chang, Chia-Lin
82
Gupta, Rangan
68
Bauwens, Luc
61
Engle, Robert F.
61
Hafner, Christian M.
60
Ma, Feng
60
Teräsvirta, Timo
56
Caporale, Guglielmo Maria
53
Caporin, Massimiliano
51
Karanasos, Menelaos
44
Francq, Christian
43
Conrad, Christian
40
Laurent, Sébastien
40
Herwartz, Helmut
39
Paolella, Marc S.
36
Asai, Manabu
34
Bollerslev, Tim
32
Kumar, Dilip
32
McMillan, David G.
32
Serletis, Apostolos
32
Ardia, David
30
Zhang, Yaojie
30
Linton, Oliver
29
Rahbek, Anders
29
Saikkonen, Pentti
28
Allen, David E.
27
Kang, Sang Hoon
27
Mittnik, Stefan
27
Silvennoinen, Annastiina
27
Christoffersen, Peter F.
26
Hammoudeh, Shawkat
26
Hansen, Peter Reinhard
26
Tiwari, Aviral Kumar
26
Degiannakis, Stavros
25
Hamori, Shigeyuki
25
Huang, Zhuo
25
more ...
less ...
Institution
All
Econometrisch Instituut <Rotterdam>
1
Published in...
All
Journal of econometrics
12
Série des documents de travail / Centre de Recherche en Économie et Statistique
10
Energy economics
8
CORE discussion paper : DP
7
CORE discussion papers : DP
7
Department of Economics working paper series
5
Econometric theory
4
CREATES research paper
3
Cahiers de recherche / HEC Montréal, Institut d'Economie Appliquée
3
Annals of economics and statistics
2
Applied economics
2
Discussion papers / UCL, Département des Sciences Economiques
2
Finance research letters
2
International journal of forecasting
2
International review of financial analysis
2
Journal of applied econometrics
2
Journal of banking & finance
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Research in international business and finance
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Working paper series
2
Computational economics
1
Defence and peace economics
1
ERIM report series research in management
1
Econometric Institute research papers
1
Econometric reviews
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economia politica : journal of analytical and institutional economics
1
Economic modelling
1
Economic research
1
Economics / Discussion papers : the open-access, open-assessment e-journal
1
Economics / Journal articles : the open-access, open-assessment journal
1
Financial modeling and risk management of energy and environmental instruments and derivates
1
Handbook of financial time series
1
Journal of commodity markets
1
Journal of emerging market finance
1
Journal of financial econometrics
1
Journal of forecasting
1
Journal of international financial markets, institutions & money
1
Journal of multinational financial management
1
more ...
less ...
Source
All
ECONIS (ZBW)
113
Showing
61
-
70
of
113
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
61
Bayesian option pricing using mixed normal heteroskedasticity models
Rombouts, Jeroen V. K.
;
Stentoft, Lars
-
2009
Persistent link: https://www.econbiz.de/10003849502
Saved in:
62
On the dynamic transmission of mean and volatility across the Arab stock markets
Bouri, Elie
;
Azzi, Georges
- In:
Journal of emerging market finance
13
(
2014
)
3
,
pp. 279-304
Persistent link: https://www.econbiz.de/10010492029
Saved in:
63
Multi-level conditional VaR estimation in dynamic models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2014
Persistent link: https://www.econbiz.de/10010390368
Saved in:
64
Marginal likelihood for Markov-switching and change-point GARCH models
Bauwens, Luc
;
Dufays, Arnaud
;
Rombouts, Jeroen V. K.
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 508-522
Persistent link: https://www.econbiz.de/10010256919
Saved in:
65
Mixed exponential power asymmetric conditional heteroskedasticity
Bouaddi, Mohammed
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003646288
Saved in:
66
Theory and inference for a Markov switching GARCH model
Bauwens, Luc
(
contributor
);
Preminger, Arie
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003526672
Saved in:
67
Theory and inference for a Markov switching GARCH model
Bauwens, Luc
(
contributor
);
Preminger, Arie
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003557221
Saved in:
68
Mixed exponential power asymmetric conditional heteroskedasticity
Bouaddi, Mohammed
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003628635
Saved in:
69
GARCH models without positivity constraints : exponential or log GARCH?
Francq, Christian
;
Wintenberger, Olivier
;
Zakoïan, …
- In:
Journal of econometrics
177
(
2013
)
1
,
pp. 34-46
Persistent link: https://www.econbiz.de/10010189881
Saved in:
70
Inference in non stationary asymmetric GARCH models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2013
Persistent link: https://www.econbiz.de/10010348528
Saved in:
First
Prev
3
4
5
6
7
8
9
10
11
12
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->