//--> //--> //--> //-->
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:"Francq, Christian"
~person:"Huang, Zhuo"
~person:"Rodriguez, Gabriel"
~type_genre:"Non-commercial literature"
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:"ARCH model"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
24
ARCH-Modell
24
Estimation theory
10
Schätztheorie
10
Theorie
10
Theory
10
Volatility
9
Volatilität
9
Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
6
Time series analysis
6
Zeitreihenanalyse
6
Lateinamerika
4
Latin America
4
Aktienmarkt
3
Capital income
3
Estimation
3
Heteroscedasticity
3
Heteroskedastizität
3
Kapitaleinkommen
3
Markov chain
3
Markov-Kette
3
Schätzung
3
Stock market
3
Bayes-Statistik
2
Bayesian inference
2
Capital market returns
2
Devisenmarkt
2
Foreign exchange market
2
Kapitalmarktrendite
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Risikomaß
2
Risk measure
2
Stochastic process
2
Stochastischer Prozess
2
APARCH
1
ARMA model
1
ARMA-Modell
1
Asymmetric Student-t distribution
1
more ...
less ...
Online availability
All
Free
14
Type of publication
All
Book / Working Paper
24
Type of publication (narrower categories)
All
Non-commercial literature
Article in journal
46
Aufsatz in Zeitschrift
46
Arbeitspapier
24
Graue Literatur
24
Working Paper
24
Lehrbuch
2
Textbook
2
Amtsdruckschrift
1
Aufsatz im Buch
1
Book section
1
Government document
1
more ...
less ...
Language
All
English
24
Author
All
Francq, Christian
Huang, Zhuo
Rodriguez, Gabriel
McAleer, Michael
128
Chang, Chia-Lin
51
Hafner, Christian M.
32
Bauwens, Luc
30
Caporale, Guglielmo Maria
28
Gupta, Rangan
28
Teräsvirta, Timo
26
Rombouts, Jeroen V. K.
23
Caporin, Massimiliano
19
Engle, Robert F.
19
Herwartz, Helmut
18
Paolella, Marc S.
18
Linton, Oliver
16
Saikkonen, Pentti
16
Asai, Manabu
15
Conrad, Christian
15
Silvennoinen, Annastiina
15
Karanasos, Menelaos
14
Koopman, Siem Jan
14
Laurent, Sébastien
14
Shephard, Neil G.
14
Sheppard, Kevin
14
Allen, David E.
13
Rahbek, Anders
13
Spagnolo, Nicola
13
Andersen, Torben
12
Lütkepohl, Helmut
12
Mittnik, Stefan
12
Zakoïan, Jean-Michel
12
Chen, Chi-chung
11
Hansen, Peter Reinhard
11
Manera, Matteo
11
Meitz, Mika
11
Polasek, Wolfgang
11
Spagnolo, Fabio
11
Christoffersen, Peter F.
10
Diebold, Francis X.
10
Giot, Pierre
10
Ledoit, Olivier
10
more ...
less ...
Published in...
All
Série des documents de travail / Centre de Recherche en Économie et Statistique
11
Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía
6
Documento de trabajo
2
Working paper series
2
CREATES research paper
1
Cowles Foundation discussion paper
1
EUI working paper / ECO
1
more ...
less ...
Source
All
ECONIS (ZBW)
24
Showing
1
-
10
of
24
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Local asymptotic normality of general conditionally heteroskedastic and score-driven time-series models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2022
Persistent link: https://www.econbiz.de/10013162003
Saved in:
2
Inference on multiplicative component GARCH without any small-order moment
Francq, Christian
;
Kandji, Baye Matar
;
Zakoïan, Jean-Michel
-
2022
Persistent link: https://www.econbiz.de/10013206984
Saved in:
3
Approximate Bayesian estimation of stochastic volatility in mean models using Hidden Markov Models: empirical evidence from stock Latin American markets
Abanto-Valle, Carlos A.
;
Rodriguez, Gabriel
;
Castro …
-
2021
-
Primera edición
Persistent link: https://www.econbiz.de/10013170523
Saved in:
4
Modeling the volatility of returns on commodities: an application and empirical comparison of GARCH and SV models
Fernández Prada Saucedo, Jean Pierre
;
Rodriguez, Gabriel
-
2020
Persistent link: https://www.econbiz.de/10012435636
Saved in:
5
Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models
Chen, Xiaohong
;
Huang, Zhuo
;
Yi, Yanping
-
2019
-
Revised October 2019
Persistent link: https://www.econbiz.de/10012153489
Saved in:
6
Empirical modeling of Latin American stock ans Forex markes returns and volatility using Markov-Switching Garch models
Ataurima Arellano, Miguel
;
Collantes, Erika
;
Rodriguez, …
-
2017
Persistent link: https://www.econbiz.de/10011738077
Saved in:
7
An empirical application of a random level shifts model with time-varying probability and mean reversion to the volatility of Latin-American Forex markets returns
Gonzáles Tanaka, José Carlos
;
Rodriguez, Gabriel
-
2016
Persistent link: https://www.econbiz.de/10011538602
Saved in:
8
Modeling Latin-American stock and Forex markets volatility : empirical application of a model with random level shifts and genuine long memory
Rodriguez, Gabriel
-
2016
Persistent link: https://www.econbiz.de/10011538608
Saved in:
9
Univariate autoregressive conditional heteroskedasticity models : an application to the Peruvian stock market returns
Bedón, Paul
;
Rodriguez, Gabriel
-
2015
Persistent link: https://www.econbiz.de/10011415340
Saved in:
10
Modeling Latin-American stock markets volatility : varying probabilities and mean reversion in a random level shifts model
Rodriguez, Gabriel
-
2015
Persistent link: https://www.econbiz.de/10011415396
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->