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~subject:"Schätztheorie"
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Search: subject:"Conditional heteroscedasticity"
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Schätztheorie
ARCH-Modell
10,303
ARCH model
10,302
Volatilität
6,302
Volatility
6,300
Estimation
2,921
Schätzung
2,920
Theorie
2,603
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2,602
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2,262
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2,262
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2,221
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2,221
Aktienmarkt
2,000
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2,000
Zeitreihenanalyse
1,791
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1,787
Prognoseverfahren
1,768
Forecasting model
1,767
Spillover effect
1,054
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1,054
Estimation theory
1,050
Risikomaß
1,019
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1,019
GARCH
944
USA
931
Exchange rate
926
Wechselkurs
926
United States
925
Welt
865
World
865
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811
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810
Oil price
723
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723
Portfolio selection
675
Portfolio-Management
675
Aktienindex
622
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622
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564
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415
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301
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Article
611
Book / Working Paper
440
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587
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587
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202
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201
Graue Literatur
188
Non-commercial literature
188
Aufsatz im Buch
22
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Hochschulschrift
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Thesis
10
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4
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4
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1,049
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1
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1
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Francq, Christian
27
Zakoïan, Jean-Michel
23
Teräsvirta, Timo
19
Rahbek, Anders
16
Hafner, Christian M.
15
Ardia, David
14
Engle, Robert F.
13
Sheppard, Kevin
13
Audrino, Francesco
12
Kumar, Dilip
12
Linton, Oliver
11
Bauwens, Luc
10
Silvennoinen, Annastiina
10
McAleer, Michael
9
Pedersen, Rasmus Søndergaard
9
Shephard, Neil G.
9
Trojani, Fabio
9
Fiorentini, Gabriele
8
Lütkepohl, Helmut
8
Nelson, Daniel B.
8
Preminger, Arie
8
Carnero, M. Angeles
7
Cavaliere, Giuseppe
7
Koopman, Siem Jan
7
Ling, Shiqing
7
Prono, Todd
7
Arvanitis, Stelios
6
Calzolari, Giorgio
6
Feng, Yuanhua
6
Hoogerheide, Lennart F.
6
Horváth, Lajos
6
Li, Guodong
6
Maheswaran, S.
6
Nielsen, Morten Ørregaard
6
Sucarrat, Genaro
6
Čížek, Pavel
6
Amado, Cristina
5
Giraitis, Liudas
5
Gorgi, Paolo
5
Guirguis, Michel
5
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Ekonomiska forskningsinstitutet <Stockholm>
2
Escola de Pós-Graduação em Economia <Rio de Janeiro>
2
National Bureau of Economic Research
2
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
Econometrisch Instituut <Rotterdam>
1
Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
1
London School of Economics and Political Science
1
Shakai-Keizai-Kenkyūsho <Osaka>
1
Suntory and Toyota International Centres for Economics and Related Disciplines
1
Umeå Universitet / Institutionen för Nationalekonomi
1
Universitat Pompeu Fabra / Departament d'Economia i Empresa
1
University of Chicago / Graduate School of Business
1
University of Chicago / Graduate School of Business / Department of Economics
1
University of Waterloo / Department of Economics
1
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
1
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Journal of econometrics
52
Econometric theory
35
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
26
Economics letters
21
Discussion paper / Tinbergen Institute
19
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Econometric reviews
15
The econometrics journal
15
Finance research letters
13
International journal of forecasting
13
Journal of empirical finance
13
CREATES research paper
12
Journal of risk
12
International journal of economics and financial issues : IJEFI
11
Journal of financial econometrics : official journal of the Society for Financial Econometrics
11
Journal of forecasting
11
Applied economics
10
Journal of time series econometrics
10
The North American journal of economics and finance : a journal of financial economics studies
10
CORE discussion papers : DP
9
Economic modelling
9
Journal of banking & finance
9
Journal of risk and financial management : JRFM
9
Série des documents de travail / Centre de Recherche en Économie et Statistique
9
Econometrics : open access journal
8
Journal of financial econometrics
8
Applied economics letters
7
Computational economics
7
Journal of mathematical finance
7
The journal of risk model validation
7
International Journal of Energy Economics and Policy : IJEEP
6
Annals of financial economics
5
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
The European journal of finance
5
Working paper series
5
Working papers
5
CBN journal of applied statistics
4
Discussion paper / Centre for Economic Forecasting
4
Discussion paper / Department of Economics, University of California San Diego
4
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ECONIS (ZBW)
1,050
EconStor
1
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1011
A Tobit model with GARCH errors
Calzolari, Giorgio
;
Fiorentini, Gabriele
-
1997
-
1. ed
Persistent link: https://www.econbiz.de/10000960186
Saved in:
1012
ARCH models and financial applications
Gouriéroux, Christian
-
1997
Persistent link: https://www.econbiz.de/10011519880
Saved in:
1013
[Rezension von: ARCH, Robert F. Engle (ed.)]
Bos, Jan Willem
- In:
De economist : Netherlands economic review ; quarterly …
145
(
1997
)
2
,
pp. 278-279
Persistent link: https://www.econbiz.de/10001349407
Saved in:
1014
Properties of moments of a family of GARCH processes
He, Changli
;
Teräsvirta, Timo
-
1997
Persistent link: https://www.econbiz.de/10000971355
Saved in:
1015
Efficient estimation in semiparametric GARCH models
Drost, Feike C.
;
Klaassen, Chris A.
-
1996
Persistent link: https://www.econbiz.de/10000933993
Saved in:
1016
Robust semiparametric estimation in the presence of heterogeneity of unknown form
Hodgson, Douglas J.
-
1996
Persistent link: https://www.econbiz.de/10000945386
Saved in:
1017
Testing for GARCH effects : a one-sided approach
Dēmos, Antōnēs A.
;
Sentana, Enrique
-
1996
Persistent link: https://www.econbiz.de/10000948472
Saved in:
1018
Modelling long memory in stock market volatility : a fractionally integrated generalised arch approach
Psaradakis, Zacharias
;
Sola, Martin
-
1995
Persistent link: https://www.econbiz.de/10000151421
Saved in:
1019
Dan Nelson remembered
Bollerslev, Tim
- In:
Journal of business & economic statistics : JBES ; a …
13
(
1995
)
4
,
pp. 361-364
Persistent link: https://www.econbiz.de/10001190316
Saved in:
1020
Analytic derivatives and the computation of GARCH estimates
Fiorentini, Gabriele
;
Calzolari, Giorgio
;
Panattoni, Lorenzo
-
1995
Persistent link: https://www.econbiz.de/10000924232
Saved in:
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