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~subject:"Schätztheorie"
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Search: subject:"Conditional heteroscedasticity"
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Schätztheorie
ARCH-Modell
10,193
ARCH model
10,192
Volatilität
6,211
Volatility
6,209
Estimation
2,892
Schätzung
2,891
Theorie
2,582
Theory
2,581
Capital income
2,231
Kapitaleinkommen
2,231
Börsenkurs
2,186
Share price
2,186
Aktienmarkt
1,971
Stock market
1,971
Zeitreihenanalyse
1,782
Time series analysis
1,778
Prognoseverfahren
1,720
Forecasting model
1,719
Estimation theory
1,045
Spillover effect
1,034
Spillover-Effekt
1,034
Risikomaß
1,004
Risk measure
1,004
GARCH
931
USA
930
United States
924
Exchange rate
921
Wechselkurs
921
Welt
841
World
841
Correlation
803
Korrelation
802
Oil price
705
Ölpreis
705
Portfolio selection
664
Portfolio-Management
664
Aktienindex
612
Stock index
612
Financial market
558
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Free
415
Undetermined
296
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Article
606
Book / Working Paper
440
Type of publication (narrower categories)
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Article in journal
583
Aufsatz in Zeitschrift
583
Working Paper
202
Arbeitspapier
201
Graue Literatur
188
Non-commercial literature
188
Aufsatz im Buch
21
Book section
21
Hochschulschrift
16
Thesis
10
Collection of articles written by one author
4
Sammlung
4
Conference paper
3
Konferenzbeitrag
3
Bibliografie enthalten
2
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2
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1
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1
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English
1,044
German
1
French
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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Published in...
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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
The econometrics journal
15
Econometric reviews
14
International journal of forecasting
13
Journal of empirical finance
13
CREATES research paper
12
Finance research letters
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
Journal of mathematical finance
7
The journal of risk model validation
7
Computational economics
6
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)
1,045
EconStor
1
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1,031
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1031
Arch models
Bollerslev, Tim
;
Engle, Robert F.
;
Nelson, Daniel B.
-
1993
Persistent link: https://www.econbiz.de/10000878183
Saved in:
1032
Estimation of a game-theoretic model of learning : an autoregressive conditional heteroskedasticity approach
Broseta, Bruno
-
1993
Persistent link: https://www.econbiz.de/10000878865
Saved in:
1033
Autoregressive
conditional
heteroscedasticity
and theories of inflation
Bairam, Erkin İbrahim
- In:
Rivista internazionale di scienze economiche e …
40
(
1993
)
2
,
pp. 119-126
Persistent link: https://www.econbiz.de/10001140535
Saved in:
1034
GARCH effects on a test of cointegration
Franses, Philip Hans
;
Kofman, Paul
;
Moser, James T.
-
1993
Persistent link: https://www.econbiz.de/10000893748
Saved in:
1035
GARCH effects on a test of cointegration
Franses, Philip H.
;
Kofman, Paul
;
Moser, James
-
1992
Persistent link: https://www.econbiz.de/10000122460
Saved in:
1036
On asymptotically efficient estimation of conditional heteroskedasticity models
Wirjanto, Tony S.
-
1992
-
Rev. version
Persistent link: https://www.econbiz.de/10000898935
Saved in:
1037
Autoregressive
conditional
heteroscedasticity
and USA inflation
Bairam, Erkin İbrahim
-
1992
Persistent link: https://www.econbiz.de/10000836507
Saved in:
1038
Autoregressive conditional density estimation
Hansen, Bruce E.
-
1992
Persistent link: https://www.econbiz.de/10000840704
Saved in:
1039
Inflation level and uncertainty : evidence using Brazilian data
Issler, João Victor
- In:
Revista brasileira de economia : RBE ; revista da …
45
(
1991
)
3
,
pp. 473-482
Persistent link: https://www.econbiz.de/10001119750
Saved in:
1040
Quadrature-based methods for obtaining approximate solutions to nonlinear asset pricing models
Tauchen, George Eugene
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
2
,
pp. 371-396
Persistent link: https://www.econbiz.de/10001101891
Saved in:
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