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~subject:"Schätztheorie"
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Search: subject:"Conditional heteroscedasticity"
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Schätztheorie
ARCH-Modell
10,181
ARCH model
10,180
Volatilität
6,201
Volatility
6,199
Estimation
2,890
Schätzung
2,889
Theorie
2,578
Theory
2,577
Capital income
2,227
Kapitaleinkommen
2,227
Börsenkurs
2,186
Share price
2,186
Aktienmarkt
1,968
Stock market
1,968
Zeitreihenanalyse
1,779
Time series analysis
1,775
Prognoseverfahren
1,714
Forecasting model
1,713
Estimation theory
1,044
Spillover effect
1,030
Spillover-Effekt
1,030
Risikomaß
1,001
Risk measure
1,001
GARCH
931
USA
930
United States
924
Exchange rate
921
Wechselkurs
921
Welt
836
World
836
Correlation
803
Korrelation
802
Oil price
704
Ölpreis
704
Portfolio selection
661
Portfolio-Management
661
Aktienindex
612
Stock index
612
Financial market
558
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Free
415
Undetermined
295
Type of publication
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Article
605
Book / Working Paper
440
Type of publication (narrower categories)
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Article in journal
582
Aufsatz in Zeitschrift
582
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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English
1,043
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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Institution
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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
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
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
4
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ECONIS (ZBW)
1,044
EconStor
1
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1,041
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1041
A local scale model : an unobserved component alternative to integrated garch processes
Shephard, Neil G.
-
1990
Persistent link: https://www.econbiz.de/10000804115
Saved in:
1042
Filtering and forecasting with misspecified ARCH models I : getting the right variance with the wrong model
Nelson, Daniel B.
-
1990
Persistent link: https://www.econbiz.de/10000811128
Saved in:
1043
Modeling heteroscedasticity in daily foreign-exchange rates
Hsieh, David A.
- In:
Journal of business & economic statistics : JBES ; a …
7
(
1989
)
3
,
pp. 307-317
Persistent link: https://www.econbiz.de/10001069384
Saved in:
1044
Conditional
heteroscedasticity
in the market model and efficient estimates of betas
Bera, Anil K.
- In:
The financial review : the official publication of the …
23
(
1988
)
2
,
pp. 201-214
Persistent link: https://www.econbiz.de/10001061436
Saved in:
1045
An examination of the robustness of the weekend effect
Connolly, Robert A.
- In:
Journal of financial and quantitative analysis : JFQA
24
(
1989
)
2
,
pp. 133-169
Persistent link: https://www.econbiz.de/10001067243
Saved in:
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