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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
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2,581
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2,231
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2,231
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2,186
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2,186
Aktienmarkt
1,971
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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
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1,004
GARCH
931
USA
930
United States
924
Exchange rate
921
Wechselkurs
921
Welt
841
World
841
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803
Korrelation
802
Oil price
705
Ölpreis
705
Portfolio selection
664
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Aktienindex
612
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612
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558
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415
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296
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Article
606
Book / Working Paper
440
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583
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583
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202
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201
Graue Literatur
188
Non-commercial literature
188
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10
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4
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1,044
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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
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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951
Stationarity and memory of ARCH(∞) models
Zaffaroni, Paolo
- In:
Econometric theory
20
(
2004
)
1
,
pp. 147-160
Persistent link: https://www.econbiz.de/10001904870
Saved in:
952
Simultaneously modeling conditional heteroskedasticity and scale change
Feng, Yuanhua
- In:
Econometric theory
20
(
2004
)
3
,
pp. 563-596
Persistent link: https://www.econbiz.de/10002068275
Saved in:
953
Asymptotic normality of the QMLE estimator of ARCH in the nonstationary case
Jensen, Søren Tolver
;
Rahbek, Anders
- In:
Econometrica : journal of the Econometric Society, an …
72
(
2004
)
2
,
pp. 641-646
Persistent link: https://www.econbiz.de/10001978054
Saved in:
954
Tail index estimation in small samples : simulation results for independent and ARCH-type financial return models
Wagner, Niklas F.
;
Marsh, Terry Alan
- In:
Statistical papers
45
(
2004
)
4
,
pp. 545-561
Persistent link: https://www.econbiz.de/10002228146
Saved in:
955
Asymptotic inference for nonstationary GARCH
Jensen, Søren Tolver
;
Rahbek, Anders
- In:
Econometric theory
20
(
2004
)
6
,
pp. 1203-1226
Persistent link: https://www.econbiz.de/10002424931
Saved in:
956
Advances in the specification and the estimation of multivariate GARCH models
Rombouts, Jeroen V. K.
-
2004
Persistent link: https://www.econbiz.de/10002362723
Saved in:
957
Constrained indirect estimation
Calzolari, Giorgio
;
Fiorentini, Gabriele
- In:
The review of economic studies
71
(
2004
)
4
,
pp. 945-973
Persistent link: https://www.econbiz.de/10002377654
Saved in:
958
Three essays on modeling conditional correlation
Sheppard, Kevin
-
2004
Persistent link: https://www.econbiz.de/10003550225
Saved in:
959
Likelihood-based estimation of latent general ARCH structures
Fiorentini, Gabriele
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10003179153
Saved in:
960
Asymptotics for GARCH squared residual correlations
Berkes, István
;
Horváth, Lajos
;
Kokoszka, Piotr
- In:
Econometric theory
19
(
2003
)
4
,
pp. 515-540
Persistent link: https://www.econbiz.de/10001777176
Saved in:
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