//--> //--> //--> //-->
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
~subject:"Theory"
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:"Conditional heteroscedasticity"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theory
ARCH-Modell
10,347
ARCH model
10,346
Volatilität
6,339
Volatility
6,337
Estimation
2,928
Schätzung
2,927
Theorie
2,614
Capital income
2,275
Kapitaleinkommen
2,275
Börsenkurs
2,238
Share price
2,238
Aktienmarkt
2,011
Stock market
2,011
Zeitreihenanalyse
1,793
Time series analysis
1,789
Prognoseverfahren
1,775
Forecasting model
1,774
Spillover effect
1,062
Spillover-Effekt
1,062
Schätztheorie
1,054
Estimation theory
1,053
Risikomaß
1,022
Risk measure
1,022
GARCH
950
USA
934
Exchange rate
928
United States
928
Wechselkurs
928
Welt
869
World
869
Correlation
812
Korrelation
811
Oil price
728
Ölpreis
728
Portfolio selection
683
Portfolio-Management
683
Aktienindex
623
Stock index
623
Financial market
569
more ...
less ...
Online availability
All
Free
885
Undetermined
660
Type of publication
All
Article
1,555
Book / Working Paper
1,058
Type of publication (narrower categories)
All
Article in journal
1,467
Aufsatz in Zeitschrift
1,467
Graue Literatur
592
Non-commercial literature
592
Arbeitspapier
566
Working Paper
566
Aufsatz im Buch
86
Book section
86
Hochschulschrift
71
Thesis
61
Collection of articles written by one author
13
Sammlung
13
Collection of articles of several authors
10
Sammelwerk
10
Bibliografie enthalten
9
Bibliography included
9
Lehrbuch
8
Systematic review
8
Übersichtsarbeit
8
Conference paper
7
Konferenzbeitrag
7
Textbook
7
Aufsatzsammlung
4
Konferenzschrift
4
Forschungsbericht
3
Amtsdruckschrift
2
Conference proceedings
2
Government document
2
Biografie
1
Biography
1
Case study
1
Fallstudie
1
Festschrift
1
Handbook
1
Handbuch
1
Rezension
1
more ...
less ...
Language
All
English
2,564
German
35
Spanish
6
French
5
Polish
2
Portuguese
2
Italian
1
Chinese
1
more ...
less ...
Author
All
McAleer, Michael
50
Bauwens, Luc
32
Hafner, Christian M.
30
Herwartz, Helmut
29
Caporin, Massimiliano
24
Laurent, Sébastien
24
Engle, Robert F.
23
Paolella, Marc S.
23
Mittnik, Stefan
19
Rombouts, Jeroen V. K.
18
Teräsvirta, Timo
18
Francq, Christian
17
Zakoïan, Jean-Michel
17
Jondeau, Eric
16
Saikkonen, Pentti
16
Linton, Oliver
15
Asai, Manabu
14
Bollerslev, Tim
14
Conrad, Christian
14
Gupta, Rangan
14
Karanasos, Menelaos
14
Koopman, Siem Jan
14
Rockinger, Michael
14
Brooks, Chris
13
He, Changli
13
Chen, Cathy W. S.
12
Haas, Markus
12
Ledoit, Olivier
12
Lucas, André
12
Ruiz, Esther
12
Christoffersen, Peter F.
11
Feng, Yuanhua
11
Härdle, Wolfgang
11
Lütkepohl, Helmut
11
Wolf, Michael
11
Xu, Yongdeng
11
Chang, Chia-Lin
10
Diebold, Francis X.
10
Dijk, Herman K. van
10
Gonçalves, Sílvia
10
more ...
less ...
Institution
All
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
11
Ekonomiska forskningsinstitutet <Stockholm>
8
National Bureau of Economic Research
8
Centre for Analytical Finance <Århus>
6
Shakai-Keizai-Kenkyūsho <Osaka>
5
Econometrisch Instituut <Rotterdam>
3
European University Institute / Department of Economics
3
Instituto Valenciano de Investigaciones Económicas
3
Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
1
Brown University / Department of Economics
1
Center for Economic Research <Tilburg>
1
Centre for Quantitative Economics & Computing
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Deutschland / Bundesministerium für Wirtschaft
1
Deutschland <Bundesrepublik> / Auswärtiges Amt
1
Deutschland <Bundesrepublik> / Bundesminister der Finanzen
1
Deutschland <Bundesrepublik> / Bundesminister für den Marshallplan
1
Erasmus Research Institute of Management
1
Fachhochschule Stralsund / Fachbereich Wirtschaft
1
Federal Reserve Bank of San Francisco
1
HFDF <2, 1998, Zürich>
1
International Center for Financial Asset Management and Engineering
1
International Workshop on Statistics and Finance <1999, Hongkong>
1
Konjunkturinstitutet <Stockholm>
1
National Institute of Economic and Social Research
1
Robert Schuman Centre for Advanced Studies
1
Springer Fachmedien Wiesbaden
1
Taylor and Francis.
1
University of Canterbury / Dept. of Economics and Finance
1
Universität Bremen / Fachbereich Wirtschaftswissenschaft
1
Université de Genève / Institut de hautes études internationales
1
Université de Montréal / Département de sciences économiques
1
Westfälische Wilhelms-Universität Münster
1
more ...
less ...
Published in...
All
Journal of econometrics
56
Journal of empirical finance
52
International journal of forecasting
44
Journal of forecasting
39
Applied economics
38
Finance research letters
38
Econometric theory
37
Discussion paper / Tinbergen Institute
35
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
33
Economics letters
32
Journal of banking & finance
32
The European journal of finance
31
Journal of financial econometrics : official journal of the Society for Financial Econometrics
28
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
28
International review of financial analysis
27
Econometric reviews
26
Economic modelling
26
Working paper
24
International review of economics & finance : IREF
23
Journal of applied econometrics
23
Energy economics
21
The North American journal of economics and finance : a journal of financial economics studies
20
The econometrics journal
20
Journal of international financial markets, institutions & money
19
Applied economics letters
18
Computational economics
18
Quantitative finance
18
Journal of financial econometrics
17
Journal of risk and financial management : JRFM
17
CORE discussion paper : DP
16
Journal of economic dynamics & control
16
Risks : open access journal
16
Applied financial economics
15
Research in international business and finance
15
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
14
Econometric Institute research papers
14
Journal of international money and finance
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
International journal of finance & economics : IJFE
12
SSE EFI working paper series in economics and finance
12
more ...
less ...
Source
All
ECONIS (ZBW)
2,613
Showing
2,571
-
2,580
of
2,613
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
2571
Die Messung von Risiken in makroökonomischen Variablen
Seppelfricke, Peter
-
1995
Persistent link: https://www.econbiz.de/10000549303
Saved in:
2572
Adaptive testing in ARCH models
Linton, Oliver B.
;
Steigerwald, Douglas G.
-
1995
Persistent link: https://www.econbiz.de/10000585298
Saved in:
2573
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:
2574
Modelling the asymmetry of stock market volatility
Henry, Ólan Thomas John
-
1995
Persistent link: https://www.econbiz.de/10000921523
Saved in:
2575
Analytic derivatives and the computation of GARCH estimates
Fiorentini, Gabriele
;
Calzolari, Giorgio
;
Panattoni, Lorenzo
-
1995
Persistent link: https://www.econbiz.de/10000924232
Saved in:
2576
Forecasting the frequency of changes in quoted foreign exchange prices with the autoregressive conditional duration model
Engle, Robert F.
;
Russell, Jeffrey R.
-
1995
Persistent link: https://www.econbiz.de/10000929607
Saved in:
2577
Evaluating the predictive accuracy of volatility models
López, José A.
-
1995
Persistent link: https://www.econbiz.de/10000945422
Saved in:
2578
The effect of non-normal disturbances and conditional heteroskedasticity on multiple cointegration tests
Silvapulle, Paramsothy
-
1995
Persistent link: https://www.econbiz.de/10000947718
Saved in:
2579
Modelling UK inflation uncertainty : the impact of news and the relationship with inflation
Joyce, Michael A. S.
-
1995
Persistent link: https://www.econbiz.de/10000907418
Saved in:
2580
Fractionally integrated models with ARCH errors
Hauser, Michael A.
;
Kunst, Robert M.
-
1994
Persistent link: https://www.econbiz.de/10000882159
Saved in:
First
Prev
253
254
255
256
257
258
259
260
261
262
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->