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~subject:"Zeitreihenanalyse"
~type_genre:"Arbeitspapier"
~type_genre:"Thesis"
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Search: subject:"GARCH"
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Zeitreihenanalyse
ARCH model
1,777
ARCH-Modell
1,777
Volatilität
892
Volatility
891
Theorie
665
Theory
665
Estimation
490
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490
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417
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278
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278
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273
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273
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260
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260
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235
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232
Estimation theory
227
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227
Aktienmarkt
178
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177
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158
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158
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136
GARCH
136
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136
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126
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126
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122
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122
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120
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120
Stochastischer Prozess
118
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117
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115
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114
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112
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112
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109
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325
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3
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419
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1,093
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1,093
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404
Graue Literatur
374
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374
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40
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36
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36
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10
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10
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7
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6
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5
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5
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2
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410
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10
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McAleer, Michael
33
Teräsvirta, Timo
12
Koopman, Siem Jan
10
Lütkepohl, Helmut
10
Bauwens, Luc
9
Caporin, Massimiliano
9
Rombouts, Jeroen V. K.
9
Lucas, André
8
Nielsen, Morten Ørregaard
8
Gupta, Rangan
7
Hansen, Peter Reinhard
7
Medeiros, Marcelo C.
7
Saikkonen, Pentti
7
Allen, David E.
6
Chang, Chia-Lin
6
Conrad, Christian
6
Dijk, Dick van
6
Hallin, Marc
6
Härdle, Wolfgang
6
Silvennoinen, Annastiina
6
Caporale, Guglielmo Maria
5
Feng, Yuanhua
5
Hafner, Christian M.
5
Krämer, Walter
5
Lux, Thomas
5
Mittnik, Stefan
5
Rahbek, Anders
5
Shephard, Neil G.
5
Blasques, Francisco
4
Carnero, M. Angeles
4
Cavaliere, Giuseppe
4
Chen, Xiaohong
4
Christensen, Bent Jesper
4
Gonçalves, Sílvia
4
Grassi, Stefano
4
Harvey, Andrew C.
4
Kilian, Lutz
4
Klüppelberg, Claudia
4
Meitz, Mika
4
Ooms, Marius
4
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Centre for Analytical Finance <Århus>
5
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
5
Econometrisch Instituut <Rotterdam>
2
Escola de Pós-Graduação em Economia <Rio de Janeiro>
2
University of Canterbury / Dept. of Economics and Finance
2
William Davidson Institute <Ann Arbor, Mich.>
2
Center for Economic Research <Tilburg>
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Ekonomiska forskningsinstitutet <Stockholm>
1
European University Institute / Department of Economics
1
Konjunkturinstitutet <Stockholm>
1
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
1
Shakai-Keizai-Kenkyūsho <Osaka>
1
Springer Fachmedien Wiesbaden
1
University of Strathclyde / Department of Economics
1
Université de Montréal / Département de sciences économiques
1
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Discussion paper / Tinbergen Institute
44
CREATES research paper
19
Working paper
18
Econometric Institute research papers
15
CORE discussion papers : DP
8
ECARES working paper
8
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
8
CESifo working papers
7
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
7
Working paper series
7
Working papers
7
Discussion papers / Deutsches Institut für Wirtschaftsforschung
6
SFB 649 discussion paper
6
Discussion papers of interdisciplinary research project 373
5
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
5
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
5
CORE discussion paper : DP
4
Department of Economics discussion paper series / University of Oxford
4
Discussion paper / Center for Economic Research, Tilburg University
4
Discussion paper series
4
Discussion papers / Department of Economics, University of Copenhagen
4
Finmap working paper
4
IWQW discussion paper series
4
Queen's Economics Department working paper
4
SSE EFI working paper series in economics and finance
4
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
4
CFS working paper series
3
Cambridge working papers in economics
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
3
Economics and finance working paper series
3
Economics discussion papers
3
IES working paper
3
LSF research working paper series
3
Research paper series / Swiss Finance Institute
3
Umeå economic studies
3
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
2
CAMA working paper series
2
CEMMAP working papers / Centre for Microdata Methods and Practice
2
CIE working paper series
2
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Source
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ECONIS (ZBW)
419
Showing
411
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419
of
419
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date (oldest first)
411
Asymptotic filtering theory for multivariate ARCH models
Nelson, Daniel B.
-
1994
Persistent link: https://www.econbiz.de/10000920888
Saved in:
412
Nonstationarity in
GARCH
models : a Bayesian analysis
Kleibergen, Frank
;
Dijk, Herman K. van
-
1993
Persistent link: https://www.econbiz.de/10000122477
Saved in:
413
Autoregressive conditional heteroscedasticity and USA inflation
Bairam, Erkin İbrahim
-
1992
Persistent link: https://www.econbiz.de/10000836507
Saved in:
414
GARCH
effects on a test of cointegration
Franses, Philip H.
;
Kofman, Paul
;
Moser, James
-
1992
Persistent link: https://www.econbiz.de/10000122460
Saved in:
415
Temporal aggregation of
GARCH
processes
Drost, Feike C.
;
Nijman, Theodore E.
-
1992
-
Rev
Persistent link: https://www.econbiz.de/10000847144
Saved in:
416
Filtering and forecasting with misspecified ARCH models II : making the right forecast with the wrong model
Nelson, Daniel B.
;
Foster, Dean P.
-
1992
Persistent link: https://www.econbiz.de/10000849719
Saved in:
417
Temporal aggregation of
GARCH
processes
Drost, Feike C.
;
Nijman, Theodore E.
-
1990
Persistent link: https://www.econbiz.de/10000801756
Saved in:
418
Forecasting stock market volatility and the informational efficiency of the DAX-index options market
Claessen, Holger
-
1996
Persistent link: https://www.econbiz.de/10001410584
Saved in:
419
Nonlinearities and risk premia in daily dollar-mark exchange rate movements
Schmidt, Roland
-
1992
Persistent link: https://www.econbiz.de/10013276320
Saved in:
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