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~subject:"Zeitreihenanalyse"
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Search: subject:"GARCH"
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Zeitreihenanalyse
ARCH-Modell
10,430
ARCH model
10,330
Volatility
6,829
Volatilität
6,700
Schätzung
3,098
Estimation
3,063
Theorie
2,804
Theory
2,757
Börsenkurs
2,438
GARCH
2,435
Share price
2,409
Kapitaleinkommen
2,393
Capital income
2,389
Aktienmarkt
2,185
Stock market
2,185
Prognoseverfahren
1,853
Time series analysis
1,842
Forecasting model
1,833
Spillover-Effekt
1,161
Spillover effect
1,156
Schätztheorie
1,088
Estimation theory
1,081
Risikomaß
1,061
Risk measure
1,058
USA
1,034
Exchange rate
1,013
Wechselkurs
1,003
United States
1,000
Welt
993
World
985
Correlation
854
Korrelation
853
Oil price
796
Ölpreis
790
Portfolio selection
756
Portfolio-Management
756
Aktienindex
659
Stock index
651
Risk
624
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Free
702
Undetermined
603
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Article
1,130
Book / Working Paper
730
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Article in journal
1,093
Aufsatz in Zeitschrift
1,093
Working Paper
404
Arbeitspapier
390
Graue Literatur
374
Non-commercial literature
374
Hochschulschrift
40
Aufsatz im Buch
36
Book section
36
Thesis
30
Collection of articles of several authors
10
Sammelwerk
10
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8
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7
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7
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7
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6
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5
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5
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4
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4
Forschungsbericht
2
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2
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2
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2
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2
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2
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1
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1
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1
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1
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1
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English
1,844
German
15
Italian
1
Spanish
1
Author
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McAleer, Michael
55
Teräsvirta, Timo
29
Caporin, Massimiliano
22
Lütkepohl, Helmut
20
Koopman, Siem Jan
17
Gupta, Rangan
16
Bauwens, Luc
15
Chang, Chia-Lin
14
Hafner, Christian M.
14
Lucas, André
14
Hansen, Peter Reinhard
13
Medeiros, Marcelo C.
13
Huang, Zhuo
12
Saikkonen, Pentti
12
Allen, David E.
11
Conrad, Christian
11
Engle, Robert F.
11
Francq, Christian
11
Hallin, Marc
11
Nielsen, Morten Ørregaard
11
Rombouts, Jeroen V. K.
11
Silvennoinen, Annastiina
11
Li, Wai Keung
10
Nelson, Daniel B.
10
Rahbek, Anders
10
Ruiz, Esther
10
Blazsek, Szabolcs
9
Chen, Xiaohong
9
Dijk, Dick van
9
Kumar, Dilip
9
Meitz, Mika
9
Asai, Manabu
8
Blasques, Francisco
8
Caporale, Guglielmo Maria
8
Gonçalves, Sílvia
8
Harvey, Andrew C.
8
Lux, Thomas
8
Shephard, Neil G.
8
Ardia, David
7
Carnero, M. Angeles
7
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Institution
All
Centre for Analytical Finance <Århus>
5
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
5
Ekonomiska forskningsinstitutet <Stockholm>
3
Econometrisch Instituut <Rotterdam>
2
Escola de Pós-Graduação em Economia <Rio de Janeiro>
2
National Bureau of Economic Research
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
European University Institute / Department of Economics
1
Fachhochschule Stralsund / Fachbereich Wirtschaft
1
Gottfried Wilhelm Leibniz Universität Hannover
1
Institut für Schweizerisches Bankwesen <Zürich>
1
International Center for Financial Asset Management and Engineering
1
International Workshop on Statistics and Finance <1999, Hongkong>
1
Konjunkturinstitutet <Stockholm>
1
Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
1
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
1
Shakai-Keizai-Kenkyūsho <Osaka>
1
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
1
Springer Fachmedien Wiesbaden
1
Suntory and Toyota International Centres for Economics and Related Disciplines
1
Taylor and Francis.
1
University of Chicago / Graduate School of Business
1
University of Chicago / Graduate School of Business / Department of Economics
1
University of Strathclyde / Department of Economics
1
Université de Montréal / Département de sciences économiques
1
Westfälische Wilhelms-Universität Münster
1
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Published in...
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Discussion paper / Tinbergen Institute
44
Journal of econometrics
43
Journal of empirical finance
37
Economic modelling
34
Energy economics
31
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
31
Economics letters
30
International journal of forecasting
30
Applied economics
29
Finance research letters
29
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
23
The North American journal of economics and finance : a journal of financial economics studies
21
CREATES research paper
19
International review of financial analysis
19
Journal of financial econometrics : official journal of the Society for Financial Econometrics
18
Journal of forecasting
18
Working paper
18
Journal of risk and financial management : JRFM
17
Research in international business and finance
17
Econometric Institute research papers
15
Econometric reviews
15
International review of economics & finance : IREF
15
Computational economics
14
Econometrics : open access journal
14
International Journal of Energy Economics and Policy : IJEEP
14
Journal of banking & finance
14
Journal of financial econometrics
13
Journal of time series econometrics
13
The econometrics journal
13
International journal of economics and financial issues : IJEFI
12
Journal of international financial markets, institutions & money
11
Journal of risk
11
Applied financial economics
10
Econometric theory
10
International journal of economics and finance
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
CORE discussion papers : DP
8
ECARES working paper
8
International journal of finance & economics : IJFE
8
The European journal of finance
8
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Source
All
ECONIS (ZBW)
1,841
EconStor
14
USB Cologne (business full texts)
3
BASE
1
USB Cologne (EcoSocSci)
1
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1831
Structural breaks and
GARCH
modelling
Hall, Stephen G.
;
Sola, Martin
-
1993
Persistent link: https://www.econbiz.de/10000142698
Saved in:
1832
Non-stationarity in
Garch
models : a Bayesian analysis
Kleibergen, F.
;
Dijk, H. K. van
-
1993
Persistent link: https://www.econbiz.de/10000122423
Saved in:
1833
Nonstationarity in
GARCH
models : a Bayesian analysis
Kleibergen, Frank
;
Dijk, Herman K. van
-
1993
Persistent link: https://www.econbiz.de/10000122477
Saved in:
1834
ARCH models
Bollerslev, Tim
;
Engle, Robert F.
;
Nelson, Daniel B.
-
1993
Persistent link: https://www.econbiz.de/10000899195
Saved in:
1835
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:
1836
Autoregressive conditional heteroscedasticity and USA inflation
Bairam, Erkin İbrahim
-
1992
Persistent link: https://www.econbiz.de/10000836507
Saved in:
1837
GARCH
effects on a test of cointegration
Franses, Philip H.
;
Kofman, Paul
;
Moser, James
-
1992
Persistent link: https://www.econbiz.de/10000122460
Saved in:
1838
Temporal aggregation of
GARCH
processes
Drost, Feike C.
;
Nijman, Theodore E.
-
1992
-
Rev
Persistent link: https://www.econbiz.de/10000847144
Saved in:
1839
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:
1840
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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