//--> //--> //-->
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
~institution:"Centre for Analytical Finance <Århus>"
~person:"Hansen, Peter Reinhard"
~person:"Nielsen, Morten Ørregaard"
~person:"Sucarrat, Genaro"
~subject:"Aktienmarkt"
~subject:"Time series analysis"
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
Term structures of implied vol...
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Aktienmarkt
Time series analysis
Volatility
2
Volatilität
2
1999-2000
1
ARCH model
1
ARCH-Modell
1
Heteroscedasticity
1
Heteroskedastizität
1
Statistical test
1
Statistischer Test
1
Theorie
1
Theory
1
USA
1
United States
1
Zeitreihenanalyse
1
more ...
less ...
Type of publication
All
Book / Working Paper
1
Type of publication (narrower categories)
All
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
1
Author
All
Hansen, Peter Reinhard
Nielsen, Morten Ørregaard
Sucarrat, Genaro
Brunetti, Celso
1
Christiansen, Charlotte
1
Lunde, Asger
1
Myhre Lildholt, Peter
1
Sponholtz, Carina
1
Institution
All
Centre for Analytical Finance <Århus>
Brown University / Department of Economics
1
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A comparison of volatility models : does anything beat a GARCH(1,1)?
Hansen, Peter Reinhard
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563856
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->