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>"
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
Is CAViaR model really so good...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation theory
12
Schätztheorie
12
Theorie
11
Theory
11
ARCH model
10
ARCH-Modell
10
Time series analysis
6
Zeitreihenanalyse
6
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Volatility
4
Volatilität
4
Estimation
3
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Schätzung
3
Core
2
Heteroscedasticity
2
Heteroskedastizität
2
Interest rate
2
Option pricing theory
2
Optionspreistheorie
2
Zins
2
1999-2000
1
Analysis of variance
1
Bayes-Statistik
1
Bayesian inference
1
Bias
1
Bond market
1
CAPM
1
Capital income
1
Currency option
1
Devisenoption
1
Einheitswurzeltest
1
Financial economics
1
Induktive Statistik
1
Kapitaleinkommen
1
Kapitalmarkttheorie
1
Market microstructure
1
Markov chain
1
more ...
less ...
Type of publication
All
Book / Working Paper
22
Type of publication (narrower categories)
All
Arbeitspapier
20
Graue Literatur
20
Non-commercial literature
20
Working Paper
20
Language
All
English
22
Author
All
Lunde, Asger
3
Sørensen, Michael
3
Barndorff-Nielsen, Ole E.
2
Christiansen, Charlotte
2
Hansen, Peter Reinhard
2
Koulikov, Dmitri
2
Nielsen, Jens Perch
2
Rahbek, Anders
2
Shephard, Neil G.
2
Tanggaard, Carsten
2
Bladt, Mogens
1
Busch, Thomas
1
Christensen, Bent Jesper
1
Jensen, Morten Berg
1
Jones, M. C.
1
Kelly, Leah
1
Kristensen, Dennis
1
Myhre Lildholt, Peter
1
Platen, Eckhard
1
Poulsen, Rolf
1
Schmid, Wolfgang
1
Stegenborg Larsen, Kristian
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Helle
1
Tolver Jensen, Søren
1
Tzotchev, Dobromir
1
Ørregaard Nielsen, Morten
1
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
National Bureau of Economic Research
453
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
148
Ekonomiska forskningsinstitutet <Stockholm>
53
European University Institute / Department of Economics
29
Umeå universitet
26
OECD
23
University of New England / Department of Econometrics
23
Center for Economic Research <Tilburg>
21
HAL
20
Econometrisch Instituut <Rotterdam>
18
Centre for Microdata Methods and Practice <London>
17
Centre for Quantitative Economics & Computing
16
Deutsche Forschungsgemeinschaft
16
London School of Economics and Political Science
16
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
14
University of Exeter / Department of Economics
14
University of Canterbury / Dept. of Economics and Finance
13
Springer Fachmedien Wiesbaden
12
Universität Basel / Institut für Statistik und Ökonometrie
12
Escola de Pós-Graduação em Economia <Rio de Janeiro>
11
Federal Reserve System / Division of Research and Statistics
11
Institut für Weltwirtschaft
11
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
11
Organisation for Economic Co-operation and Development
11
Birkbeck College / Department of Economics
10
International Energy Agency
10
University of Chicago / Graduate School of Business
10
Forschungsinstitut zur Zukunft der Arbeit
9
International Monetary Fund (IMF)
9
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
9
Umeå Universitet / Institutionen för Nationalekonomi
9
University of Western Australia / Department of Economics
9
Instituto Valenciano de Investigaciones Económicas
8
Shakai-Keizai-Kenkyūsho <Osaka>
8
State University of New York at Albany / Department of Economics
8
Universitetet i Oslo / Økonomisk institutt
8
Europäische Kommission / Statistisches Amt
7
Federal Reserve Bank of San Francisco
7
Institut für Schweizerisches Bankwesen <Zürich>
7
more ...
less ...
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
22
Source
All
ECONIS (ZBW)
22
Showing
1
-
10
of
22
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Long memory ARCH models : specification and quasi-maximum likelihood estimation
Koulikov, Dmitri
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851132
Saved in:
2
Asymptotics of the QMLE for a class of ARCH(q) models
Kristensen, Dennis
(
contributor
);
Rahbek, Anders
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702284
Saved in:
3
Estimation of GARCH models based on open, close, high, and low prices
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719178
Saved in:
4
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
5
Non-stationary and no moments asymptotics for the ARCH model
Tolver Jensen, Søren
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709225
Saved in:
6
Modeling sequences of long memory non-negative covariance stationary random variables
Koulikov, Dmitri
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001793903
Saved in:
7
Volatility-spillover effects in European bond markets
Christiansen, Charlotte
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001838842
Saved in:
8
A robust LR test for the GARCH model
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002069045
Saved in:
9
The NIG-S&ARCH model : a fat tailed, stochastic, and autoregressive conditional heteroskedastic volatility model
Jensen, Morten Berg
(
contributor
);
Lunde, Asger
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563855
Saved in:
10
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:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
