//--> //--> //-->
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:"Instituto Valenciano de Investigaciones Económicas"
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
Selecting the order of an ARCH...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
ARCH model
6
ARCH-Modell
6
Theorie
3
Theory
3
Volatility
3
Volatilität
3
Exchange rate
2
Forecasting model
2
Prognoseverfahren
2
Wechselkurs
2
1990-2003
1
Aktienindex
1
CAPM
1
Deutschland
1
Germany
1
Großbritannien
1
Interest rate
1
Japan
1
Mexico
1
Mexiko
1
Multivariate Analyse
1
Multivariate analysis
1
Risikomaß
1
Risk measure
1
Schweiz
1
Spain
1
Spanien
1
Stock index
1
Switzerland
1
USA
1
United Kingdom
1
United States
1
VAR model
1
VAR-Modell
1
Yield curve
1
Zins
1
Zinsstruktur
1
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Book / Working Paper
6
Type of publication (narrower categories)
All
Arbeitspapier
6
Working Paper
6
Graue Literatur
5
Non-commercial literature
5
Language
All
English
5
Spanish
1
Author
All
León Valle, Ángel Manuel
2
Ñíguez, Trino-Manuel
2
Benito, Francisca
1
Fiorentini, Gabriele
1
Iglesias, Emma M.
1
Nave Pineda, Juan M.
1
Phillips, Garry D. A.
1
Rubia, Antonio
1
Rubio, Gonzalo
1
Sentana, Enrique
1
Serna, Gregorio
1
Shephard, Neil G.
1
more ...
less ...
Institution
All
Instituto Valenciano de Investigaciones Económicas
International Monetary Fund (IMF)
50
National Bureau of Economic Research
42
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
23
Ekonomiska forskningsinstitutet <Stockholm>
17
Centre for Analytical Finance <Århus>
16
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
14
University of Canterbury / Dept. of Economics and Finance
8
Econometrisch Instituut <Rotterdam>
7
Shakai-Keizai-Kenkyūsho <Osaka>
7
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
6
Tinbergen Instituut
6
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
5
Econometric Society
4
European University Institute / Department of Economics
4
School of Economics and Management, University of Aarhus
4
Tinbergen Institute
4
Umeå Universitet / Institutionen för Nationalekonomi
4
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
4
CESifo
3
Center for Economic Research <Tilburg>
3
Centre for Quantitative Economics & Computing
3
Cowles Foundation for Research in Economics, Yale University
3
Department of Econometrics and Business Statistics, Monash Business School
3
Department of Economics, University of Victoria
3
Federal Reserve Bank of St. Louis
3
Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund
3
Institute for the Study of Labor (IZA)
3
International Monetary Fund
3
London School of Economics and Political Science
3
National Institute of Economic and Social Research
3
Université de Montréal / Département de sciences économiques
3
Agricultural and Applied Economics Association - AAEA
2
Brown University / Department of Economics
2
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
2
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
Department of Economics, European University Institute
2
Dipartimento di Scienze Statistiche "Paolo Fortunati", Alma Mater Studiorum - Università di Bologna
2
EconWPA
2
Escola de Pós-Graduação em Economia <Rio de Janeiro>
2
more ...
less ...
Published in...
All
Working papers / Instituto Valenciano de Investigaciones Económicas
6
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting the conditional covariance matrix of a portfolio under long-run temporal dependence
Ñíguez, Trino-Manuel
(
contributor
); …
-
2003
-
1. ed. [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002115948
Saved in:
2
Volatility and VAR forecasting for the IBEX-35 stock-return index using FIGARCH-type processes and different evaluation criteria
Ñíguez, Trino-Manuel
(
contributor
)
-
2003
-
1. ed. [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002115963
Saved in:
3
Multivariate ARCH models : finite sample properties of ML estimators and an application to a LM-type test
Iglesias, Emma M.
(
contributor
); …
-
2004
-
[Elektronische Ressource], 1. ed.
Persistent link: https://www.econbiz.de/10002201054
Saved in:
4
Autoregressive conditional volatility, skewness and kurtosis
León Valle, Ángel Manuel
(
contributor
); …
-
2004
-
[Elektronische Ressource], 1. ed.
Persistent link: https://www.econbiz.de/10002201270
Saved in:
5
Modelización de la volatilidad del tipo de interés a corto plazo
Benito, Francisca
(
contributor
); …
-
2002
-
[Elektronische Ressource], 1. ed
Persistent link: https://www.econbiz.de/10001713842
Saved in:
6
Likelihood-based estimation of latent generalised ARCH structures
Fiorentini, Gabriele
(
contributor
); …
-
2003
-
[Elektronische Ressource], 1. ed
Persistent link: https://www.econbiz.de/10001739262
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->