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
~isPartOf:"Journal of econometrics"
~subject:"ARCH model"
~subject:"Theory"
~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
Modelling and predicting marke...
Similar by person
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Theory
Time series analysis
ARCH-Modell
4
Volatility
4
Volatilität
4
Statistical distribution
3
Statistische Verteilung
3
Stochastic process
3
Stochastischer Prozess
3
Theorie
3
Capital income
2
Estimation
2
GARCH
2
Kapitaleinkommen
2
Multivariate generalized hyperbolic distribution
2
Option pricing theory
2
Optionspreistheorie
2
Schätzung
2
Black-Scholes option pricing
1
Börsenkurs
1
CCC
1
Common jumps
1
Correlation
1
Density forecasting
1
EM-algorithm
1
Fat tails
1
Forecasting model
1
Korrelation
1
Lévy process
1
Markov chain
1
Markov switching
1
Markov-Kette
1
Multivariate Analyse
1
Multivariate analysis
1
Multivariate asymmetric variance gamma distribution
1
Multivariate normal tempered stable process
1
Multivariate option pricing
1
Nikkei 225 dollar options
1
Portfolio optimization
1
Portfolio selection
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Paolella, Marc S.
4
Polak, Pawel
2
Broda, Simon A.
1
Haas, Markus
1
Krause, Jochen
1
Mittnik, Stefan
1
Rachev, Svetlozar T.
1
Steude, Sven Christian
1
Walker, Patrick S.
1
more ...
less ...
Published in...
All
Journal of econometrics
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
19
CFS working paper series
15
Research paper series / Swiss Finance Institute
13
Swiss Finance Institute Research Paper
9
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
Econometrics : open access journal
4
Econometric reviews
3
Journal of banking & finance
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Annals of financial economics
2
Contributions to modern econometrics : from data analysis to economic policy ; [dedicated to Gerd Hansen on the occasion of his 65th Birthday]
2
Economics letters
2
Journal of economic dynamics & control
2
Advances in non-linear economic modeling : theory and applications ; [this book is associated with the SEEK workshop "Non-linear economic modeling : theory and applications" held at ZEW in Mannheim in December 2012.]
1
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Annals of operations research
1
Applied economics letters
1
Applied financial economics
1
Asia-Pacific financial markets
1
Center for Quantitative Risk Analysis (CEQURA), Working Paper Number 19, 2018
1
Datamining und computational finance : Ergebnisse des 7. Karsruher Ökonometrie-Workshops
1
Digital finance : smart data analytics, investment innovation, and financial technology
1
Diskussionsarbeit
1
Dynamic Modeling and Econometrics in Economics and Finance
1
Dynamic modeling and econometrics in economics and finance
1
Dynamic optimization in environmental economics
1
Econometric theory
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic inquiry : journal of the Western Economic Association International
1
Empirical investigations of current monetary and fiscal policy issues
1
Finance research letters
1
Handbook of heavy tailed distributions in finance
1
IMF working papers
1
International review of economics & finance : IREF
1
Jahrbücher für Nationalökonomie und Statistik
1
Journal of economic behavior & organization : JEBO
1
Journal of empirical finance
1
Journal of financial stability
1
Journal of forecasting
1
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Stable mixture GARCH models
Broda, Simon A.
;
Haas, Markus
;
Krause, Jochen
; …
- In:
Journal of econometrics
172
(
2013
)
2
,
pp. 292-306
Persistent link: https://www.econbiz.de/10009706200
Saved in:
2
Stationary of stable power-GARCH processes
Mittnik, Stefan
;
Paolella, Marc S.
;
Rachev, Svetlozar T.
- In:
Journal of econometrics
106
(
2002
)
1
,
pp. 97-107
Persistent link: https://www.econbiz.de/10001633694
Saved in:
3
COMFORT: a common market factor non-Gaussian returns model
Paolella, Marc S.
;
Polak, Pawel
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 593-605
Persistent link: https://www.econbiz.de/10011499783
Saved in:
4
Regime switching dynamic correlations for asymmetric and fat-tailed conditional returns
Paolella, Marc S.
;
Polak, Pawel
;
Walker, Patrick S.
- In:
Journal of econometrics
213
(
2019
)
2
,
pp. 493-515
Persistent link: https://www.econbiz.de/10012304579
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
