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-Modell"
~subject:"Volatilität"
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
Fourth Order Pseudo Maximum Li...
Similar by person
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Volatilität
Theorie
8
Theory
8
Derivat
4
Derivative
4
Estimation theory
3
Option pricing theory
3
Optionspreistheorie
3
Schätztheorie
3
Time series analysis
3
Yield curve
3
Zeitreihenanalyse
3
Zinsstruktur
3
Econometrics
2
Estimation
2
Identification
2
Markov chain
2
Markov-Kette
2
Schätzung
2
State space model
2
Volatility
2
Zustandsraummodell
2
Ökonometrie
2
ARCH model
1
ARMA model
1
ARMA-Modell
1
Affine process
1
Ansteckungseffekt
1
Asymmetric information
1
Asymmetrische Information
1
Bayes-Statistik
1
Bayesian inference
1
Bubbles
1
Cayley transform
1
Contagion
1
Contagion effect
1
Corporate bond
1
Credit derivative
1
Credit risk
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Gouriéroux, Christian
2
Monfort, Alain
2
Jasiak, Joann
1
Jondeau, Eric
1
Rockinger, Michael
1
Published in...
All
Journal of econometrics
Les cahiers de recherche / HEC Paris
5
Banque de France Working Paper
4
Notes d'études et de recherche : NER
4
Research paper series / Swiss Finance Institute
4
FAME research paper series
3
Discussion paper / Centre for Economic Forecasting
2
Institut für Schweizerisches Bankwesen Zürich - Working Paper Series
2
Journal of banking & finance
2
Journal of economic dynamics & control
2
Swiss Finance Institute Research Paper
2
Série des documents de travail
2
Working Paper
2
Documents de travail / Banque de France
1
Finance : revue de l'Association Française de Finance
1
Financial engineering and the Japanese markets
1
Global credit review
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of international money and finance
1
Les notes d'études et de recherche : NER
1
Multi-moment asset allocation and pricing models
1
Review of finance : journal of the European Finance Association
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Entropy densities with an application to autoregressive conditional skewness and kurtosis
Rockinger, Michael
;
Jondeau, Eric
- In:
Journal of econometrics
106
(
2002
)
1
,
pp. 119-142
Persistent link: https://www.econbiz.de/10001633716
Saved in:
2
Pricing with finite dimensional dependence
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 408-417
Persistent link: https://www.econbiz.de/10011499694
Saved in:
3
Stationary bubble equilibria in rational expectation models
Gouriéroux, Christian
;
Jasiak, Joann
;
Monfort, Alain
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 714-735
Persistent link: https://www.econbiz.de/10012483178
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
