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Subject
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Volatility
333
Volatilität
333
Estimation theory
199
Schätztheorie
199
Theorie
180
Theory
180
ARCH model
151
ARCH-Modell
151
Time series analysis
139
Zeitreihenanalyse
139
Schätzung
120
Estimation
119
Stochastic process
116
Stochastischer Prozess
116
Heteroscedasticity
78
Heteroskedastizität
78
Capital income
75
Kapitaleinkommen
75
Börsenkurs
73
Share price
73
Nichtparametrisches Verfahren
60
Nonparametric statistics
60
Forecasting model
56
Prognoseverfahren
56
Market microstructure
44
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44
Statistical distribution
43
Statistische Verteilung
43
Option pricing theory
41
Optionspreistheorie
41
Statistical test
39
Statistischer Test
39
Bootstrap approach
34
Bootstrap-Verfahren
34
Stochastic volatility
34
Correlation
32
Korrelation
32
Regression analysis
32
Regressionsanalyse
32
Bayes-Statistik
31
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Undetermined
238
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4
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Article
494
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2
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Article in journal
492
Aufsatz in Zeitschrift
492
Collection of articles of several authors
2
Sammelwerk
2
Conference proceedings
1
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1
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1
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Language
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English
496
Author
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Bollerslev, Tim
21
Todorov, Viktor
18
Tauchen, George Eugene
15
Francq, Christian
13
Andersen, Torben
12
Aït-Sahalia, Yacine
12
McAleer, Michael
10
Mykland, Per A.
9
Sun, Yixiao
9
Zakoïan, Jean-Michel
9
Li, Jia
8
Meddahi, Nour
8
Patton, Andrew J.
8
Taylor, Robert
8
Xiu, Dacheng
8
Cavaliere, Giuseppe
7
Ghysels, Eric
7
Park, Joon Y.
7
Shephard, Neil G.
7
Hallin, Marc
6
Kim, Donggyu
6
Li, Yingying
6
Rahbek, Anders
6
Asai, Manabu
5
Bai, Jushan
5
Corradi, Valentina
5
Gallant, A. Ronald
5
Gouriéroux, Christian
5
Laurent, Sébastien
5
Ling, Shiqing
5
Linton, Oliver
5
Maheu, John M.
5
Swanson, Norman R.
5
Zaffaroni, Paolo
5
Zhou, Hao
5
Zhu, Ke
5
Andreou, Elena
4
Barigozzi, Matteo
4
Blasques, F.
4
Boswijk, Herman Peter
4
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Conference on Realized Volatility <2006, Montréal>
1
Published in...
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Journal of econometrics
The Indian economic journal
1,276
The Indian journal of economics
1,178
The Indian journal of labour economics : a quarterly journal of Indian Society of Labour Economics
1,071
Economic & political weekly : a Sameeksha Trust publ.
1,053
Finance India : the quarterly journal of Indian Institute of Finance
954
Artha vijñāna : journal of the Gokhale Institute of Politics and Economics
885
NBER working paper series
878
Working Papers / eSocialSciences
875
Working paper
828
The Asian economic review : journal of the Indian Institute of Economics
797
Working paper / National Bureau of Economic Research, Inc.
790
Energy economics
782
MPRA Paper
762
Economic developments in India : quarterly update : analysis, reports, policy documents
757
Finance research letters
724
NBER Working Paper
715
Indian journal of agricultural economics
680
Applied economics
610
Foreign trade review : quarterly journal of Indian Institute of Foreign Trade
606
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
540
Economic affairs : quarterly journal of economics
501
International review of financial analysis
501
Economic modelling
479
Journal of banking & finance
479
International review of economics & finance : IREF
461
Policy research working paper : WPS
444
Global business review
442
The journal of futures markets
438
Working Paper
414
Economics letters
413
Margin : quarterly journal of the National Council of Applied Economic Research
407
Applied economics letters
396
Praj̄nȧn : journal of social and management sciences
389
Applied financial economics
388
Discussion paper series / IZA
386
IZA Discussion Papers
383
International journal of Indian culture and business management
376
Research in international business and finance
374
Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi
373
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ECONIS (ZBW)
496
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1
GARCH
models without positivity constraints : exponential or log
GARCH
?
Francq, Christian
;
Wintenberger, Olivier
;
Zakoïan, …
- In:
Journal of econometrics
177
(
2013
)
1
,
pp. 34-46
Persistent link: https://www.econbiz.de/10010189881
Saved in:
2
A coupled component DCS-
EGARCH
model for intraday and overnight
volatility
Linton, Oliver
;
Wu, Jianbin
- In:
Journal of econometrics
217
(
2020
)
1
,
pp. 176-201
Persistent link: https://www.econbiz.de/10012482745
Saved in:
3
Forecasting S&P 100
volatility
: the incremental information content of implied volatilities and high-frequency index returns
Blair, Bevan J.
;
Poon, Ser-Huang
;
Taylor, Stephen
- In:
Journal of econometrics
105
(
2001
)
1
,
pp. 5-26
Persistent link: https://www.econbiz.de/10001617140
Saved in:
4
Structural attribution of observed
volatility
clustering
Granger, C. W. J.
;
Machina, Mark J.
- In:
Journal of econometrics
135
(
2006
)
1/2
,
pp. 15-29
Persistent link: https://www.econbiz.de/10003376075
Saved in:
5
Bootstrapping autoregressions with conditional
heteroskedasticity
of unknown form
Gonçalves, Sílvia
;
Kilian, Lutz
- In:
Journal of econometrics
123
(
2004
)
1
,
pp. 89-120
Persistent link: https://www.econbiz.de/10002223733
Saved in:
6
Inference in VARs with conditional
heteroskedasticity
of unknown form
Brüggemann, Ralf
;
Jentsch, Carsten
;
Trenkler, Carsten
- In:
Journal of econometrics
191
(
2016
)
1
,
pp. 69-85
Persistent link: https://www.econbiz.de/10011594405
Saved in:
7
R-estimation in semiparametric dynamic location-scale models
Hallin, Marc
;
La Vecchia, Davide
- In:
Journal of econometrics
196
(
2017
)
2
,
pp. 222-247
Persistent link: https://www.econbiz.de/10011818285
Saved in:
8
Score-driven models for realized
volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
9
Bad environments, good environments : a non-Gaussian asymmetric
volatility
model
Bekaert, Geert
;
Engstrom, Eric
;
Ermolov, Andrey
- In:
Journal of econometrics
186
(
2015
)
1
,
pp. 258-275
Persistent link: https://www.econbiz.de/10011349501
Saved in:
10
Risk-parameter estimation in
volatility
models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 158-173
Persistent link: https://www.econbiz.de/10011326796
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