//--> //--> //--> //-->
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:"The econometrics journal"
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
An E-ARCH model for the term s...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
ARCH model
40
ARCH-Modell
40
Theorie
20
Theory
20
Estimation theory
14
Schätztheorie
14
Time series analysis
13
Volatility
13
Volatilität
13
Zeitreihenanalyse
13
Heteroscedasticity
7
Heteroskedastizität
7
Bayes-Statistik
5
Bayesian inference
5
Estimation
5
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Schätzung
5
GARCH
3
Markov chain
3
Markov-Kette
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Regression analysis
3
Regressionsanalyse
3
Statistical distribution
3
Statistical test
3
Statistische Verteilung
3
Statistischer Test
3
Stochastic process
3
Stochastischer Prozess
3
Autocorrelation
2
Autokorrelation
2
Bootstrap
2
Bootstrap approach
2
Bootstrap-Verfahren
2
Capital income
2
Deutschland
2
Empirical process
2
Forecasting model
2
more ...
less ...
Online availability
All
Undetermined
6
Free
3
Type of publication
All
Article
40
Type of publication (narrower categories)
All
Article in journal
40
Aufsatz in Zeitschrift
40
Language
All
English
40
Author
All
Bauwens, Luc
2
Dellaportas, P.
2
Dēmos, Antōnēs A.
2
Hafner, Christian M.
2
Preminger, Arie
2
Vrontos, I. D.
2
Čížek, Pavel
2
Abadir, Karim Maher
1
Ardia, David
1
Arvanitis, Stelios
1
Aue, Alexander
1
Barigozzi, Matteo
1
Brown, Bryan W.
1
Coudin, Elise
1
Di, Jianing
1
Du, Zaichao
1
Dufour, Jean-Marie
1
Gangopadhyay, Ashis
1
Grammig, Joachim
1
Hallin, Marc
1
Haug, Stephan
1
Herwartz, Helmut
1
Hodgson, Douglas J.
1
Horváth, Lajos
1
Huang, Da
1
Hubner, Stefan
1
Hui, Yer Van
1
Hušková, Marie
1
Härdle, Wolfgang
1
Jensen, Morten Berg
1
Jiang, Jiancheng
1
Karanasos, Menelaos
1
Kheifets, Igor L.
1
Kim, Jinki
1
Klüppelberg, C.
1
Klüppelberg, Claudia
1
Kokoszka, Piotr
1
Lanne, Markku
1
Lindner, Alexander
1
Liu, Hang
1
more ...
less ...
Published in...
All
The econometrics journal
Energy economics
268
Finance research letters
203
Applied economics
163
Economic modelling
155
Journal of econometrics
147
International review of financial analysis
145
Journal of empirical finance
135
International review of economics & finance : IREF
126
Research in international business and finance
125
The North American journal of economics and finance : a journal of financial economics studies
124
Journal of banking & finance
114
Economics letters
109
Journal of international financial markets, institutions & money
107
Applied financial economics
101
Discussion paper / Tinbergen Institute
98
International journal of forecasting
96
Journal of risk and financial management : JRFM
88
Journal of forecasting
87
Applied economics letters
80
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
78
The European journal of finance
76
The journal of futures markets
75
Econometric theory
73
Econometric Institute research papers
69
Working paper
69
Journal of financial econometrics : official journal of the Society for Financial Econometrics
65
International Journal of Energy Economics and Policy : IJEEP
64
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
64
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
56
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
55
International journal of finance & economics : IJFE
54
International journal of economics and financial issues : IJEFI
50
Econometric reviews
47
Journal of international money and finance
47
International journal of economics and finance
46
Review of quantitative finance and accounting
45
CREATES research paper
43
Computational economics
43
Journal of risk
43
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
42
more ...
less ...
Source
All
ECONIS (ZBW)
40
Showing
1
-
10
of
40
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modelling volatility asymmetries : a Bayesian analysis of a class of tree structured multivariate GARCH models
Dellaportas, P.
;
Vrontos, I. D.
- In:
The econometrics journal
10
(
2007
)
3
,
pp. 503-520
Persistent link: https://www.econbiz.de/10003637597
Saved in:
2
Estimating GARCH models : when to use what?
Huang, Da
;
Wang, Hansheng
;
Yao, Qiwei
- In:
The econometrics journal
11
(
2008
)
1
,
pp. 27-38
Persistent link: https://www.econbiz.de/10003648603
Saved in:
3
Semiparametric efficiency bounds in dynamic non-linear systems under elliptical symmetry
Brown, Bryan W.
;
Hodgson, Douglas J.
- In:
The econometrics journal
10
(
2007
)
1
,
pp. 35-48
Persistent link: https://www.econbiz.de/10003451746
Saved in:
4
Theory and inference for a Markov switching GARCH model
Bauwens, Luc
;
Preminger, Arie
;
Rombouts, Jeroen V. K.
- In:
The econometrics journal
13
(
2010
)
2
,
pp. 218-244
Persistent link: https://www.econbiz.de/10003978517
Saved in:
5
Stationarity of a family of GARCH processes
Liu, Ji-chun
- In:
The econometrics journal
12
(
2009
)
3
,
pp. 436-446
Persistent link: https://www.econbiz.de/10003948829
Saved in:
6
Method of moment estimation in the COGARCH (1,1) model
Haug, Stephan
;
Klüppelberg, C.
;
Lindner, Alexander
; …
- In:
The econometrics journal
10
(
2007
)
2
,
pp. 320-341
Persistent link: https://www.econbiz.de/10003559960
Saved in:
7
Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models
Čížek, Pavel
;
Härdle, Wolfgang
;
Spokojnyj, Vladimir G.
- In:
The econometrics journal
12
(
2009
)
2
,
pp. 248-271
Persistent link: https://www.econbiz.de/10003875660
Saved in:
8
Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form
Coudin, Elise
;
Dufour, Jean-Marie
- In:
The econometrics journal
12
(
2009
),
pp. 19-49
Persistent link: https://www.econbiz.de/10003876273
Saved in:
9
A class of indirect inference estimators : higher-order asymptotics and approximate bias correction
Arvanitis, Stelios
;
Dēmos, Antōnēs A.
- In:
The econometrics journal
18
(
2015
)
2
,
pp. 200-241
Persistent link: https://www.econbiz.de/10011378482
Saved in:
10
Specification tests for nonlinear dynamic models
Kheifets, Igor L.
- In:
The econometrics journal
18
(
2015
)
1
,
pp. 67-94
Persistent link: https://www.econbiz.de/10011345998
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->