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
~language:"und"
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
Specification and testing of m...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
volatility
929
Volatility
862
estimation
269
Estimation
258
Zeitreihenanalyse
229
Time series analysis
165
Statistik
159
GARCH
142
time series analysis
124
Schätzung
60
forecasting
54
ESTIMATION
49
growth
47
conditional heteroskedasticity
44
Conditional heteroskedasticity
43
risk
43
Time Series Analysis
40
VOLATILITY
40
exchange rates
40
statistics
36
GARCH models
35
EGARCH
34
ОЦЕНКА
34
Econophysics
33
time series
31
Forecasting
30
Growth
30
Modellierung
30
Risk and Uncertainty
30
Demand and Price Analysis
29
econometrics
29
Inflation
28
cointegration
28
Risk
27
correlation
27
liquidity
26
stock returns
26
ARCH
25
exchange rate
25
Stock returns
24
more ...
less ...
Online availability
All
Free
1,507
Undetermined
1,077
Type of publication
All
Book / Working Paper
1,609
Article
1,608
Other
41
Journal
2
Type of publication (narrower categories)
All
Dissertation u.a. Prüfungsschriften
44
Konferenzschrift
8
Thesis
8
Congress Report
4
Hochschulschrift
3
Report
3
Bibliografie enthalten
2
Bibliography included
2
Conference proceedings
1
Mehrbändiges Werk
1
Monografische Reihe
1
Multi-volume publication
1
Series
1
Statistik
1
more ...
less ...
Language
All
Undetermined
English
210,463
German
7,426
French
1,042
Spanish
617
Italian
363
Russian
164
Polish
156
Portuguese
140
Hungarian
47
Czech
43
Dutch
31
Finnish
21
Romanian
21
Ukrainian
17
Turkish
16
Danish
15
Chinese
15
Croatian
14
Norwegian
14
Swedish
14
Slovak
10
Slovenian
5
Bulgarian
4
Malay (macrolanguage)
4
Serbian
4
Japanese
3
Arabic
1
Bosnian
1
Valencian
1
Modern Greek (1453-)
1
Indonesian
1
Lithuanian
1
Mongolian
1
more ...
less ...
Author
All
McAleer, Michael
59
Chang, Chia-Lin
20
Brännäs, Kurt
15
Chen, Chi-Chung
14
Teräsvirta, Timo
12
Caiado, Jorge
8
Chen, Ping-Yu
8
Diebold, Francis X.
8
Hammoudeh, Shawkat
8
Karali, Berna
8
Nadarajah, Saralees
8
Narayan, Paresh Kumar
8
Shephard, Neil
8
Verbeek, M.J.C.M.
8
Cermeño, Rodolfo
7
Floros, Christos
7
McAleer, M.J.
7
Nijman, Theo
7
Werker, Bas J.M.
7
Annicchiarico, Barbara
6
Arezki, Rabah
6
Bolinger, Mark
6
Chiarella, Carl
6
Crato, Nuno
6
Dumitriu, Ramona
6
Fostel, Ana
6
Hansen, Stephen
6
Linton, Oliver
6
Lütkepohl, Helmut
6
Mazzucato, Mariana
6
McMahon, Michael
6
Onour, Ibrahim
6
Quoreshi, Shahiduzzaman
6
Rässler, Susanne
6
Scharth, Marcel
6
Szafarz, Ariane
6
Varvarigos, Dimitrios
6
Allen, David E.
5
Asai, Manabu
5
Camilleri, Silvio John
5
more ...
less ...
Institution
All
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
225
C.E.P.R. Discussion Papers
64
Tilburg University, Center for Economic Research
54
EconWPA
47
International Monetary Fund (IMF)
30
Université Paris-Dauphine (Paris IX)
26
HAL
24
Institutionen för Nationalekonomi, Umeå Universitet
23
Agricultural and Applied Economics Association - AAEA
22
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
22
Tinbergen Instituut
18
European Association of Agricultural Economists - EAAE
17
Tilburg University, School of Economics and Management
17
Society for Computational Economics - SCE
15
London School of Economics (LSE)
14
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
13
Erasmus University Rotterdam, Econometric Institute
13
Institute of Economic Research, Kyoto University
13
CESifo
12
Cowles Foundation for Research in Economics, Yale University
11
Institut für Arbeitsmarkt- und Berufsforschung (IAB)
11
Tinbergen Institute
11
Department of Economics, Oxford University
10
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
10
Inter-American Development Bank
10
Regional Research Institute (RRI), West Virginia University
10
Centro de Investigación y Docencia Económicas (CIDE)
9
Reserve Bank of Australia
9
School of Economics and Management, University of Aarhus
9
Department of Economics and Finance, College of Business and Economics
8
Department of Economics, University of California-San Diego (UCSD)
8
East Asian Bureau of Economic Research (EABER)
8
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
8
Department of Economics, University of Pennsylvania
7
Finance Discipline Group, Business School
7
International Water Management Institute (IWMI)
7
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
7
Econometric Society
6
Economics Department, Organisation de Coopération et de Développement Économiques (OCDE)
6
Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam
6
more ...
less ...
Published in...
All
MPRA Paper
225
Physica A: Statistical Mechanics and its Applications
146
CEPR Discussion Papers
64
Discussion Paper / Tilburg University, Center for Economic Research
54
Tinbergen Institute Discussion Papers
29
IMF Working Papers
26
Economics Papers from University Paris Dauphine
25
Studies in Nonlinear Dynamics & Econometrics
25
Proceedings of the Business and Economic Statistics Section / American Statistical Association : papers presented at the annual meeting of the American Statistical Association, ... under the sponsorship of the Business and Economic Statistics Section
24
Economic Modelling
23
Umeå Economic Studies
23
Econometric Institute Research Papers
22
Mathematics and Computers in Simulation (MATCOM)
22
Energy Economics
21
Management Science
20
Annals of the Institute of Statistical Mathematics
17
Research Memorandum / Tilburg University, School of Economics and Management
17
Statistical Papers / Springer
17
Econometrics
16
Post-Print / HAL
16
Computational Statistics & Data Analysis
15
Econometric Reviews
15
Economics Letters
14
Journal of Banking & Finance
14
Journal of the Royal Statistical Society
14
LSE Research Online Documents on Economics
14
Managerial Finance
14
CORE Discussion Papers
13
Econometric Institute Report
13
Economics Bulletin
13
Journal of Econometrics
13
KIER Working Papers
13
Management science : journal of the Institute for Operations Research and the Management Sciences
13
CESifo Working Paper Series
12
Finance
12
Global Business and Economics Review
12
Journal of Risk Finance
12
Review of Pacific Basin Financial Markets and Policies (RPBFMP)
12
Theoretical and Applied Economics
12
123rd Seminar, February 23-24, 2012, Dublin, Ireland
11
more ...
less ...
Source
All
RePEc
2,869
ECONIS (ZBW)
168
USB Cologne (EcoSocSci)
149
BASE
73
Other ZBW resources
1
Showing
1
-
10
of
3,260
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The ARCH effect : a model of gradual anticipation for autoaggressive conditional heteroskedasticity in asset returns
Mohy El Din, Tarek
-
1997
Persistent link: https://www.econbiz.de/10004319577
Saved in:
2
System identification : advances and case studies
Mehra, Raman K.
(
contributor
)
-
1976
Persistent link: https://www.econbiz.de/10009604541
Saved in:
3
Estimation
robuste en contamination asymétrique et application aux processus autorégressifs
Barthoulot, Joseph
-
1983
Persistent link: https://www.econbiz.de/10004048330
Saved in:
4
Weiche Modelle und iterative Schätzung : e. Anwendung auf Probleme d. neuen politischen Ökonomie
Meissner, Werner
;
Uhle-Fassing, Marion
-
1982
Persistent link: https://www.econbiz.de/10004617914
Saved in:
5
Schätzmethoden für konstante und variable Lag-Strukturen
Holz, Arnold
-
1983
Persistent link: https://www.econbiz.de/10009607313
Saved in:
6
Modelling
volatility
by variance decomposition
Amado, Cristina
;
Teräsvirta, Timo
- In:
Journal of Econometrics
175
(
2013
)
2
,
pp. 142-153
unconditional and conditional components.
Estimation
of the multiplicative model is discussed in detail. An empirical application to …
Persistent link: https://www.econbiz.de/10011052196
Saved in:
7
Flexible Wechselkurse, Wechselkursvolatilität und Welthandel
Schubert, Michael
-
1992
Persistent link: https://www.econbiz.de/10004128136
Saved in:
8
Dynamische Steuerung von Portfoliorisiken
Reinschmidt, Timo
-
2006
Persistent link: https://www.econbiz.de/10004920247
Saved in:
9
Modélisation de la Volatilité des recettes mensuelles de la Direction Générale des Douanes et Accises (DGDA ex-OFIDA) en RDC de janvier 1982 à décembre 2005
Luyinduladio, Menga
-
Volkswirtschaftliche Fakultät, …
-
2010
For a few years the revenue services of the DGDA have increased in a spectacular way in Democratic Republic of Congo. Thus, the objective of this paper is to empirically examine the evolution of these monthly receipts of 1982 to 2005. The Heteroskedastic Conditional Autoregressive model (ARCH)...
Persistent link: https://www.econbiz.de/10009004154
Saved in:
10
Advances in nonlinear parameter optimization
Schmidt, Rüdiger
-
1982
Persistent link: https://www.econbiz.de/10004684349
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
