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
~person:"Hansen, Lars Peter"
~person:"Koop, Gary"
~person:"McAleer, Michael"
~subject:"ARCH model"
~subject:"econometrics"
~type:"book"
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
The Minimum Description Length...
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
econometrics
Modellierung
78
Scientific modelling
78
Theorie
52
Theory
52
Ökonometrie
49
Econometrics
46
Time series analysis
39
Zeitreihenanalyse
39
Forecasting model
30
Prognoseverfahren
30
ARCH-Modell
27
Volatility
23
Volatilität
22
Estimation
19
Schätzung
19
Estimation theory
17
Schätztheorie
17
Bayes-Statistik
11
Bayesian inference
11
Stochastic process
10
Stochastischer Prozess
10
Bibliometrics
9
Bibliometrie
9
Decision under uncertainty
7
Entscheidung unter Unsicherheit
7
Regressionsanalyse
7
VAR model
7
VAR-Modell
7
citations
7
Box-Cox model
6
Credit risk
6
Economic indicator
6
Kreditrisiko
6
Regression analysis
6
Robust statistics
6
Robustes Verfahren
6
Sample selection bias
6
Statistical theory
6
more ...
less ...
Online availability
All
Free
25
Type of publication
All
Book / Working Paper
Article
7
Type of publication (narrower categories)
All
Working Paper
25
Arbeitspapier
24
Graue Literatur
24
Non-commercial literature
24
Language
All
English
30
Undetermined
4
Author
All
Hansen, Lars Peter
Koop, Gary
McAleer, Michael
Caporin, Massimiliano
17
Li, Q.
15
Ledenyov, Dimitri O.
14
Ledenyov, Viktor O.
14
Ghysels, E.
12
Rausser, Gordon C.
12
Siklos, P.L.
12
Yoshida, A.
12
Gourieroux, C.
11
Hardle, W.
11
Jean-Pierre, Urbain
11
Renault, E.
11
Stephan, Smeekes
11
Chang, Chia-Lin
10
Tsangarides, Charalambos G.
9
Bolduc, D.
8
Dufour, J.M.
8
Hanemann, W. Michael
8
Perron, P.
8
Ullah, A.
8
Wirjanto, T.S.
8
Baillie, R.T.
7
Gilles, R.P.
7
Hallin, M.
7
Horowitz, J.L.
7
Hsiao, C.
7
Joakim, Westerlund
7
Savin, N.E.
7
Schleich, Joachim
7
Schmidt, P.
7
Silvapulle, Param
7
Stengos, T.
7
Urbain, Jean-Pierre
7
Zhang, S.
7
Fan, Y.
6
Folmer, H.
6
Hoover, Kevin D.
6
Imbens, G.W.
6
Lee, J.
6
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
5
Department of Economics and Finance, College of Business and Economics
1
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
1
Princeton University Press
1
Tinbergen Instituut
1
Published in...
All
Econometric Institute research papers
11
Working paper
11
Discussion paper / Tinbergen Institute
2
Contributions to economic analysis
1
Econometric Institute Research Papers
1
Economics Books / Princeton University Press
1
Tinbergen Institute Discussion Paper
1
Tinbergen Institute Discussion Papers
1
Working Papers in Economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
29
RePEc
4
EconStor
1
Showing
1
-
10
of
34
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Ranking leading
econometrics
journals using citations data from ISI and RePEc
Chang, Chia-Lin
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10010354385
Saved in:
2
Ranking leading
econometrics
journals using citations data from ISI and RePEc
Zhang, Jialin
;
McAleer, Michael
-
2013
econometrics
journals taken from the Thomson Reuters ISI Web of Science (ISI) Category of Economics, using citations data from ISI …
Persistent link: https://www.econbiz.de/10010224785
Saved in:
3
Model selection and testing of conditional and stochastic volatility models
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008664052
Saved in:
4
Do we really need both BEKK and DCC? : a tale of two multivariate GARCH models
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669311
Saved in:
5
Ranking multivariate GARCH models by problem dimension
Caporin, Massimiliano
;
McAleer, Michael
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689067
Saved in:
6
Exchange rate and industrial commodity volatility transmissions, asymmetries and hedging strategies
Hammoudeh, Shawkat
;
Yuan, Yuan
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689068
Saved in:
7
Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689069
Saved in:
8
Model selection and testing of conditional and stochastic volatility models
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008695598
Saved in:
9
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009619346
Saved in:
10
Ranking multivariate GARCH models by problem dimension: an empirical evaluation
Caporin, Massimiliano
;
McAleer, Michael
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009619365
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
