//--> //--> //--> //-->
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
~subject:"ARCH model"
~subject:"Theory"
~subject:"Time series analysis"
~type_genre:"Aufsatz in Zeitschrift"
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
Modelling and predicting marke...
Similar by person
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Theory
Time series analysis
Theorie
36
ARCH-Modell
23
Estimation
19
Schätzung
19
Statistical distribution
17
Statistische Verteilung
17
Volatility
17
Volatilität
17
Estimation theory
14
Schätztheorie
14
Risikomaß
12
Risk measure
12
Capital income
11
Forecasting model
11
Kapitaleinkommen
11
Portfolio selection
11
Portfolio-Management
11
Prognoseverfahren
11
Zeitreihenanalyse
9
GARCH
8
Option pricing theory
8
Optionspreistheorie
8
Stochastic process
8
Stochastischer Prozess
8
Börsenkurs
7
Markov chain
7
Markov-Kette
7
Share price
7
Deutschland
6
Germany
6
USA
5
United States
5
VAR model
5
VAR-Modell
5
Correlation
4
Geldpolitik
4
Index futures
4
more ...
less ...
Online availability
All
Undetermined
14
Free
5
Type of publication
All
Article
49
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Arbeitspapier
52
Graue Literatur
52
Non-commercial literature
52
Working Paper
52
Article in journal
49
Hochschulschrift
10
Aufsatz im Buch
7
Book section
7
Thesis
7
Aufsatzsammlung
1
Bibliografie enthalten
1
Bibliography included
1
Collection of articles of several authors
1
Collection of articles written by one author
1
Sammelwerk
1
Sammlung
1
more ...
less ...
Language
All
English
49
Author
All
Mittnik, Stefan
29
Paolella, Marc S.
22
Haas, Markus
11
Polak, Pawel
6
Semmler, Willi
5
Račev, Svetlozar T.
4
Krause, Jochen
3
Kurz-Kim, Jeong-Ryeol
3
Broda, Simon A.
2
Rachev, Svetlozar T.
2
Steude, Sven Christian
2
Walker, Patrick S.
2
Broda, Simon
1
Carstensen, Kai
1
Chiarella, Carl
1
Claessen, Holger
1
Corsi, Fulvio
1
Haider, Alexander
1
Hansen, Gerd
1
Hediger, Simon
1
Kim, Young Shin
1
Krink, Thiemo
1
Liu, Ji-Chun
1
Mizrach, Bruce Marshall
1
Neumann, Thorsten
1
Näf, Jeffrey
1
Paterlini, Sandra
1
Peng, Cheng
1
Pigorsch, Christian
1
Pirgorsch, Uta
1
Rachev{{}}, Svetlozar
1
Rieken, Sascha
1
Robinzonov, Nikolay
1
Schwartz, Eduardo S.
1
Spindler, Martin
1
Taschini, Luca
1
Vomfelde, Werner
1
Zadrozny, Peter A.
1
Zhu, Peiyuan
1
more ...
less ...
Published in...
All
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
Econometrics : open access journal
4
Journal of econometrics
4
Econometric reviews
3
Journal of banking & finance
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Annals of financial economics
2
Economics letters
2
Journal of economic dynamics & control
2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Annals of operations research
1
Applied economics letters
1
Applied financial economics
1
Asia-Pacific financial markets
1
Digital finance : smart data analytics, investment innovation, and financial technology
1
Econometric theory
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic inquiry : journal of the Western Economic Association International
1
Finance research letters
1
International review of economics & finance : IREF
1
Jahrbücher für Nationalökonomie und Statistik
1
Journal of economic behavior & organization : JEBO
1
Journal of empirical finance
1
Journal of financial stability
1
Journal of forecasting
1
Journal of risk and financial management : JRFM
1
Macroeconomic dynamics
1
The European journal of finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of futures markets
1
more ...
less ...
Source
All
ECONIS (ZBW)
49
Showing
1
-
10
of
49
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modelling and predicting market risk with Laplace-Gaussian mixture distributions
Haas, Markus
;
Mittnik, Stefan
;
Paolella, Marc S.
- In:
Applied financial economics
16
(
2006
)
15
,
pp. 1145-1162
Persistent link: https://www.econbiz.de/10003385575
Saved in:
2
Mixed normal conditional heteroskedasticity
Haas, Markus
;
Mittnik, Stefan
;
Paolella, Marc S.
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
2
,
pp. 211-250
Persistent link: https://www.econbiz.de/10002214262
Saved in:
3
A new approach to Markov-switching GARCH models
Haas, Markus
;
Mittnik, Stefan
;
Paolella, Marc S.
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
4
,
pp. 493-530
Persistent link: https://www.econbiz.de/10002349828
Saved in:
4
Stable mixture GARCH models
Broda, Simon A.
;
Haas, Markus
;
Krause, Jochen
; …
- In:
Journal of econometrics
172
(
2013
)
2
,
pp. 292-306
Persistent link: https://www.econbiz.de/10009706200
Saved in:
5
Time-varying mixture GARCH models and asymmetric volatility
Haas, Markus
;
Krause, Jochen
;
Paolella, Marc S.
; …
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 602-623
Persistent link: https://www.econbiz.de/10010370491
Saved in:
6
Stationary of stable power-GARCH processes
Mittnik, Stefan
;
Paolella, Marc S.
;
Rachev, Svetlozar T.
- In:
Journal of econometrics
106
(
2002
)
1
,
pp. 97-107
Persistent link: https://www.econbiz.de/10001633694
Saved in:
7
Conditional density and value-at-risk prediction of Asian currency exchange rates
Mittnik, Stefan
;
Paolella, Marc S.
- In:
Journal of forecasting
19
(
2000
)
4
,
pp. 313-333
Persistent link: https://www.econbiz.de/10001504659
Saved in:
8
Diagnosing and treating the fat tails in financial returns data
Mittnik, Stefan
;
Paolella, Marc S.
;
Račev, Svetlozar T.
- In:
Journal of empirical finance
7
(
2000
)
3/4
,
pp. 389-416
Persistent link: https://www.econbiz.de/10001558281
Saved in:
9
Assessing central bank credibility during the ERM crises : comparing option and spot market-based forecasts
Haas, Markus
;
Mittnik, Stefan
;
Mizrach, Bruce Marshall
- In:
Journal of financial stability
2
(
2006
)
1
,
pp. 28-54
Persistent link: https://www.econbiz.de/10003779112
Saved in:
10
Modelling skewness and kurtosis with the skewed Gauss-Laplace sum distribution
Haas, Markus
- In:
Applied economics letters
16
(
2009
)
10/12
,
pp. 1277-1283
Persistent link: https://www.econbiz.de/10003886839
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->